A note on Shiu-Fisher-Weil immunization theorem (Q1182771)
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scientific article; zbMATH DE number 32022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on Shiu-Fisher-Weil immunization theorem |
scientific article; zbMATH DE number 32022 |
Statements
A note on Shiu-Fisher-Weil immunization theorem (English)
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28 June 1992
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immunization
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interest rate shocks
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value of the cash-flows
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\(\alpha\)- convex functions
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0.92863107
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0.8623034
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0.8514567
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