On immunization of investment in coupon bonds against random changes in interest rates (Q3567995)
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scientific article; zbMATH DE number 5722666
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| English | On immunization of investment in coupon bonds against random changes in interest rates |
scientific article; zbMATH DE number 5722666 |
Statements
17 June 2010
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coupon bonds
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random interest rates
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risk management
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immunization
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duration of coupon bond investment
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curvature of coupon bond investment
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0.770671546459198
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0.7559989094734192
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0.7497716546058655
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