A note on an interest rate immunization strategy

Authors
J. Okunev M. Tippett
Citation
J. Okunev et M. Tippett, A note on an interest rate immunization strategy, Journal of banking & finance, 16(04), 1992, pp. 791
Journal title
Journal of banking & finance → ACNP
ISSN journal
03784266
Volume
16
Issue
04
Year of publication
1992
Database
ICR
SICI code
0378-4266(1992)16:04<791:ANOAIR>2.0.ZU;2-1