Managing non‐parallel shift risk of yield curve with interest rate futures

Managing Non-Parallel Shift Risk of Yield Curve with Interest Rate Futures

Lee, Sang Bin, (1993)

The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions

Ho, Thomas S. Y., (2004)

Term structure movements and the pricing of corporate bond provisions

Yi, Sang-bin, (1985)