Extension of Khang's immunization formula (Q1596455)

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Extension of Khang's immunization formula
scientific article

    Statements

    title
    Extension of Khang's immunization formula (English)
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    author
    Leszek S. Zaremba
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    Grzegorz Rządkowski
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    publication date
    22 May 2002
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    zbMATH Keywords
    cash flow
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    continuous shocks
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    local immunication
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    immunizing duration
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    term structure of interest rates
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    Identifiers

    zbMATH DE Number
    1743673
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