Managing interest rate volatility risk : key rate vega
Year of publication: |
2007
|
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Authors: | Ho, Thomas S. Y. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 17.2007, 3, p. 6-17
|
Subject: | Zinsrisiko | Interest rate risk | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve | Hedging | Theorie | Theory |
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