مرکز منطقه ای اطلاع رساني علوم و فناوري - Immunization derived from a polynomial duration vector in the Spanish bond market

Title of article :

Immunization derived from a polynomial duration vector in the Spanish bond market

Author/Authors :

Gloria M. Soto، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

1037

To page :

1057

Keywords :

Immunization , Duration , Convexity , Portfolio management , Term structure

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193277

Link To Document :