On Redington's theory of immunization (Q2641055)
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scientific article; zbMATH DE number 4189062
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Redington's theory of immunization |
scientific article; zbMATH DE number 4189062 |
Statements
On Redington's theory of immunization (English)
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1990
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term structure of interest rates
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Redington's model of immunization
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yield curves
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interest rate shocks
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single premium immediate annuity
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duration-matching strategy
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0.8445659279823303
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0.7869582176208496
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0.7809542417526245
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