Scenario Simulation Model for Fixed Income Portfolio Risk Management

2015 ◽  
pp. 291-310
Author(s):  
Farshid Jamshidian ◽  
Yu Zhu
Author(s):  
Kandi Brown ◽  
William L. Hall ◽  
Robert Barrett ◽  
Patrick Gobb

2015 ◽  
Vol 102 ◽  
pp. 87-125
Author(s):  
Hyo Chan Ju ◽  
Seung Hyo Chu ◽  
Hangsuck Lee

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