Interest rate futures and bank hedging
type: Item
instance of: scholarly article
title: Interest rate futures and bank hedging
zbMATH Open document ID: 0916.90013
author: T. W. Guinnane
author: Udo Broll
published in: OR Spektrum
publication date: 1999-06-30T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1270993
zbMATH Keywords: interest rate risk
zbMATH Keywords: futures market
zbMATH Keywords: cross-hedge
MaRDI profile type: Publication
full work available at URL: s002910050081
OpenAlex ID: W3124445874
DOI: 10.1007/S002910050081
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description: scientific article; zbMATH DE number 1270993