Risk management of a bond portfolio using options (Q2463566)

From MaRDI portal
Revision as of 01:35, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Risk management of a bond portfolio using options
scientific article

    Statements

    title
    Risk management of a bond portfolio using options (English)
    0 references
    author
    Jan Annaert
    0 references
    Griselda Deelstra
    0 references
    Dries Heyman
    0 references
    Michèle Vanmaele
    0 references
    publication date
    14 December 2007
    0 references
    zbMATH DE Number
    5219806
    0 references
    zbMATH Keywords
    (tail) value-at-risk
    0 references
    bond hedging
    0 references
    affine term structure model
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2463566&oldid=15149612"
    Powered by MediaWiki