"Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements ..."

Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová (2000)

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DOI: 10.1023/A%3A1019227901758

access: closed

type: Journal Article

metadata version: 2020-08-13

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Marida Bertocchi, Vittorio Moriggia, Jitka Dupacová:
Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study. Ann. Oper. Res. 99(1-4): 267-286 (2000)

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