The performance of alternative interest rate risk measures and immunization strategies under a Heath-Jarrow-Morton framework
Year of publication: |
2005
|
---|---|
Authors: | Agca, Senay |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 40.2005, 3, p. 645-670
|
Subject: | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Risikomanagement | Risk management | Theorie | Theory | USA | United States |
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