The analysis of duration and immunization strategy under the HJM term structure framework
Year of publication: |
2002
|
---|---|
Authors: | Chang, Chuang-chang ; Ho, Ra-jian |
Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 447662-1. - Vol. 19.2002, p. 241-268
|
Subject: | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Risikomanagement | Risk management | Zero-Bond | Zero-coupon bond |
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