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Zinsmanagement mit Zinsstrukturmodellen
Drosdzol, Adam - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002424731
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Betriebswirtschaftliche Zinsrisikopolitik und Kapitalkosten einer Unternehmung
Grob, Andreas - 2001
Persistent link: https://www.econbiz.de/10001587731
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Abbildung, Messung und Steuerung von Zinsrisiken
Fröhlich, Joachim; Steinwachs, Patrick - In: Zinsrisikomanagement : neue Vorgaben der Bankenaufsicht …, (pp. 79-170). 2008
Persistent link: https://www.econbiz.de/10003719005
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The performance of alternative interest rate risk measures and immunization strategies under a Heath-Jarrow-Morton framework
Agca, Senay - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 645-670
Persistent link: https://www.econbiz.de/10003160370
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis
Staub, Markus - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001381943
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Interest Rate Risk Management in Uncertain Times
Bretscher, Lorenzo - 2017
We revisit the evidence on real effects of uncertainty shocks in the context of interest rate uncertainty, which can be hedged in the swap market. We document that adverse movements in interest rate uncertainty predict significant slowdowns in real activity, at the aggregate and at the...
Persistent link: https://www.econbiz.de/10012970275
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Ein Zweifaktormodell der Zinsstruktur : empirische Analyse und Bewertung zinsderivater Finanzinstrumente
Haverkamp, Tom - 1993
Persistent link: https://www.econbiz.de/10013417949
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Management komplexer Zinsrisiken mit derivativen Instrumenten : eine Anwendung des Value-at-Risk-Konzeptes
Staub, Zeno - 1997
Persistent link: https://www.econbiz.de/10014267918