Pages that link to "Item:Q1072320"

The following pages link to A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320):

Displaying 12 items.

• Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
• Non-uniqueness of option prices (Q921793) (← links)
• On the Fisher-Weil immunization theorem (Q1096303) (← links)
• Stochastic models for bond prices, function space integrals and immunization theory (Q1262066) (← links)
• Consistent fitting of one-factor models to interest rate data. (Q1584583) (← links)
• Extension of Khang's immunization formula (Q1596455) (← links)
• A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628) (← links)
• Optimal management of immunized portfolios (Q2323657) (← links)
• Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model (Q3414648) (← links)
• A short note on immunization (Q4395772) (← links)
• (Q5416128) (← links)
• (Q5500983) (← links)