Hedging interest-rate risk with term-structure factor models
Lionel Martellini; Philippe Priaulet; Frank J. Fabozzi
| Year of publication: |
2005
|
|---|---|
| Authors: | Martellini, Lionel ; Priaulet, Philippe ; Fabozzi, Frank J. |
| Published in: |
The handbook of fixed income securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-144099-2. - 2005, p. 967-985
|
| Subject: | Hedging | Theorie | Theory | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Portfolio-Management | Portfolio selection | Faktorenanalyse | Factor analysis | Zinsderivat | Interest rate derivative | Risiko | Risk | Risikomanagement | Risk management |
| 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/10003055173