Single-factor immunizing duration of an interest rate swap

Albrecht, Peter ; Stephan, Thomas G.

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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.

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