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Q3566018 - MaRDI portal

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scientific article

    Statements

    author
    Lestaw Gajek
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    Krzysztof Ostaszewski
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    Hans-Joachim Zwiesler
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    publication date
    7 June 2010
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    zbMATH Keywords
    duration
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    convexity
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    \(M\)-squared
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    immunization
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    yield curve
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    term structure of interest rates
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    Identifiers

    Mathematics Subject Classification ID
    91G50
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    91B30
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    91G30
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    zbMATH DE Number
    5717337
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