Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures and behaviors for bonds under stochastic interest rate models |
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Risk measures and behaviors for bonds under stochastic interest rate models (English)
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24 January 2013
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risk measures
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stochastic interest rate models
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tail risk
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expected shortfall
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