Measuring the unmeasurable: an application of uncertainty quantification to treasury bond portfolios (Q4555154)
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scientific article; zbMATH DE number 6981270
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| 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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0.6987070441246033
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0.6901628375053406
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0.6885782480239868
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0.6812620759010315
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0.6758296489715576
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