Bierwag, Gerald O. Duration analysis : : managing interest rate risk / [electronic resource] / Gerald O. Bierwag.. — Cambridge, Mass. : : Ballinger,, c1987.. — xvi, 341 p. : : ill. ; 24 cm.

Includes bibliographies and indexes.



0887301169 9780887301162

86028745


Investments--Mathematics.
Bonds.
Mortgage banks.
Interest rates.
Rate of return.
Interest rate risk.
Investissements--Mathématiques.
Obligations (Valeurs)
Banques hypothécaires.
Taux d'intérêt.
Taux de rendement.

HG4515.3 / .B54 1987

332.8/2