Bond Duration and Immunization : Early Developments and Recent Contributions, Hardback Book

Bond Duration and Immunization : Early Developments and Recent Contributions Hardback

Edited by Gabriel (INSEAD, Singapore) Hawawini

Part of the Routledge Library Editions: Financial Markets series

Hardback

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Description

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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