The Valuation and Hedging of Variable Rate Savings Accounts (Q4661690)

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scientific article; zbMATH DE number 2149150
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The Valuation and Hedging of Variable Rate Savings Accounts
scientific article; zbMATH DE number 2149150

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    The Valuation and Hedging of Variable Rate Savings Accounts (English)
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    30 March 2005
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    term structure
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    duration
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    uncertain cash flow
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    variable rates of return
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