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Risk Management of Interest Rate Dependent Assets Using Duration and Convexity

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  • Peter Ove Christensen, Denmark
  • B.G. Sørensen, Denmark
  • Afdeling for Virksomhedsledelse
Original languageEnglish
JournalFinans/Invest
Issue1
Pages (from-to)27-33
Number of pages7
ISSN0106-1798
Publication statusPublished - 1993

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