مرکز منطقه ای اطلاع رساني علوم و فناوري - Generalized M-vector models for hedging interest rate risk

Title of article :

Generalized M-vector models for hedging interest rate risk

Author/Authors :

Sanjay K. Nawalkha، نويسنده , , Gloria M. Soto، نويسنده , , Jun Zhang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

1581

To page :

1604

Keywords :

Interest Rate , Fixed income , Immunization , Duration , Risk management

Journal title :

Journal of Banking and Finance

Serial Year :

2003

Journal title :

Journal of Banking and Finance

Record number :

193513

Link To Document :