Updating the yield curve to analyst's views

von Nogueira, Leonardo M.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Updating the yield curve to analyst's views

von Nogueira, Leonardo M.
Veröffentlicht in Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds (2010)

Model-free hedge ratios and scale-invariant models

von Alexander, Carol
Veröffentlicht in Journal of banking & finance (2007)

Model risk adjusted hedge ratios

von Alexander, Carol
Veröffentlicht in The journal of futures markets (2009)