BOND RETURNS, DISCRETE STOCHASTIC-PROCESSES, AND DURATION

被引：7

作者：

BIERWAG, GO

机构：

来源：

关键词：

D O I：

10.1111/j.1475-6803.1987.tb00491.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：191 / 209

页数：19

共 14 条

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[2] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J].

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[3]

Bierwag GO, 1987, DURATION ANAL MANAGI

[4]

BIERWAG GO, 1982, J FINANCE MAY, P325

[5]

BIERWAG GO, 1979, J BANKING FINANC APR, P23

[6]

BIERWAG GO, 1987, FINANCIAL REV AUT

[7]

BIERWAG GO, 1983, FINANCIAL ANAL J JUL, P3

[8]

Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[9]

Brennan MichaelJ., 1983, INNOVATIONS BOND POR

[10] DURATION AND THE MEASUREMENT OF BASIS RISK [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .