Single-factor duration models in a discrete general equilibrium framework
[Von] G. O. Bierwag; George G. Kaufman and Alden Toevs
Year of publication: |
1983
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Authors: | Bierwag, G. O. ; Kaufman, George G. ; Toevs, Alden |
Published in: |
Innovations in bond portfolio management : duration analysis and immunization. - Greenwich, Conn. [u.a.] : JAI Press, ISBN 0-89232-320-5. - 1983, p. 307-323
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