A unified approach to interest rate risk and credit risk of cash and derivative instruments
Steven I. Dym
| Year of publication: |
2008
|
|---|---|
| Authors: | Dym, Steven I. |
| Published in: |
Investment management and financial management. - Hoboken, NJ : Wiley, ISBN 978-0-470-07815-0. - 2008, p. 499-505
|
| Subject: | Kreditrisiko | Credit risk | Derivat | Derivative | Zinsrisiko | Interest rate risk | Theorie | Theory | Zinsstruktur | Yield curve | Zins | Interest rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765087