Publication Date
1-1-1985
Abstract
Stochastic duration is examined a general measure of risk for use in assessing financial futures.
Document Type
Article
Keywords
securities, derivatives, interest sensitivity, risk measures, hedges, immunization strategy
Disciplines
Business
Part of
article
Extent
32 pages
Format
Rights
The files in this collection are protected by copyright law. No commercial reproduction or distribution of these files is permitted without the written permission of Southern Methodist University, Cox Business School. These files may be freely used for educational purposes, provided they are not altered in any way, and Southern Methodist University is cited. For more information, contact ncds@smu.edu.
Language
English
