Best-estimates in bond markets with reinvestment risk
Year of publication: |
2015
|
---|---|
Authors: | MacKay, Anne ; Wüthrich, Mario V. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 3.2015, 3, p. 250-276
|
Publisher: |
Basel : MDPI |
Subject: | best-estimate price | reinvestment risk | dynamic hedging | sequential local risk minimization | incomplete market | state-price deflator | long-term bonds |
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