𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Foreign-currency interest-rate swaps in asset–liability management for insurers

✍ Scribed by Jonas Alm, Filip Lindskog


Book ID
120723214
Publisher
Springer-Verlag
Year
2013
Tongue
English
Weight
1015 KB
Volume
3
Category
Article
ISSN
2190-9733

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Accounting for interest rate futures in
✍ Laurie S. Goodman; Martha J. Langer 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 879 KB

any commercial banks use financial futures to hedge their dealer and M trading operations. These institutions do not, however, use financial futures extensively for asset-liability management. Unfavorable accounting rules is one of the reasons often mentioned for the limited use of futures in balanc

The Interval Market Model in Mathematica
✍ Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; Schumacher, J.M.; Kolokolt 📂 Article 📅 2012 🏛 Springer New York 🌐 English ⚖ 499 KB

Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous