Immunization of Bond Portfolios: Some New Results
Year of publication: |
2002-02
|
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Authors: | GRANDVILLE, Olivier de LA |
Institutions: | Swiss Finance Institute |
Subject: | Finance | interest rates | immunization |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | B4 - Economic Methodology ; C0 - Mathematical and Quantitative Methods. General ; E4 - Money and Interest Rates ; G0 - Financial Economics. General |
Source: |
-
Immunization of Bond Portfolios : Some New Results
de la Grandville, Olivier, (2002)
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Numerical Techniques in Finance
Benninga, Simon,
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Examining simple joint macroeconomic and term-structure models: A practitioner's perspective
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