Long-Term Risk with Stochastic Interest Rates
Year of publication: |
2019
|
---|---|
Authors: | Severino, Federico |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Risiko | Risk |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3113718 [DOI] |
Classification: | G12 - Asset Pricing ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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