以下几篇论文，逗号后边是作者，高手帮助啊！

Floating Rate Notes and Immunization, Chance

A Generalized Approach to Price and Duration of Non-Par Floating Rate Notes, STEVEN DYM

Measuring the Duration of a Floating Rate Bond, Finnerty 

The Impact of Credit Risk on the Pricing and Duration of Floating Rate Notes, H Kaufold, M Smirlock

Floating Rate Notes and Immunization: Some Further Results, GE Morgan

The Pricing and Duration of Floating Rate Bonds, JESS YAWITZ; HOWARD KAUFOLD; THOMAS MACIROWSKI; MICHAEL SMIRLOCK