Quantification of spread risk by means of historical simulation

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Bibliographische Detailangaben
Veröffentlicht in:	Applied quantitative finance
1. Verfasser:	Frisch, Christoph (VerfasserIn)
Weitere Verfasser:	Knöchlein, Germar (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	1992-2000 > Zinsrisiko > Risikoprämie > Zinsstruktur > Zeitreihenanalyse > Nichtparametrisches Verfahren > Simulation > Risikomaß > Schätzung > Theorie > USA > Aufsatz im Buch
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