Single-factor immunizing duration of an interest rate swap


Albrecht, Peter ; Stephan, Thomas G.


URL: http://www.actuaries.org/AFIR/Colloquia/Orlando/Al...
Document Type: Conference or workshop publication
Year of publication: 1994
Book title: Actuarial approach for financial risks international colloquium : April 20 - 22, 1994, Buena Vista Palace, Orlando, Florida / 4th AFIR
Volume: 2
Page range: 757-780
Date of the conference: April 1994
Place of publication: Schaumburg, Ill.
Publishing house: Soc. of Actuaries
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Albrecht, Peter ; Stephan, Thomas G. Single-factor immunizing duration of an interest rate swap. 2 757-780 In: Actuarial approach for financial risks international colloquium : April 20 - 22, 1994, Buena Vista Palace, Orlando, Florida / 4th AFIR (1994) Schaumburg, Ill. [Conference or workshop publication]


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