On hedging the risk of default caused by changes of interest rates
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Publication:2739835
zbMATH Open0971.91027MaRDI QIDQ2739835
Publication date: 16 September 2001
Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)
Related Items (3)
On the risk management of demand deposits: quadratic hedging of interest rate margins ⋮ Cooperative hedging with a higher interest rate for borrowing ⋮ Interest rate futures and bank hedging
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