Hedging against interest rate risk: Reconsidering volatility-adjusted immunization
| Year of publication: |
1997
|
|---|---|
| Authors: | Carcano, Nicola ; Foresi, Silverio |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 21.1997, 2, p. 127-141
|
| Publisher: |
Elsevier |