Managing interest rate risk under non-parallel changes : an application of a two-factor model
Year of publication: |
2007
|
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Authors: | Moreno, Manuel |
Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 69-85
|
Subject: | Portfolio-Management | Portfolio selection | USA | United States | Zinsrisiko | Interest rate risk | Zinsderivat | Interest rate derivative | Theorie | Theory | Zinsstruktur | Yield curve |
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