๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY

โœ Scribed by Nicole El Karoui; Claudia Ravanelli


Book ID
111043140
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
285 KB
Volume
19
Category
Article
ISSN
0960-1627

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Diversification and Interest Rate Risk
โœ Michael C. Ehrhardt ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 764 KB
Managing foreign interest rate risk
โœ Robert W. Kolb; Gerald D. Gay; James V. Jordan ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 447 KB

I tion of the GNMA futures contracts in 1975. By the end of 1981, the open interest in all U S . interest rate futures markets approximated $100 billion in deliverable securities. This phenomenal growth attests to the need for such markets for the hedging of interest rate risk. The United States is

Interest rate risk premium and equity va
โœ Zhuang Kang; Srdjan D. Stojanovic ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Academy of Mathematics and Systems Science, Chines ๐ŸŒ English โš– 228 KB