Stochastic durations, the convexity effect, and the impact of interest rate changes
José Soares da Fonseca
| Year of publication: |
2014
|
|---|---|
| Authors: | Fonseca, José Soares da |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 10/12, p. 994-1007
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| Subject: | convexity | duration | equilibrium models of bond pricing | interest rate risk | Theorie | Theory | Zinsrisiko | Interest rate risk | Anleihe | Bond | Zins | Interest rate | Zinsstruktur | Yield curve | CAPM | Dauer | Duration | Zinsderivat | Interest rate derivative |
| 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://www.econbiz.de/10010464881