Generalising Interest Rate Duration with Directional Derivatives Direction X and Applications资料.pdf
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Generalising Interest Rate Duration with Directional Derivatives: Direction X and Applications
Author(s): Roger J. Bowden
Source: Management Science, Vol. 43, No. 5 (May, 1997), pp. 586-595
Published by: INFORMS
Stable URL: /stable/2634397
Accessed: 21/04/2010 00:42
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Generalising Interest Rate Duration with
Directional Derivatives: Direction X
and Applications
Roger J. Bowden
Private 3105, Hamilton,New Zealand
Schoolof ManagementStudies,Univer
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