✦ LIBER ✦

Hedging against interest rate risk: Reconsidering volatility-adjusted immunization

✍ Scribed by Nicola Carcano; Silverio Foresi

Book ID: 117528911
Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 804 KB
Volume: 21
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(96)00031-3

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Immunizing Foreign Exchange Contracts Ag

Immunizing Foreign Exchange Contracts Against Swap Rate and Volatility Risks

✍ Mark B. Garman 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 666 KB

Handbook of Quantitative Finance and Ris

Handbook of Quantitative Finance and Risk Management || Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates

✍ Lee, Cheng-Few; Lee, Alice C.; Lee, John 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 547 KB

Quantitative finance is a combination of economics, accounting, statistics, econometrics, mathematics, stochastic process, and computer science and technology. Increasingly, the tools of financial analysis are being applied to assess, monitor, and mitigate risk, especially in the context of globaliz