Carcano, Nicola (contributor) - 2004 - [Elektronische Ressource]
versus Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization
(with Silverio Foresi), Journal of Banking and … activity or
instrument delivering future cash flows, it lies at the heart of financial economics and
heavily affects …
summarizes our conclusions and suggests possible directions for further research.
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2. The term structure of interest rates …