Open AccessResearch on Interest Rate Risk Management Based on Duration, Convexity and Immunization
Author(s) -
Xiao Li,
Yiye Lu
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v26i.1974
Subject(s) - duration (music) , convexity , immunization , interest rate risk , interest rate , embedded option , bond , actuarial science , economics , business , computer science , risk analysis (engineering) , financial economics , monetary economics , finance , medicine , art , literature , antigen , immunology