๐”– Bobbio Scriptorium
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Goal programming models for managing interest-rate risk

โœ Scribed by GG Booth; W Bessler


Book ID
113322531
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
671 KB
Volume
17
Category
Article
ISSN
0305-0483

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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