The analysis of duration and immunization strategy under the HJM term structure framework
Chuang-chang Chang and Ra-jian Ho
| Year of publication: |
2002
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|---|---|
| Authors: | Chang, Chuang-chang ; Ho, Ra-jian |
| Published in: |
Research in finance. - Bingley [u.a.] : Emerald JAI, ISSN 0196-3821, ZDB-ID 4476621. - Vol. 19.2002, p. 241-268
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Research in finance |
| Source: |
Persistent link: https://www.econbiz.de/10009943481