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Design of risk weights
Glasserman, Paul; Kang, Wanmo - In: Operations research 62 (2014) 6, pp. 1204-1220
Persistent link: https://www.econbiz.de/10010471872
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Optimale marktorientierte Banksteuerung mit risikoadjustierten Performancemaßen auf Basis des Value-at-Risk
Völker, Jörg - 2000
Persistent link: https://www.econbiz.de/10001546744
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - In: International journal of financial engineering 10 (2023) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014289142
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Steuerung der Liquiditätsbevorratung in Banken anhand eines quantitativen Transferpreismodells
Schäffler, Christian - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013432990
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Duality and estimation of the term structure of interest rates
Prisman, Eliezer Zeev; Schnytzer, Adi - 1988
Persistent link: https://www.econbiz.de/10000748104
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Looking for arbitrage or term structures in frictional markets
Li, Zhongfei; Ng, Kai-Wang - In: Internet and network economics : first international …, (pp. 612-621). 2005
Persistent link: https://www.econbiz.de/10003276794
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Term-structure slope risk : convexity revisited
Hodges, Stewart D.; Parekh, Naru - In: The journal of fixed income 16 (2006) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10003422034