On the efficient utilisation of duration
Year of publication: |
2015
|
---|---|
Authors: | Dierkes, Thomas ; Ortmann, Karl Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 29-37
|
Subject: | Duration | Bond price elasticity | Interest rate shock | Stress test | Solvency | Zins | Interest rate | Anleihe | Bond | Dauer | Zinsrisiko | Interest rate risk | Schock | Shock | Preiselastizität | Price elasticity | Theorie | Theory | Zinsstruktur | Yield curve | Schätzung | Estimation |
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