Measuring plausibility of hypothetical interest rate shocks
Year of publication: |
2002
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Authors: | Golub, Bennett W. ; Tilman, Leo M. |
Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 295-312
|
Subject: | Theorie | Theory | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Zinsrisiko | Interest rate risk | Anleihe | Bond | Prognoseverfahren | Forecasting model | Zins | Interest rate |
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