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14 research outputs found

The Ho-Lee Binomial Stochastic Process and Duration

Author: Black Fischer
Gerald O. Bierwag
Publication venue: 'Pageant Media US'
Publication date
Field of study

Computing durations for bond portfolios

Author: Bierwag G.
Bierwag G. O.
Charles J. Corrado
Fisher I.
George G. Kaufman
Gerald O. Bierwag
Publication venue: 'Pageant Media US'
Publication date
Field of study

Designing an immunized portfolio: Is M-squared the key?

Author: Bierwag Gerald O.
Fooladi Iraj
Roberts Gordon S.
Publication venue
Publication date
Field of study

Research Papers in Economics

Duration models

Author: Cynthia M. Latta
George G. Kaufman
Gerald O. Bierwag
Publication venue: 'Pageant Media US'
Publication date
Field of study

The art of risk management in bond portfolios

Author: Alden L Toevs
George G. Kaufman
Gerald O. Bierwag
Robert Schweitzer
Publication venue: 'Pageant Media US'
Publication date
Field of study

Duration

Author: Cynthia M. Latta
George G. Kaufman
Gerald O. Bierwag
Gordon S. Roberts
Publication venue: 'Pageant Media US'
Publication date
Field of study

Duration as a measure of basis risk

Author: Cynthia M. Latta
Faulhaber Gerald R
Fisher Lawrence
George G. Kaufman
Gerald O. Bierwag
Gordon S. Roberts
Publication venue: 'Pageant Media US'
Publication date
Field of study

Estimating the Minimum Risk Maturity Gap: Some Evidence from the Savings and Loan Industry

Author: Bierwag Gerald O
Bierwag Gerald O
Craig K. Ruff
George E. Morgan
James E. McNulty
Jilk L.
Kaufman George G
Koch Timothy
McNulty James E
Morgan George E
Sinkey Joseph F
Sinkey Joseph F
Stephen D. Smith
Toevs Alden
Publication venue: 'Emerald'
Publication date
Field of study

Duration, Convexity, and Time as Components of Bond Returns

Author: Barber Joel R
Bierwag Gerald O
Chance Don M
Don M. Chance
Ilmanen Antti
Ilmanen Antti
James V. Jordan
Publication venue: 'Pageant Media US'
Publication date
Field of study

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