1

Principal component analysis of yield curve movements

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
2

Immunization Using Principal Component Analysis

Year:
1996
Language:
english
File:
PDF, 499 KB
english, 1996
3

Graph Theory and the Game of Sprouts

Year:
1993
Language:
english
File:
PDF, 533 KB
english, 1993
4

Graph Theory and the Game of Sprouts

Year:
1993
Language:
english
File:
PDF, 508 KB
english, 1993
5

A minimax risk strategy for portfolio immunization

Year:
1998
Language:
english
File:
PDF, 342 KB
english, 1998
6

Is Bond Convexity a Free Lunch?

Year:
1997
Language:
english
File:
PDF, 3.77 MB
english, 1997
7

Bond immunization for additive interest rate shocks

Year:
1998
Language:
english
File:
PDF, 497 KB
english, 1998
8

Arbitrage opportunities and immunization

Year:
2006
Language:
english
File:
PDF, 350 KB
english, 2006
9

On the Gauss decomposition of a matrix

Year:
1992
Language:
english
File:
PDF, 791 KB
english, 1992
11

A Futures Duration-Convexity Hedging Method

Year:
1998
Language:
english
File:
PDF, 812 KB
english, 1998