Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
Year of publication: |
2020
|
---|---|
Authors: | Beleza Sousa, João |
Other Persons: | L. Esquível, Manuel (contributor) ; Gaspar, Raquel M. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Simulation | Kapitaleinkommen | Capital income | Zero-Bond | Zero-coupon bond | Portfolio-Management | Portfolio selection | CAPM | Zinsstruktur | Yield curve | Anleihe | Bond | Risiko | Risk |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Statistical Theory and Practice, 14 (30), 2020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2020 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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