duration derby
Subtitle: a comparison of duration based strategies in asset liability management
By: Harry Zheng, Lyn C. Thomas, David E. Allen.
Contributors: Thomas, Lyn C.; Allen, David E. 1948-; University of Southampton. School of Management.
Series: Discussion papers in accounting and management science -- No.01-176
Publisher: University of Southampton, School of Management
Published: 2001
Place of publication: Southampton
Language: eng
Number of pages: 21
Subjects: Asset-liability management -- Mathematical models.; Bonds -- Mathematical models.