| Original language | English |
|---|---|
| Title of host publication | The Handbook of Interest Rate Risk Management |
| Editors | S. Nawalkha, D.R. Chambers |
| Place of Publication | New York |
| Publisher | Institutional Investor |
| Publication date | 1999 |
| Publication status | Published - 1999 |
Duration, Convexity, and Time Value
Peter Ove Christensen, Bjarne Graabech Sørensen
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research