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Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Risk Management of Bond Portfolio based on Forecast of Term Structure of Interest Rates

Hits:

Journal:Journal of Financial Research

All the Authors:Baochen Yang, Shan Liao, Yunpeng Su

First Author:Baochen Yang

Correspondence Author:Yunpeng Su

Volume:10

Page Number:86-96

Translation or Not:no

CN No.:null

Pre One:Interest Rate Risk Measure model under the Multi-Factor HJM Framework

Next One:Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches.

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

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