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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