Managing interest-rate risk in banking institutions
Year of publication: |
1989
|
---|---|
Authors: | Booth, G. Geoffrey |
Other Persons: | Bessler, Wolfgang (contributor) ; Foote, William G. (contributor) |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 41.1989, 3, p. 302-313
|
Subject: | Zinsrisiko | Interest rate risk | Theorie | Theory |
-
Interest rate risk management and dynamic portfolio selections
Sun, Hang, (2011)
-
Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da, (2014)
-
Modelling scenario analysis and macro stress-testing
End, Jan-Willem van den, (2006)
- More ...
-
Ein mehrstufiges Goal-Programming-Modell zum Risikomanagement in Kreditinstituten
Bessler, Wolfgang, (1988)
-
Managing interest-rate risk in banking institutions
Booth, G. Geoffrey, (1989)
-
Interest rate sensitivity of bank stock returns in a universal banking system
Bessler, Wolfgang, (1994)
- More ...