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Sadeeptha S. Jayathilaka

Keele University

Keele, Staffordshire ST5 5BG

United Kingdom

SCHOLARLY PAPERS

1

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244

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0

Scholarly Papers (1)

1.

Principal Component Analysis of the UK Term Structure & Its Application to Immunisation Strategies

Number of pages: 46 Posted: 22 Sep 2010
Sadeeptha S. Jayathilaka
Keele University
Downloads 244 (315,246)

Abstract:

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Principal component, Interest rates, Immunization strategies, Bond, Duration