On the efficient utilisation of duration
Thomas Dierkes; Karl Michael Ortmann
| Year of publication: |
2015
|
|---|---|
| Authors: | Dierkes, Thomas ; Ortmann, Karl Michael |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 60.2015, p. 29-37
|
| Subject: | Duration | Bond price elasticity | Interest rate shock | Stress test | Solvency | Schock | Shock | Zins | Interest rate | Anleihe | Bond | Theorie | Theory | Schätzung | Estimation | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Dauer | Portfolio-Management | Portfolio selection | Preiselastizität | Price elasticity | Stresstest |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010484840