1Jae Ha Lee, Duane R.Stock, Embedded Options and Interest Rate Risk for Insurance Companies, Banks and other Financial Institutions [J]. The Quarterly Review of Economics and Finance, 2000,(4).
2Frederick Macaulay, Some Theoretical Problems Suggested by the Movement of Interest Rates, Bond Yields and Stock Prices in the U.S. Since 1856 [M]. New York: National Bureau of Economic Research, 1938.
3Cornyn.A.G, Klein R.A, Lederman J. Controlling and Managing Inter- est2Rate Risk [M]. New York: NYIF Corp., 1997.
4Toevs.A.L, Haney.W.C, Measuring and Managing Interest Rate Risk: a Guide to Asset/Liability Models used in Banks Thrifts, in R. B. Platt (ed). Controlling Irtterest Rate Risk [MI. New York: John Wiley & Sons, Inc, 1986.
5V.P.Lesseig., D.Stock. Impact of Correlation of Asset Value and Inter- est Rates upon Duration and Convexity of Risky Debt[J].Journal of Business Research, 2000,(49).