Stochastic duration and dynamic measure of risk in financial futures
Year of publication: |
1986
|
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Authors: | Chen, Andrew H. |
Other Persons: | Park, Hun Y. (contributor) ; Wei, K. C. John (contributor) |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 93-111
|
Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risiko | Risk | Zinsderivat | Interest rate derivative | Theorie | Theory |
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