A Discrete-Time Model for Reinvestment Risk in Bond Markets

Mikkel Hindkær Dahl

Publikation: Working paper

Originalsprog	Engelsk
Udgivelsessted	Laboratory of Actuarial Mathematics, University of Copenhagen
Udgiver	H.C.Ø.-Tryk
Sider	1-25
ISBN (Trykt)	87-7834-646-0
Status	Udgivet - 2005

Citationsformater

@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",

}