A note on Shiu-Fisher-Weil immunization theorem (Q1182771): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:37, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on Shiu-Fisher-Weil immunization theorem |
scientific article |
Statements
A note on Shiu-Fisher-Weil immunization theorem (English)
0 references
28 June 1992
0 references
immunization
0 references
interest rate shocks
0 references
value of the cash-flows
0 references
\(\alpha\)- convex functions
0 references