On new immunization strategies under random shocks on the term structure of interest rates
Year of publication: |
2009
|
---|---|
Authors: | Kondratiuk-Janyska, Alina ; Kaluszka, Marek |
Published in: |
Operations Research and Decisions. - Wydział Informatyki i Zarządzania. - Vol. 1.2009, p. 91-101
|
Publisher: |
Wydział Informatyki i Zarządzania |
Subject: | portfolio | immunization | duration | term structure of interest rates | random field |
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