Work

New Formulas for Immunizing Durations

Year: 2000

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2000.319147

Authors: Grzegorz Rządkowski, Leszek S. Zaremba

Institution: Polish Open University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2125554630

FWCI: 0.538

Cites: 8

Cited by: 17

Related to: 10