A Discrete-Time Model for Reinvestment Risk in Bond Markets
Research output: Working paper › Research
| Original language | English |
|---|---|
| Place of Publication | Laboratory of Actuarial Mathematics, University of Copenhagen |
| Publisher | H.C.Ø.-Tryk |
| Pages | 1-25 |
| ISBN (Print) | 87-7834-646-0 |
| Publication status | Published - 2005 |
ID: 159064