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

Cite this

@article{23257f8a982141c5af1fa9c44add1db6,
title = "Risk Management of Interest Rate Dependent Assets Using Duration and Convexity",
author = "Christensen, {Peter Ove} and B.G. S{\o}rensen",
year = "1993",
language = "English",
pages = "27--33",
journal = "Finans/Invest",
issn = "0106-1798",
number = "1",

}

Risk Management of Interest Rate Dependent Assets Using Duration and Convexity. / Christensen, Peter Ove; Sørensen, B.G.

In: Finans/Invest, No. 1, 1993, p. 27-33.

Research output: Contribution to journalJournal articleResearch

TY - JOUR

T1 - Risk Management of Interest Rate Dependent Assets Using Duration and Convexity

AU - Christensen, Peter Ove

AU - Sørensen, B.G.

PY - 1993

Y1 - 1993

M3 - Journal article

SP - 27

EP - 33

JO - Finans/Invest

JF - Finans/Invest

SN - 0106-1798

IS - 1

ER -