๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Possibilistic linear programming for managing interest rate risk

โœ Scribed by Young-Jou Lai; Ching-Lai Hwang


Book ID
104169853
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
645 KB
Volume
54
Category
Article
ISSN
0165-0114

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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