Calculation of the value at risk of the term structure of bond interest rates in Shanghai securities exchange (Q3609954)
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scientific article; zbMATH DE number 5524742
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| English | Calculation of the value at risk of the term structure of bond interest rates in Shanghai securities exchange |
scientific article; zbMATH DE number 5524742 |
Statements
6 March 2009
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value at risk
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scenario method
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term structure of interest rates
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principal components analysis
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0.7613625526428223
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0.7185956239700317
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0.7106272578239441
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0.7103922367095947
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