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isPartOf:"Working paper series"
type_genre:"Non-commercial literature"
~person:"Gay, Roger"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
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Short bond portfolios and arbitrary deformation of the Yield curve
Gay, Roger
-
1997
Persistent link: https://www.econbiz.de/10000974326
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2
Interest rate risk and arbitrary deformation of the yield curve
Gay, Roger
-
1997
Persistent link: https://www.econbiz.de/10000974332
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3
On the Hillard-Jordan method
Gay, Roger
-
1997
Persistent link: https://www.econbiz.de/10000974334
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4
Absolute matching of expected liabilities of an evolving pension fund using positive holdings of fixed interest securities
Gay, Roger
;
Kennedy, Richard
-
1994
Persistent link: https://www.econbiz.de/10000892867
Saved in:
5
Matching liabilities using positive holdings of bonds subject to a single constraint
Gay, Roger
;
Kennedy, Richard
-
1994
Persistent link: https://www.econbiz.de/10000892868
Saved in:
6
Present value for a stochastic interest rate
Gay, Roger
-
1994
Persistent link: https://www.econbiz.de/10000894835
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