Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications
| Year of publication: |
1997
|
|---|---|
| Authors: | Bowden, Roger J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 43.1997, 5, p. 586-595
|