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Immunization derived from polynomial duration vector in the Spanish bond market

Authors :
Soto, Gloria M.
Source :
Journal of Banking & Finance. June, 2001, Vol. 25 Issue 6, p1037, 21 p.
Publication Year :
2001

Abstract

The credit market in Spain is discussed in reference to the polynomial duration vector and immunization.

Details

ISSN :
03784266
Volume :
25
Issue :
6
Database :
Gale General OneFile
Journal :
Journal of Banking & Finance
Publication Type :
Periodical
Accession number :
edsgcl.75997643