Yield curve risk management : adjusting principal component analysis for model errors
Nicola Carcano
| Year of publication: |
2009
|
|---|---|
| Authors: | Carcano, Nicola |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 12.2009/10, 1, p. 3-16
|
| Subject: | Rendite | Yield | Revenue-Management | Revenue management | Risikomanagement | Risk management | Hedging |
| 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/10003900323