Wykorzystanie trwałości do pomiaru ryzyka stopy procentowej obligacji

作者: Robert Kuśmierski

DOI:

关键词: Business

摘要:

参考文章(9)
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H. Zheng, L.C. Thomas, D.E. Allen, The duration derby: a comparison of duration based strategies in asset liability management conference on decision and control. ,vol. 1, pp. 769- 774 ,(2002) , 10.1109/CDC.2002.1184598
Robert B Litterman, Josè Scheinkman, Common Factors Affecting Bond Returns The Journal of Fixed Income. ,vol. 1, pp. 54- 61 ,(1991) , 10.3905/JFI.1991.692347