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The duration derby : a comparison of duration based strategies in asset liability management

Harry Zheng

Publication Data

Title The duration derby : a comparison of duration based strategies in asset liability management
Author Harry Zheng
Contributors Lyn C. Thomas, D. E. Allen, D. E. Allen
Publisher University of Southampton, School of Management
Publication date 2001
Publication location Southampton
Language English

Topics

Asset-liability management :: Mathematical models
Bonds :: Mathematical models

Catalogue Data

OBNB ID GBA135813
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 21 p.

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The duration derby : a comparison of duration based strategies in asset liability management by Harry Zheng. Published by University of Southampton, School of Management in 2001. Publication and catalogue information, links to buy online and reader comments.