A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899)
From MaRDI portal
!
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 5498890
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Discrete-Time Model for Reinvestment Risk in Bond Markets |
scientific article; zbMATH DE number 5498890 |
Statements
A Discrete-Time Model for Reinvestment Risk in Bond Markets (English)
0 references
28 January 2009
0 references
zero coupon bond
0 references
incomplete market
0 references
forward rates
0 references
risk-minimization
0 references
super-replication
0 references
0.9031552672386168
0 references
0.8179424405097961
0 references
0.8154597878456116
0 references
0.7391365170478821
0 references
0.7384151220321655
0 references
