New Formulas for Immunizing Durations
Year of publication: |
2000
|
---|---|
Authors: | Rzadkowski, Grzegorz ; Zaremba, Leszek S. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 8.2000, 2, p. 28-36
|
Saved in:
Saved in favorites
Similar items by person
-
New formulas for immunizing durations
Rza̜dkowski, Grzegorz, (2000)
-
Optimal portfolio choice under a liability constraint
Zaremba, Leszek S., (2000)
- More ...