Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized (Q5283595)
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scientific article; zbMATH DE number 6751504
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| English | Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized |
scientific article; zbMATH DE number 6751504 |
Statements
24 July 2017
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immunization
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bond portfolio
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Lagrange functions
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0.9084738492965698
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0.788687527179718
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0.7869604229927063
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0.7786255478858948
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