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
21
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