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Immunization Under Stochastic Models of the Term Structure
struc- ture models considered, Table 1 has been prepared. This table gives the prices of pure discount ... Under Stochastic Models of the Term Structure Table I. Bond Prices and Mean Terms of Discount Bonds ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models