The performance of alternative interest rate risk measures and immunization strategies under a Heath-Jarrow-Morton framework
by Şenay Aǧca
| Year of publication: |
2002
|
|---|---|
| Authors: | Aǧca, Şenay |
| Subject: | Zinsrisiko | Interest rate risk | Risikomaß | Risk measure | Zinsstruktur | Yield curve | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Theorie | Theory | USA | United States |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIV, 209 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Blacksburg, Va., Virginia Polytechnic Inst. and State Univ., Diss., 2002 |
| Notes: | Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009245340