Pages that link to "Item:Q354661"
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The following pages link to Option-based risk management of a bond portfolio under regime switching interest rates (Q354661):
Displaying 7 items.
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Risk management of a bond portfolio using options (Q2463566) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Managing value-at-risk for a bond using bond put options (Q2642582) (← links)
- On hedging the risk of default caused by changes of interest rates (Q2739835) (← links)
- DUAL ANALYSIS ON HEDGING VaR OF BOND PORTFOLIO USING OPTIONS (Q3043683) (← links)
- Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)