Interest rate immunization strategy in the asset-debt management is discussed using the duration convexity method.
运用久期—凸度方法，研究了资产负债管理的利率免疫策略。
Meanwhile, it is showed by demonstration that interest risk immunization can be achieved by setting target item and adjusting asset and liability structure.
实证分析表明：通过确立目标项目，调整资产与负债结构，可以较好地实现商业银行的利率风险免疫。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
针对嵌入期权的影响，探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
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