Duration Matching in Bond Portfolio Optimization with Interest Rate Swaps

Additional Metadata
Keywords	Bond Portfolio Optimization; Duration Matching; Interest Rate Swaps; Collateral
Thesis Advisor	Reuvers, JWN
Persistent URL	hdl.handle.net/2105/65802
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Heeren, S. (2022, December 5). Duration Matching in Bond Portfolio Optimization with Interest Rate Swaps. Econometrie. Retrieved from http://hdl.handle.net/2105/65802

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