Duration and Interest Rate Risk for a Binomial Interest Rate Stochastic Process von Bierwag, Gerald O.

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Designing an immunized portfolio: Is M-squared the key? von Bierwag, Gerald O., Fooladi, Iraj, Roberts, Gordon S.

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Risk Management with Duration: Potential and Limitations von Bierwag, Gerald O., Fooladi, Iraj J., Roberts, Gordon S.

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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models: An empirical comparison von Mathis III, Roswell E., Bierwag, Gerald O.

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Durations for portfolios of bonds priced on different term structures von Bierwag, Gerald O., Corrado, Charles J., Kaufman, George G.

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Duration gaps with futures and swaps for managing interest rate risk at depository institutions von Bierwag, Gerald O., Kaufman, George G.

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BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION von Bierwag, Gerald O.

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Duration Analysis: An Historical Perspective von Bierwag, Gerald O, Fooladi, Iraj J

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Durations for Portfolio of Bonds Priced on Different Term Structures von Bierwag, Gerald O, Corrado, Charles J, Kaufman, George G

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Duration Analysis: Managing Interest Rate Risk von Granito, Michael R.

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