new stochastic duration measure by the Vasicek and CIR term structure theories
By: Xueping Wu.
Contributors: City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economics and Finance) -- no.89
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1996
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 39
Subjects: Bonds -- Mathematical models.; Portfolio management.; Investment analysis.
Notes: "First version: January 1996; Second version: March 1996; This version: May 1996" - title page.

Includes bibliographical references (p25-26).