Structure of spot rates and duration hedging

Bing-Huei Lin; Jr-Yan Wang; Shih-Wen Tai

Year of publication:	2011
Authors:	Lin, Bing-huei ; Wang, Jr-yan ; Tai, Shih-wen
Published in:	Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 40.2011, 4, p. 550-576
Subject:	Risk management \| Spot rates \| Duration \| Immunization \| Term structure of interest rates \| Zinsstruktur \| Yield curve \| Hedging \| Risikomanagement \| Portfolio-Management \| Portfolio selection \| Anleihe \| Bond \| Zinsrisiko \| Interest rate risk \| Theorie \| Theory

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