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isPartOf:"Advanced bond portfolio management : best practices in modeling and strategies"
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Advanced bond portfolio management : best practices in modeling and strategies
The journal of fixed income
Journal of banking & finance
40
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
16
NBER Working Paper
12
Discussion paper
11
Applied economics
10
IMF working papers
10
Insurance / Mathematics & economics
9
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9
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
Wiley finance series
8
Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
7
IMF working paper
7
Journal of risk management in financial institutions
7
Kredit und Kapital
7
Staff working papers / Bank of England
7
The European journal of finance
7
Working paper series / International Center for Insurance Regulation
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
7
Competence Center Finanz- und Bankmanagement : ccfb
6
Discussion paper / Centre for Economic Policy Research
6
Economic modelling
6
European financial management : the journal of the European Financial Management Association
6
Journal of financial services research : JFSR
6
Swiss Finance Institute Research Paper
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Working paper series / European Central Bank
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BIS quarterly review : international banking and financial market developments
5
Bundesbank Discussion Paper
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
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Economics letters
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Journal of international money and finance
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Journal of monetary economics
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Journal of money, credit and banking : JMCB
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Journal of risk
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
2
Fixed income risk modeling
Breger, Ludovic
;
Cheyette, Oren
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 163-194)
.
2006
Persistent link: https://www.econbiz.de/10003280205
Saved in:
3
Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.
;
Tilman, Leo M.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 249-266)
.
2006
Persistent link: https://www.econbiz.de/10003280215
Saved in:
4
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
5
Estimating and hedging most probable extreme changes in multicurrency term structures
Dieudonné, Mathieu
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10003229858
Saved in:
6
A note on common interest rate risk measures
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Hanke, Bernd
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
Saved in:
7
Credit risk, interest rate risk, and the business cycle
Alessandrini, Fabio
- In:
The journal of fixed income
9
(
1999
)
2
,
pp. 42-53
Persistent link: https://www.econbiz.de/10001447806
Saved in:
8
Systematic risk in corporate bond credit spreads
Pedrosa, Monica
;
Roll, Richard
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001364560
Saved in:
9
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
10
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Saved in:
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