Modelling optionalities in retail banking portfolios : impact of interest rate changes on the net present value of banks
Year of publication: |
2011
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Authors: | Kalfmann, Petra |
Published in: |
Analysis of monetary institutions and space : conference volume, 17. November 2010, Kaposvár. - Bamberg : BERG-Verlag, ISBN 978-3-931052-94-2. - 2011, p. 97-110
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Subject: | Privatkundengeschäft | Personal banking | Bank | Unternehmensbewertung | Firm valuation | Zinsrisiko | Interest rate risk | Dynamische Investitionsrechnung | Dynamic investment appraisal | Portfolio-Management | Portfolio selection | Theorie | Theory |
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