Are all final classes in Java immutable. String and Integer both are final classes and both are immutable i beleive.
There is no keyword for immutability, it's more like a design pattern.
EDIT:
This means, there is no keyword, that makes a class immutable. To make a class immutable, you have to protect the internals by make them final or private.
The confusing thing is this: The final keyword has different meanings when used on a class then it has when used on a field/variable. The former means "this class can not be extended". The Second means "this variable (or reference) can not be changed".