Book chapter
Parametric interest rate risk immunization
Jorge Miguel Bravo (Bravo, J.);
Book Title
New developments in banking and finance
Year (definitive publication)
2012
Language
English
Country
United States of America
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Times Cited: 6

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

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Abstract
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Acknowledgements
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Keywords
interest rate risk,immunization,duration,convexity,bond,portfolio
Publication Identifiers
cv-prod-id-3611352
http://hdl.handle.net/10174/5993
ci-pub-101336
1-60021-576-9
Other Publication Details
2012
Nova Science Publishers, Inc, New York
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978-160021-576- (print)
35 - 64 --
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Yes
Both (printed and digital)