Pages that link to "Item:Q665789"
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The following pages link to Duration, factor sensitivities, and interest rate Greeks (Q665789):
Displaying 4 items.
- Generalized stochastic duration in Markovian Heath-Jarrow-Morton framework (Q1599851) (← links)
- On the efficient utilisation of duration (Q2260943) (← links)
- Macaulay durations for nonparallel shifts (Q2480222) (← links)
- Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications (Q4356637) (← links)