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type_genre:"Aufsatz im Buch"
~subject:"Hedging"
~subject:"Portfolio selection"
~type_genre:"Sammelwerk"
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112
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ECONIS (ZBW)
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1
Modern pricing of interest rate derivatives including funding and collateral
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 113-152)
.
2013
Persistent link: https://www.econbiz.de/10011456963
Saved in:
2
Hedging fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
3
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
4
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
Saved in:
5
Financial hedging and banks' assets and liabilities management
Wahl, Jack E.
;
Broll, Udo
- In:
Risk management : challenge and opportunity : with 37 …
,
(pp. 213-227)
.
2000
Persistent link: https://www.econbiz.de/10001496196
Saved in:
6
Handbuch Kreditrisikomodelle und Kreditderivate : Quantifizierung und Management von Kreditrisiken, Strategien mit Kreditderivaten, bankaufsichtliche Anforderungen
Eller, Roland
(
ed.
)
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001379222
Saved in:
7
On the oversight and management of financial risk
Merton, Robert C.
- In:
Conférences des Professeurs honoris causa du Groupe HEC
,
(pp. 41-56)
.
1998
Persistent link: https://www.econbiz.de/10001304080
Saved in:
8
Synthetic Eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
- In:
Japan, Europe and international financial markets : …
,
(pp. 147-175)
.
1994
Persistent link: https://www.econbiz.de/10001285763
Saved in:
9
Management of interest rate risk
Antl, Boris
(
ed.
)
-
1988
Persistent link: https://www.econbiz.de/10013552268
Saved in:
10
Duration, immunization, and hedging with interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 353-364)
.
1986
Persistent link: https://www.econbiz.de/10001258089
Saved in:
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