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Selected writings on futures markets : explorations in financial futures markets
15
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
14
Interest rate modelling after the financial crisis
11
Managing commodity price risk in developing countries
11
Hedge funds : structure, strategies, and performance
10
Financial hedging
8
Interest rate futures : concepts and issues
8
The handbook of fixed income securities
7
Advanced mathematical methods for finance
6
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
6
Bewertung und Einsatz von Finanzderivaten
5
Computational methods in decision-making, economics and finance
5
Emerging technology & advances in supply chain finance & risk management
5
Financial derivatives : pricing and risk management
5
Financial markets and instruments
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Advances in finance and stochastics : essays in honour of Dieter Sondermann
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of insurance-linked securities
4
The handbook of integrated risk management in global supply chains
4
Valuation, financial modeling, and quantitative tools
4
Advanced bond portfolio management : best practices in modeling and strategies
3
Advances in financial risk management : corporates, intermediaries and portfolios
3
Analytical models for financial modeling and risk management
3
Corporate risk management
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
3
Financial modeling and risk management of energy and environmental instruments and derivates
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
3
Hedge funds : crossing the institutional frontiers
3
Inflation-sensitive assets : Instruments and strategies
3
Mathematical modeling and numerical methods in finance : special volume
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Modern multi-factor analysis of bond portfolios : critical implications for hedging and investing
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
Research in financial derivatives : commodity, equity, currency, interest rate
3
Risk management in commodity markets : from shipping to agricuturals and energy
3
The handbook of commodity investing
3
The handbook of municipal bonds
3
Advances in risk management
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
2
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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ECONIS (ZBW)
468
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1
Hedging
fixed income securities with interest rate swaps
Ramamurthy, Shrikant
-
2008
Persistent link: https://www.econbiz.de/10003765492
Saved in:
2
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:
3
Interest rate
hedging
for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
4
An analysis of the impact of marking-to-market in
hedging
with Treasury bond futures
Hill, Joanne M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 133-156)
.
1985
Persistent link: https://www.econbiz.de/10001305677
Saved in:
5
Five steps to interest rate futures
hedging
DeRonne, William A.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 47-49)
.
1985
Persistent link: https://www.econbiz.de/10001305700
Saved in:
6
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:
7
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:
8
Improving
hedging
performance using interest rate futures
Kolb, Robert W.
- In:
Interest rate futures : concepts and issues
,
(pp. 339-352)
.
1982
Persistent link: https://www.econbiz.de/10001258065
Saved in:
9
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:
10
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
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