Die Modellierung von Zinsrisikofaktoren in einem Value-at-Risk-Modell
Year of publication: |
1998
|
---|---|
Authors: | Tobler, Jürg ; Walder, Roger |
Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 12.1998, 3, p. 342-370
|
Subject: | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Basler Akkord | Basel Accord | Theorie | Theory | Risikomaß | Risk measure | Eurobond | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Schweiz | Switzerland | 1990-1997 |
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