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Bond options and bond portfolio insurance - MaRDI portal

Bond options and bond portfolio insurance (Q1182784)

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scientific article; zbMATH DE number 32030
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English
Bond options and bond portfolio insurance
scientific article; zbMATH DE number 32030

    Statements

    Bond options and bond portfolio insurance (English)
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    28 June 1992
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    portfolio insurance
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    bond price modeling
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    interest option pricing
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    interest risk management
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    Identifiers