A continuous-time model for reinvestment risk in bond markets (Q3404102)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5667271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A continuous-time model for reinvestment risk in bond markets |
scientific article; zbMATH DE number 5667271 |
Statements
A continuous-time model for reinvestment risk in bond markets (English)
0 references
5 February 2010
0 references
interest rate modeling
0 references
incomplete markets
0 references
forward rates
0 references
risk-minimization
0 references
0 references
0.9031552672386168
0 references
0.7552103400230408
0 references
0.7488403916358948
0 references
0.7261856198310852
0 references
0.7257784605026245
0 references
