Risk Management of Interest Rate Dependent Assets Using Duration and Convexity

Peter Ove Christensen, B.G. Sørensen

Research output: Contribution to journalJournal articleResearch

Original languageEnglish
JournalFinans/Invest
Issue number1
Pages (from-to)27-33
Number of pages7
ISSN0106-1798
Publication statusPublished - 1993
Externally publishedYes

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