Uses of duration analysis for the control of interest rate risk
Year of publication: |
1986
|
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Authors: | Toevs, Alden L. |
Published in: |
Controlling interest rate risk : new techniques and applications for money management. - New York, NY [u.a.] : Wiley, ISBN 0-471-82354-6. - 1986, p. 28-61
|
Subject: | Zinsrisiko | Interest rate risk | Theorie | Theory | Statistische Bestandsanalyse | Duration analysis | Zins | Interest rate | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve |
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