Alternative Models For Hedging Yield Curve Risk: An Empirical Comparison
Year of publication: |
2010-06
|
---|---|
Authors: | CARCANO, Nicola ; DALL'O, Hakim |
Subject: | Yield Curve Risk | Interest Rate Risk | Immunization | Hedging |
-
Immunization Using a Parametric Model of the Term Structure
Bravo, Jorge Miguel Ventura, (2005)
-
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola, (2010)
-
Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets
Shen, Sally, (2014)
- More ...
-
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola, (2010)
-
Barone-Adesi, Giovanni, (2012)
-
Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola, (2016)
- More ...