مرکز منطقه ای اطلاع رساني علوم و فناوري - Immunization using a stochastic-process independent multi-factor model: The Portuguese experience

Title of article :

Immunization using a stochastic-process independent multi-factor model: The Portuguese experience

Author/Authors :

Jorge Miguel Ventura Bravo، نويسنده , , Carlos Manuel Pereira da Silva، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

133

To page :

156

Keywords :

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

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193815

Link To Document :