Assessing Interest Rate Risk Beyond Duration – Shift, Twist, Butterfly
Year of publication: |
2010
|
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Authors: | Vannerem, Philippe |
Other Persons: | Iyer, Anand S. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Zinsrisiko | Interest rate risk | Dauer | Duration | Zins | Interest rate |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | MSCI Barra Research Paper ; No. 2010-13 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 20, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1601518 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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