Bond Duration and Immunization: Early Developments and Recent Contributions

1st Edition

Gabriel Hawawini

Routledge
Published November 30, 2017
Reference - 310 Pages
ISBN 9781138504356 - CAT# Y372460
Series: Routledge Library Editions: Financial Markets

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Summary

First published in 1982, Bond Duration and Immunization is a collection of seminal papers featuring articles from high profile academics such as Frederick McCaulay, John Hicks, and F.M. Redington. This collection also features several articles published in British actuarial journals often unavailable outside of the UK, and a strong collection of articles which contextually offer a significant contribution to the field. This strong collection will appeal to anyone working or researching in the area of bond duration and immunization.

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