Single-factor immunizing duration of an interest rate swap


Albrecht, Peter ; Stephan, Thomas G.


Additional URL: http://www.actuaries.org/AFIR/Colloquia/Orlando/Al...
Document Type: Working paper
Year of publication: 1993
The title of a journal, publication series: Manuskript / Institut für Versicherungswissenschaft, Universität Mannheim
Volume: 60
Place of publication: Mannheim
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Albrecht, Peter ; Stephan, Thomas G. (1993) Single-factor immunizing duration of an interest rate swap. Manuskript / Institut für Versicherungswissenschaft, Universität Mannheim Mannheim 60 [Working paper]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item