摘要
在文献［１］的基础上，对利率为随机过程情况，给出了期度的计算公式。
In this paper,we present duration formala under stochastic process of interest rate,and make a study of the passive strategy of bond investment.
出处
《运筹与管理》
CSCD
1998年第4期34-36,共3页
Operations Research and Management Science
