Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study (Q5933839)
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scientific article; zbMATH DE number 1604605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study |
scientific article; zbMATH DE number 1604605 |
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Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study (English)
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14 June 2001
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bond portfolio management
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sensitivity to term structure changes
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simulations
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error bounds
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