发布时间： 来源：人大经济论坛

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