Pages that link to "Item:Q2463566"
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The following pages link to Risk management of a bond portfolio using options (Q2463566):
Displaying 7 items.
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- On mean-variance hedging of bond options with stochastic risk premium factor (Q481005) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Pricing bond options in emerging markets: a case study (Q1690978) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- DUAL ANALYSIS ON HEDGING VaR OF BOND PORTFOLIO USING OPTIONS (Q3043683) (← links)