Title: Bond Duration and Immunization: Early Developments and Recent Contributions (Routledge Library Editions: Financial Markets)
Publisher: Routledge
Publication Date: 2019
Language: English
ISBN 10: 113850436X
ISBN 13: 9781138504363
Binding: Soft cover
Condition: New

About this title

Synopsis

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.

About the Author

Gabriel Hawawini isProfessor of Finance at INSEAD University, Singapore

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