A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899)
From MaRDI portal
scientific article; zbMATH DE number 5498890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discrete-Time Model for Reinvestment Risk in Bond Markets |
scientific article; zbMATH DE number 5498890 |
Statements
A Discrete-Time Model for Reinvestment Risk in Bond Markets (English)
0 references
28 January 2009
0 references
zero coupon bond
0 references
incomplete market
0 references
forward rates
0 references
risk-minimization
0 references
super-replication
0 references
