Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819)
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scientific article; zbMATH DE number 7218565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pulled-to-par returns for zero-coupon bonds historical simulation value at risk |
scientific article; zbMATH DE number 7218565 |
Statements
Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (English)
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7 July 2020
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historical simulation
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value at risk
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zero-coupon bond
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0.83002985
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0.80819106
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0.8080642
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0.8079348
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0.8058066
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0.80313414
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