Bond Duration and Convexity Under Stochastic Interest Rates and Credit Spreads
Year of publication: |
2023
|
---|---|
Authors: | Dione, Ibrahima ; Lai, Van Son |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Unternehmensanleihe | Corporate bond | Anleihe | Bond | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory |
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