Duration models

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionaryScientificpeer-review

Abstract

Duration models appear when studying the moment in time that certain events occur. Next to general applications in economics and medical sciences, their financial applications are in the more specific field of market microstructure (transaction times of assets or derivatives in a given market), and also in corporate governance (tenure of management).
Original languageEnglish
Title of host publicationEncyclopedia of Quantitative Finance
EditorsRama Cont
PublisherJohn Wiley & Sons Ltd
ISBN (Print)9780470061602
DOIs
Publication statusPublished - 2010

Fingerprint

Duration models
Derivatives
Corporate governance
Tenure
Economics
Assets
Market microstructure

Cite this

Werker, B. (2010). Duration models. In R. Cont (Ed.), Encyclopedia of Quantitative Finance John Wiley & Sons Ltd. https://doi.org/10.1002/9780470061602.eqf19007
Werker, Bas. / Duration models. Encyclopedia of Quantitative Finance. editor / Rama Cont. John Wiley & Sons Ltd, 2010.
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Werker, B 2010, Duration models. in R Cont (ed.), Encyclopedia of Quantitative Finance. John Wiley & Sons Ltd. https://doi.org/10.1002/9780470061602.eqf19007

Duration models. / Werker, Bas.

Encyclopedia of Quantitative Finance. ed. / Rama Cont. John Wiley & Sons Ltd, 2010.

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionaryScientificpeer-review

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Werker B. Duration models. In Cont R, editor, Encyclopedia of Quantitative Finance. John Wiley & Sons Ltd. 2010 https://doi.org/10.1002/9780470061602.eqf19007