Axiom of solvency and portfolio immunization under random interest rates (Q882857)
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scientific article; zbMATH DE number 5156966
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Axiom of solvency and portfolio immunization under random interest rates |
scientific article; zbMATH DE number 5156966 |
Statements
Axiom of solvency and portfolio immunization under random interest rates (English)
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24 May 2007
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Immunization
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Axiom of solvency
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Asset-liability management
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Interest rate risk
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0.7917472124099731
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0.7788805961608887
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0.7661175727844238
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