Pages that link to "Item:Q3414648"
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The following pages link to Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model (Q3414648):
Displaying 5 items.
- A new class of duration measures (Q1352189) (← links)
- Generalized stochastic duration in Markovian Heath-Jarrow-Morton framework (Q1599851) (← links)
- Actuarial applications of the linear hazard transform in mortality immunization (Q2445990) (← links)
- Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications (Q4356637) (← links)
- On risk minimizing strategies for default-free bond portfolio immunization (Q4829418) (← links)