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    Interest rate risk management: beyond duration and convexity

    Geman, Helyette (1988) Interest rate risk management: beyond duration and convexity. Technical Report. Caisse des Dépôts.

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    Metadata

    Item Type: Monograph (Technical Report)
    School: School of Business, Economics & Informatics > Economics, Mathematics and Statistics
    Depositing User: Sarah Hall
    Date Deposited: 30 Jun 2020 07:00
    Last Modified: 30 Jun 2020 07:00
    URI: https://eprints.bbk.ac.uk/id/eprint/32398

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