A two-factor duration model for interest rate risk management
Year of publication: |
1997
|
---|---|
Authors: | Navarro Arribas, Eliseo |
Other Persons: | Nave Pineda, Juan M. (contributor) |
Published in: |
Investigaciones económicas. - Madrid, ISSN 0210-1521, ZDB-ID 864299-0. - Vol. 21.1997, 1, p. 55-74
|
Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Öffentliche Anleihe | Public bond | Theorie | Theory |
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