Managing interest rate risk under non-parallel changes : an application of a two-factor model
Manuel Moreno
| Year of publication: |
2007
|
|---|---|
| Authors: | Moreno, Manuel |
| Published in: |
Advances in risk management. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-01916-1. - 2007, p. 69-85
|
| Subject: | Portfolio-Management | Portfolio selection | USA | United States | Zinsrisiko | Interest rate risk | Zinsderivat | Interest rate derivative | Theorie | Theory | Zinsstruktur | Yield curve |
| 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://ebvufind01.dmz1.zbw.eu/10003401583