Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
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Publication:5933839
DOI10.1023/A:1019227901758zbMath1059.91034OpenAlexW163705307MaRDI QIDQ5933839
Vittorio Moriggia, Marida Bertocchi, Jitka Dupačová
Publication date: 14 June 2001
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019227901758
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