Cash Subadditive Risk Measures and Interest Rate Ambiguity

Mathematical Finance - United Kingdom
doi 10.1111/j.1467-9965.2009.00380.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

Economics: Current and Future Developments (2nd Edition)
2018English

Construction of Non-Subadditive Measures and Discretization of Borel Measures

Fundamenta Mathematicae
Number TheoryAlgebra
1995English

Interest Rate Shocks and Credit Risk

SSRN Electronic Journal
2009English

Ambiguity and Risk Measures in the Lab and Students’ Real-Life Borrowing Behavior

Journal of Behavioral and Experimental Economics
EconomicsApplied PsychologySocial SciencesEconometrics
2017English

Finitely Subadditive Outer Measures, Finitely Superadditive Inner Measures and Their Measurable Sets

International Journal of Mathematics and Mathematical Sciences
Mathematics
1996English

Interest Rate Risk, Term Spreads, and the Mortgage Contract Term

2019English

Interest Rate Risk and the Stock Prices of Financial Institutions

1984English

The Measuring of Interest Rate Risk of Bond Portfolio

Zhournal Novoi Ekonomicheskoi Associacii
EconomicsEconometricsFinance
2019English

Risk, Ambiguity, and Sovereign Rating

International Economics and Economic Policy
EconomicsEconometrics
2014English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy