Profit and duration of obligation portfolios
Matematičeskoe modelirovanie, Tome 12 (2000) no. 8, pp. 93-106
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{MM_2000_12_8_a12,
author = {A. A. Dirotchka and I. S. Menshikov},
title = {Profit and duration of obligation portfolios},
journal = {Matemati\v{c}eskoe modelirovanie},
pages = {93--106},
year = {2000},
volume = {12},
number = {8},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/}
}
A. A. Dirotchka; I. S. Menshikov. Profit and duration of obligation portfolios. Matematičeskoe modelirovanie, Tome 12 (2000) no. 8, pp. 93-106. http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/