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Sensitivity analysis on inputs for a bond portfolio management model

Authors :
Bertocchi, Maria
Dupacova, Jitka
Moriggia, Vittorio
Publication Year :
1996
Publisher :
VVW, 1996.

Subjects

Subjects :
Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
Stochastic program
interest rate scenarios
sensitivity

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......1581..fdafa11849e362540c4e7596d4edc5e3

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