Scenario generation for long run interest rate risk assessment (Q1676381)
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scientific article; zbMATH DE number 6803386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario generation for long run interest rate risk assessment |
scientific article; zbMATH DE number 6803386 |
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Scenario generation for long run interest rate risk assessment (English)
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7 November 2017
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yield curve forecast
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risk management
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scenario simulation
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switching regimes
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0.8744005
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0.8310117
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0.82778054
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0.81486297
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