Simulation and evaluation of the distribution of interest rate risk
Year of publication: |
2019
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Authors: | Hagenbjörk, Johan ; Blomvall, Jörgen |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 16.2019, 1/2, p. 297-327
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Subject: | Interest rate risk | Principal component analysis | Team structure | Value at Risk | Zinsrisiko | Theorie | Theory | Simulation | Risikomaß | Risk measure | Zins | Interest rate |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Konferenzbeitrag ; Conference paper |
Language: | English |
Other identifiers: | 10.1007/s10287-018-0319-8 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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