BOND RETURNS, DISCRETE STOCHASTIC-PROCESSES, AND DURATION

[1] Bierwag G.O., 1983, INNOVATIONS BOND POR

[2] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (05) : 725 - 742

[3] Bierwag GO, 1987, DURATION ANAL MANAGI

[4] BIERWAG GO, 1982, J FINANCE MAY, P325

[5] BIERWAG GO, 1979, J BANKING FINANC APR, P23

[6] BIERWAG GO, 1987, FINANCIAL REV AUT

[7] BIERWAG GO, 1983, FINANCIAL ANAL J JUL, P3

[8] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[9] Brennan MichaelJ., 1983, INNOVATIONS BOND POR

[10] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61

[1] Bierwag G.O., 1983, INNOVATIONS BOND POR

[2] IMMUNIZATION, DURATION, AND TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1977, 12 (05) : 725 - 742

[3] Bierwag GO, 1987, DURATION ANAL MANAGI

[4] BIERWAG GO, 1982, J FINANCE MAY, P325

[5] BIERWAG GO, 1979, J BANKING FINANC APR, P23

[6] BIERWAG GO, 1987, FINANCIAL REV AUT

[7] BIERWAG GO, 1983, FINANCIAL ANAL J JUL, P3

[8] Brennan M.J., 1979, J BANKING FINANCE, V3, P133, DOI [DOI 10.1016/0378-4266(79)90011-6, 10.1016/0378-4266(79)90011-6]

[9] Brennan MichaelJ., 1983, INNOVATIONS BOND POR

[10] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61