An accurate formula for bond‐portfolio stress testing
Year of publication: |
2008
|
---|---|
Authors: | Tchuindjo, Leonard |
Published in: |
The Journal of Risk Finance. - Emerald Group Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 9.2008, 3, p. 262-277
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Risk management | Bonds | Interest rates | Mathematics |
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