The structure of spot rates and immunization: Some further results

Spanish Economic Review

Volumn 3, Issue 4, 2001, Pages 273-294

  Navarro, Eliseo ^a   Nave, Juan M ^a  

^a UNIVERSITY OF CASTILLA LA MANCHA   (Spain)

Author keywords

JEL classification E43, G11, C51; Key words: Term structure of interest rates, duration vector, immunization, APT

Indexed keywords

EID: 1642313225     PISSN: 14355469     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011447     Document Type: Article

References (0)