Determination of continuous shifts in the term structure of interest rates against which a bond portfolio is immunized

Grzegorz Rządkowski , Leszek S. Zaremba

Abstract

n/a
Author Grzegorz Rządkowski (FoM / FRMD)
Grzegorz Rządkowski,,
- The Department of Finance and Risk Management
, Leszek S. Zaremba - [Vistula University]
Leszek S. Zaremba,,
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Journal seriesControl and Cybernetics, ISSN 0324-8569, [0484-8569], (B 14 pkt)
Issue year2016
Vol45
No4
Pages110-122
Publication size in sheets0.6
ASJC Classification2604 Applied Mathematics; 2611 Modelling and Simulation; 2207 Control and Systems Engineering
Languageen angielski
Score (nominal)14
ScoreMinisterial score = 14.0, 05-09-2019, ArticleFromJournal
Ministerial score (2013-2016) = 14.0, 05-09-2019, ArticleFromJournal
Publication indicators Scopus Citations = 1; Scopus SNIP (Source Normalised Impact per Paper): 2016 = 0.309; WoS Impact Factor: 2010 = 0.3 (2) - 2010=0.773 (5)
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