Managing banks' duration gaps when interest rates are stochastic and equity has limited liability

✍ Scribed by J. Duan; C.W. Sealey; Y. Yan

• Book ID: 114344398
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 96 KB
• Volume: 8
• Category: Article
• ISSN: 1059-0560
• DOI: 10.1016/s1059-0560(99)00022-2