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A note on common interest rate risk measures
Buetow, Gerald W.; Fabozzi, Frank J.; Hanke, Bernd - In: The journal of fixed income 13 (2003) 2, pp. 46-54
Persistent link: https://www.econbiz.de/10001803151
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Measuring interest-rate risk
Fabozzi, Frank J.; Buetow, Gerald W.; Johnson, Robert R. - In: The handbook of fixed income securities, (pp. 183-226). 2005
Persistent link: https://www.econbiz.de/10003054210