Jun Zhang

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

DOWNLOADS

324

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Generalized M-Vector Models for Hedging Interest Rate Risk

Number of pages: 16 Posted: 09 Jul 2007
University of Massachusetts Amherst - Isenberg School of Management, University of Murcia - Faculty of Business and Economics and affiliation not provided to SSRN
Downloads 324 (97,739)

Abstract:

Loading...

immunization, duration, interest rate, risk management, fixed income