Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications (Q4356637)
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scientific article; zbMATH DE number 1069732
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| English | Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications |
scientific article; zbMATH DE number 1069732 |
Statements
Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications (English)
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22 June 1998
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direction X
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directional derivative
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duration
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fixed interest
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portfolio management
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term structure
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0.8247894048690796
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0.7945194840431213
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0.7892495393753052
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0.7803720831871033
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