Title:

Generalized duration measures in a risk immunization setting. Implementation of the Heath–Jarrow–Morton model

Subtitle:

Applicationes Mathematicae T.33 (2006) ; Zastosowania Matematyki T.33 (2006)

Creator:

Kondratiuk-Janyska, Alina ; Kałuszka, Marek (1959– )

Contributor:

Polska Akademia Nauk. Instytut Matematyczny.

Publisher:

Polska Akademia Nauk. Instytut Matematyczny.

Place of publishing:

Warsaw ; Wrocław

Date issued/created:

2006

Description:

Od t.8 (1965) tyt. równol. : Applicationes Mathematicae ; 25 cm

Type of object:

Journal/Article

Subject and Keywords:

Matematyka -- czasopisma. [KABA] ; Matematyka -- zastosowania naukowe -- czasopisma. [KABA]

Volume:

33

Issue:

2

Start page:

145

End page:

157

Resource type:

Text

Detailed Resource Type:

Journal

Format:

text/xml

Source:

IM PAN, call no. cz332 ; click here to follow the link

Language:

pol ; eng ; rus

Rights:

Rights Reserved - Free Access

Terms of use:

Copyright-protected material. May be used within the limits of statutory user freedoms

Digitizing institution:

Institute of Mathematics of the Polish Academy of Sciences

Original in:

Library of the Institute of Mathematics of the Polish Academy of Sciences

Projects co-financed by:

Programme Innovative Economy, 2010-2014, Priority Axis 2. R&D infrastructure ; European Union. European Regional Development Fund

Access:

Open