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文件名:  Duration, convexity, and time value.rar
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1
篇名:A note on Shiu--Fisher--Weil immunization theorem
作者:Montrucchio, Luigi
Peccati, Lorenzo

期刊:Article provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 10 (1991)
Issue (Month): 2 (July)
Pages: 125-131
电子链接:http://ideas.repec.org/a/eee/insuma/v10y1991i2p125-131.html

2
篇名:On the Fisher-Weil immunization theorem
Author:Shiu, Elias S. W.

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 6 (1987)
Issue (Month): 4 (November)

电子链接:http://ideas.repec.org/a/eee/insuma/v6y1987i4p259-266.html

3
作者:Peter Ove Christensen and Bjarne G . Sørensen
篇名:Duration, Convexity, and Time Value
期刊:The Journal of Portfolio Management Winter 1994, Vol. 20, No. 2
DOI: 10.3905/jpm.1994.409472
电子链接:http://www.iijournals.com/doi/abs/10.3905/jpm.1994.409472

4
篇名:
New Formulas for Immunizing Durations
作者:Grzegorz Rządkowski and Leszek S . Zaremba
期刊:The Journal of Derivatives Winter 2000, Vol. 8, No. 2
DOI: 10.3905/jod.2000.319147
电子链接:http://www.iijournals.com/doi/abs/10.3905/jod.2000.319147


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