Measuring Risk in Fixed Income Portfolios using Yield Curve Models

✍ Scribed by Caldeira, João F.; Moura, Guilherme V.; Santos, André A. P.

• Book ID: 125358477
• Publisher: Springer US
• Year: 2014
• Tongue: English
• Weight: 701 KB
• Volume: 46
• Category: Article
• ISSN: 1572-9974
• DOI: 10.1007/s10614-014-9438-7