Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154)
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scientific article; zbMATH DE number 6981270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios |
scientific article; zbMATH DE number 6981270 |
Statements
Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (English)
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19 November 2018
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uncertainty
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yield curve
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optimal uncertainty quantification
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model risk
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stress testing
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