Interest rate models in risk management: results for US Treasury yields
Year of publication: |
2002
|
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Authors: | Nowman, Kalid Ben |
Published in: |
Financial risk and financial risk management ; 16. - Amsterdam [u.a.] : Jai Press, ISBN 0-7623-0858-3. - 2002, p. 325-345
|
Subject: | Risikomanagement | Risk management | Zinsstruktur | Yield curve | Staatspapier | Government securities | USA | United States | Zins | Interest rate | Zinsderivat | Interest rate derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Literaturangaben In: Financial risk and financial risk management |
Source: | ECONIS - Online Catalogue of the ZBW |
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