Embedded options impact on interest rate risk and capital adequacy
Robert Brooks; Benton E. Gup
| Year of publication: |
1999
|
|---|---|
| Authors: | Brooks, Robert ; Gup, Benton E. |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 15.1999, 4, p. 11-20
|
| Subject: | Bilanzstrukturmanagement | Asset-liability management | Optionspreistheorie | Option pricing theory | Zinsrisiko | Interest rate risk | Dauer | Duration | Basler Akkord | Basel Accord | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of applied business research |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001446196