Riding the yield curve : a variety of strategies
Year of publication: |
2005
|
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Authors: | Bieri, David S. ; Chincarni, Ludwig B. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 15.2005, 2, p. 6-35
|
Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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