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Search: subject:"replicating portfolio approach"
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replicating portfolio approach
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Pass through
4
bank deposits
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Busch, Ramona
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Memmel, Christoph
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Credit and Capital Markets – Kredit und Kapital
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Credit and capital markets : Kredit und Kapital
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1
Why are interest rates on bank deposits so low?
Busch, Ramona
;
Memmel, Christoph
-
2021
corresponds to a
replicating
portfolio
approach
. …
Persistent link: https://www.econbiz.de/10012698568
Saved in:
2
Why Are Interest Rates on Bank Deposits so Low?
Busch, Ramona
;
Memmel, Christoph
- In:
Credit and Capital Markets – Kredit und Kapital
54
(
2021
)
4
,
pp. 641-668
approaches and that, under some assumptions, the classical regression approach corresponds to a
replicating
portfolio
approach
. …
Persistent link: https://www.econbiz.de/10014522170
Saved in:
3
Why are interest rates on bank deposits so low?
Busch, Ramona
;
Memmel, Christoph
-
2021
corresponds to a
replicating
portfolio
approach
. …
Persistent link: https://www.econbiz.de/10012697977
Saved in:
4
Why are interest rates on bank deposits so low?
Busch, Ramona
;
Memmel, Christoph
- In:
Credit and capital markets : Kredit und Kapital
54
(
2021
)
4
,
pp. 641-668
Persistent link: https://www.econbiz.de/10012939038
Saved in:
5
The modified binomial options pricing model and the revised
replicating
portfolio
approach
with the concept of sustainability options
Lin, Tyrone T.
;
Yen, Hui-Tzu
;
Hsu, Shu-Yen
- In:
International journal of financial engineering
7
(
2020
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012602947
Saved in:
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