Simulation and evaluation of the distribution of interest rate risk (Q1722765)
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scientific article; zbMATH DE number 7024667
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| default for all languages | No label defined |
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| English | Simulation and evaluation of the distribution of interest rate risk |
scientific article; zbMATH DE number 7024667 |
Statements
Simulation and evaluation of the distribution of interest rate risk (English)
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18 February 2019
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interest rate risk
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principal component analysis
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term structure
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value at risk
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0.7131492495536804
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0.6992984414100647
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0.694263756275177
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