Effectiveness of hedging interest rate risks and stock market risks with financial futures
Year of publication: |
1988
|
---|---|
Authors: | Fortin, Michel ; Khoury, Nabil T. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 8.1988, 3, p. 319-334
|
Subject: | Risiko | Terminhandel | Zins | Hedging | Zinsrisiko | Interest rate risk | Derivat | Derivative | Theorie | Theory | Risk | Risikomanagement | Risk management |
-
Valuation and risk management of interest rate derivative securities
Leithner, Stephan, (1992)
-
Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi, (2019)
-
Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi, (2018)
- More ...
-
Effectiveness of hedging interest rate risks and stock market risks with financial futures
Fortin, Michel, (1988)
-
Khoury, Nabil T., (1973)
-
Khoury, Nabil T., (1973)
- More ...