Yield curve risk measures
Frank J. Fabozzi; Steven V. Mann
| Year of publication: |
2008
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Mann, Steven V. |
| Published in: |
Valuation, financial modeling, and quantitative tools. - Hoboken, NJ : Wiley, ISBN 978-0-470-07816-7. - 2008, p. 165-173
|
| Subject: | Zinsstruktur | Yield curve | Risiko | Risk | Messung | Measurement | Theorie | Theory | Öffentliche Anleihe | Public bond | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Rendite | Yield | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003765477