Duration, factor sensitivities, and interest rate Greeks (Q665789)
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scientific article; zbMATH DE number 6012379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration, factor sensitivities, and interest rate Greeks |
scientific article; zbMATH DE number 6012379 |
Statements
Duration, factor sensitivities, and interest rate Greeks (English)
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6 March 2012
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interest rate risk
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duration
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stochastic duration
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factor sensitivities
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0.8681127
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0.8517319
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0.8503536
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0.8479449
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