Narrow search
Showing 1 - 4 of 4
Cover Image
Duration models : a taxonomy
Bierwag, Gerald O. - 1988
Persistent link: https://www.econbiz.de/10000764434
Cover Image
Duration gaps with futures and swaps for managing interest rate risk at depository institutions
Bierwag, Gerald O. - In: Journal of financial services research : JFSR 5 (1992) 3, pp. 217-234
Persistent link: https://www.econbiz.de/10001119542
Cover Image
Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O. - In: Journal of banking & finance 16 (1992) 4, pp. 705-714
Persistent link: https://www.econbiz.de/10001126196
Cover Image
Bond portfolio immunization : tests of maturity, one- and two-factor duration matching strategies
Bierwag, Gerald O. - In: The financial review : the official publication of the … 22 (1987) 2, pp. 203-219
Persistent link: https://www.econbiz.de/10001028842