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 ZFZP
Grzegorz Rządkowski,,
- The Department of Finance and Risk Management
, Leszek S. Zaremba
Leszek S. Zaremba,,
-
Journal seriesControl and Cybernetics, ISSN 0324-8569 [0484-8569]
Issue year2016
Vol45
No4
Pages110-122
Publication size in sheets0.6
Languageen angielski
Score (nominal)14
ScoreMinisterial score = 14.0, 28-11-2017, ArticleFromJournal
Ministerial score (2013-2016) = 14.0, 28-11-2017, ArticleFromJournal
Citation count*0
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