Duration analysis : managing interest rate risk / Gerald O. Bierwag.

Bibliographic Details
Main Author:	Bierwag, Gerald O.
Language:	English
Published:	Cambridge, Mass. : Ballinger, [1987], ©1987.
Subjects:	Investments > Mathematics. Bonds. Mortgage banks. Interest rates. Rate of return.
Physical Description:	xvi, 341 pages : illustrations ; 24 cm
Format:	Book

Similar Items

The return generating models in global finance
Published: (1999)

The valuation of interest rate derivative securities
by: Munnik, J. F. J. de (Jeroen F. J.), 1966-
Published: (1996)

Investment science
by: Luenberger, David G., 1937-
Published: (1998)

Interest rates : principles and applications
by: Smith, Stephen D. (Stephen David), 1956-
Published: (1993)

The term structure of interest rates: expectations and behavior patterns.
by: Malkiel, Burton Gordon
Published: (1966)

The term structure of interest rates : theory, empirical evidence, and applications
by: Malkiel, Burton Gordon
Published: (1970)

The price of money, 1946 to 1969 ; an analytical study of United States and foreign interest rates
by: Homer, Sidney, 1902-1983
Published: (1969)

Interest rate models an infinite dimensional stochastic analysis perspective
by: Carmona, R. (René)
Published: (2006)

Extending authority to set interest rates on mortgages to veterans.
Published: (1969)

Consistency problems for Heath-Jarrow-Morton interest rate models
by: Filipović, Damir, 1970-
Published: (2001)

Interest rates on loans and mortgages.
Published: (1968)

[Miscellaneous Economic Regulations and Programs].
Published: (1971)

Bond pricing and portfolio analysis protecting investors in the long run
by: La Grandville, Olivier de
Published: (2001)

Stock market math essential formulas for selecting and managing stock and risk
by: Thomsett, Michael C.
Published: (2017)

Stock market math : essential formulas for selecting and managing stock and risk
by: Thomsett, Michael C.
Published: (2017)

The Irwin guide to risk and reward : a basic resource for finance professionals and their clients
by: Yohannes, Arefaine G.
Published: (1996)

Measuring and Controlling Interest Rate Risk
by: Fabozzi, Frank J.
Published: (1996)

Controlling interest rate risk : new techniques and applications for money management
Published: (1986)

Interest rates term structure models, monetary policy, and prediction
Published: (2012)

Expected returns an investor's guide to harvesting market rewards
by: Ilmanen, Antti, 1961-
Published: (2011)

Measuring investment performance : calculating and evaluating investment risk and return
by: Spaulding, David, 1950-
Published: (1997)

Deficit-savings ratios as indicators of interest-rate pressure : a collection of notes
Published: (1983)

Interest on school bonds in Oklahoma Territory.
Published: (1904)

Interest rate markets a practical approach to fixed income
by: Jha, Siddhartha, 1984-
Published: (2011)

Interest rate on series E and H U.S. savings bonds.
Published: (1959)

Business strategy and security analysis : the key to long-term investment profits
by: Suutari, Raymond K.
Published: (1996)

Interest rate modeling theory and practice
by: Wu, Lixin, 1961-
Published: (2019)

[Housing and Urban Development Bills and Proposals for 1967].
Published: (1967)

[Housing and Urban Development Bills and Proposals for 1967].
Published: (1967)

1958 Emergency Housing Legislation. Volume 2.
Published: (1958)

[Housing and Urban Development Bills and Proposals for 1967].
Published: (1967)

Social service, private gain : the political economy of social impact bonds
by: Hajer, Jesse, 1980-, et al.
Published: (2021)

[Interest Rates].
Published: (1953)

Understanding return on investment
by: Friedlob, G. Thomas
Published: (1996)

Extension of time for making a report by the Commission to Study Mortgage Interest Rates.
Published: (1969)

Regulation of maximum rates of interest paid on time and savings deposits report of the Committee on Banking and Currency, United States Senate to accompany S. 3133 together with minority views.
Published: (1968)

Interest-rate management
by: Zagst, Rudi, 1961-
Published: (2002)

Interest rate management
by: Zagst, Rudi, 1961-
Published: (2002)

The term structure of interest rates ; an expectations model tested on post-war Italian data
by: Masera, R. S.
Published: (1972)

Information and accuracy in interest-rate-risk simulation
by: Carhill, Mike
Published: (1994)