In this paper we study the financial immunization when the cash flows are represented by a sequence of real numbers. Old Fisher-Weil’s and Redington’s results are generalized in this setting.
The Financial Immunization by a Sequence of Monetary Items: Fisher-Weil and Redington’s Theorems
ROMANO, LUIGI;SCOLOZZI, Donato
2014-01-01
Abstract
In this paper we study the financial immunization when the cash flows are represented by a sequence of real numbers. Old Fisher-Weil’s and Redington’s results are generalized in this setting.File in questo prodotto:
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