Working Papers
Immunization Using a Parametric Model of the Term Structure
Jorge Miguel Bravo (Bravo, J.); Silva, Carlos Manuel Pereira da (Silva, Carlos Manuel Pereira da);
Document Title
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Year (definitive publication)
2013
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Times Cited: 2

(Last checked: 2025-12-18 03:08)

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Abstract
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Acknowledgements
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Keywords
Immunization; duration; parametric model; interest rate risk;
Publication Identifiers
cv-prod-id-3611353
http://hdl.handle.net/10174/8422
ci-pub-101341
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2013-01-01
2013-01-01