Managing value-at-risk for a bond using bond put options (Q2642582)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing value-at-risk for a bond using bond put options |
scientific article |
Statements
Managing value-at-risk for a bond using bond put options (English)
0 references
17 August 2007
0 references
Value-at-Risk
0 references
Bond hedging
0 references
Vasicek interest rate model
0 references
