Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study
| Year of publication: |
2000
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|---|---|
| Authors: | Bertocchi, Marida ; Moriggia, Vittorio ; Dupacová, Jitka |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 99.2000, p. 267-286
|