Cost Simulation Of An Inflation-Linked And A Floater Bond With Backtesting

Kata Váradi, Ágnes Vidovics-Dancs. Cost Simulation Of An Inflation-Linked And A Floater Bond With Backtesting. In Webjørn Rekdalsbakken, Robin T. Bye, Houxiang Zhang, editors, Proceedings of the 27th European Conference on Modelling and Simulation, ECMS 2013, Ålesund, Norway, May 27-30, 2013. pages 275-281, European Council for Modeling and Simulation, 2013. [doi]

Abstract

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