Duration, factor sensitivities, and interest rate Greeks (Q665789)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration, factor sensitivities, and interest rate Greeks |
scientific article |
Statements
Duration, factor sensitivities, and interest rate Greeks (English)
0 references
6 March 2012
0 references
interest rate risk
0 references
duration
0 references
stochastic duration
0 references
factor sensitivities
0 references
