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Bond Duration and Immunization: Early Developments and Recent Contributions.
・ISBN 978-1-138-50436-3 paper GB£ 37.99
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| 著者・編者 | Hawawini, Gabriel (ed.), |
|---|---|
| シリーズ | (Routledge Library Editions: Financial Markets) |
| 出版社 | (Routledge, UK) |
| 出版年月 | 2019 |
| ページ数 | 314 pp. |
| 言語 | ENG |
| ニュース番号 | <A01-98196> |
解説
First published in 1982, Bond Duration and Immunization is a collection of seminal papers featuring articles from high profile academics such as Frederick McCaulay, John Hicks, and F.M. Redington. This collection also features several articles published in British actuarial journals often unavailable outside of the UK, and a strong collection of articles which contextually offer a significant contribution to the field. This strong collection will appeal to anyone working or researching in the area of bond duration and immunization.