Convexity arbitrage - the idea which does not work
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F22%3A00057560" target="_blank" >RIV/61384399:31110/22:00057560 - isvavai.cz</a>
Result on the web
<a href="https://www.tandfonline.com/doi/epub/10.1080/23322039.2021.2019361?needAccess=true" target="_blank" >https://www.tandfonline.com/doi/epub/10.1080/23322039.2021.2019361?needAccess=true</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/23322039.2021.2019361" target="_blank" >10.1080/23322039.2021.2019361</a>
Alternative languages
Result language
angličtina
Original language name
Convexity arbitrage - the idea which does not work
Original language description
Main topics of the document: convexity arbitrage; algorithmic trading; YTM shift; convexity
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA20-00178S" target="_blank" >GA20-00178S: The impact of the normalisation of interest rates on risk management</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Cogent Economics & Finance
ISSN
2332-2039
e-ISSN
2332-2039
Volume of the periodical
10
Issue of the periodical within the volume
1
Country of publishing house
GB - UNITED KINGDOM
Number of pages
17
Pages from-to
"nestrankovano"
UT code for WoS article
—
EID of the result in the Scopus database
2-s2.0-85123729453