The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism

DOI10.1007/978-3-030-15581-0_1zbMath1426.91284OpenAlexW4229874268MaRDI QIDQ5240109

Ewa Dziwok

Publication date: 24 October 2019

Published in: Contemporary Trends and Challenges in Finance (Search for Journal in Brave)

Full work available at URL: https://dbc.wroc.pl/dlibra/docmetadata?showContent=true&id=73100

zbMATH Keywords

asset and liability managementfund transfer pricing mechanismreference yield fitting

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)

This page was built for publication: The Role of a Reference Yield Fitting Technique in the Fund Transfer Pricing Mechanism