NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443)

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scientific article; zbMATH DE number 7162003
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NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES
scientific article; zbMATH DE number 7162003

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    NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (English)
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    3 February 2020
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    interest rate risk
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    longevity risk
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    duration
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    convexity
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    natural hedge
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