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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

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

Hits:

Journal:Systems Engineering—Theory & Practice

All the Authors:LI Jingjing, YANG Baochen, SU Yunpeng

First Author:LI Jingjing

Correspondence Author:SU Yunpeng

Volume:34

Issue:11

Page Number:2783-2790

Translation or Not:no

CN No.:null

Pre One:Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market

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

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

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