A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q225833 |
||
| Property / author | |||
| Property / author: Lestaw Gajek / rank | |||
Revision as of 11:55, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new immunization inequality for random streams of assets, liabilities and interest rates |
scientific article |
Statements
A new immunization inequality for random streams of assets, liabilities and interest rates (English)
0 references
23 June 2014
0 references
immunization
0 references
asset-liability management
0 references
interest rate risk
0 references
Vasicek's model
0 references
Merton's model
0 references
