Interest rate risk management: beyond duration and convexity

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

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Item Type:	Monograph (Technical Report)
School:	Birkbeck Faculties and Schools > Faculty of Business and Law > Birkbeck Business School
Depositing User:	Sarah Hall
Date Deposited:	30 Jun 2020 07:00
Last Modified:	02 Aug 2023 18:00
URI:	https://eprints.bbk.ac.uk/id/eprint/32398

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