Open AccessIMPROVING THE QUANTIFICATION OF INTEREST RATE RISK
Author(s) -
Bohumil Stádník
Publication year - 2022
Language(s) - English
Resource type - Conference proceedings
DOI - 10.3846/bm.2022.762
Subject(s) - bond , bond valuation , zero coupon bond , interest rate , forward rate , yield curve , interest rate risk , econometrics , volatility (finance) , short rate , measure (data warehouse) , economics , mathematics , computer science , monetary economics , finance , database