Language
中文
Mobile

Su Yunpeng

School

College of Management and Economics

Professional Title

Associate professor

Discipline

Accounting and Financial Management

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Stochastic Duration-Matching Immunization: A Nonparametric Method

Hits:

Journal:Systems Engineering

All the Authors:YANG Baochen, LI Jingjing, SU Yunpeng

First Author:YANG Baochen

Correspondence Author:SU Yunpeng

Volume:31

Issue:1

Page Number:37-43

Translation or Not:no

CN No.:null

Pre One:Improvement in Hedging of Curvature Change and Interest Rate Risk.

Next One:Empirical Comparison of the Dynamic Interest Rate Term Structure Models in China's Interbank Bond Market

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

Click: / The Last Update Time:--