A Discrete-Time Model for Reinvestment Risk in Bond Markets

Publikation: Working paper › Forskning

Standard

A Discrete-Time Model for Reinvestment Risk in Bond Markets. / Dahl, Mikkel Hindkær.

Laboratory of Actuarial Mathematics, University of Copenhagen : H.C.Ø.-Tryk, 2005. s. 1-25.

Publikation: Working paper › Forskning

Harvard

Dahl, MH 2005 'A Discrete-Time Model for Reinvestment Risk in Bond Markets' H.C.Ø.-Tryk, Laboratory of Actuarial Mathematics, University of Copenhagen, s. 1-25.

APA

Dahl, M. H. (2005). A Discrete-Time Model for Reinvestment Risk in Bond Markets. (s. 1-25). H.C.Ø.-Tryk.

Vancouver

Dahl MH. A Discrete-Time Model for Reinvestment Risk in Bond Markets. Laboratory of Actuarial Mathematics, University of Copenhagen: H.C.Ø.-Tryk. 2005, s. 1-25.

Author

Dahl, Mikkel Hindkær. / A Discrete-Time Model for Reinvestment Risk in Bond Markets. Laboratory of Actuarial Mathematics, University of Copenhagen : H.C.Ø.-Tryk, 2005. s. 1-25

Bibtex

@techreport{e8df0c4074c611dbbee902004c4f4f50,
title = "A Discrete-Time Model for Reinvestment Risk in Bond Markets",
author = "Dahl, {Mikkel Hindk{\ae}r}",
year = "2005",
language = "English",
isbn = "87-7834-646-0",
pages = "1--25",
publisher = "H.C.{\O}.-Tryk",
type = "WorkingPaper",
institution = "H.C.{\O}.-Tryk",

}

RIS

TY - UNPB

T1 - A Discrete-Time Model for Reinvestment Risk in Bond Markets

AU - Dahl, Mikkel Hindkær

PY - 2005

Y1 - 2005

M3 - Working paper

SN - 87-7834-646-0

SP - 1

EP - 25

BT - A Discrete-Time Model for Reinvestment Risk in Bond Markets

PB - H.C.Ø.-Tryk

CY - Laboratory of Actuarial Mathematics, University of Copenhagen

ER -

ID: 159064