Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Richard Bookstaber
| Year of publication: |
1985
|
|---|---|
| Authors: | Bookstaber, Richard M. |
| Published in: |
Selected writings on futures markets : explorations in financial futures markets. - Chicago. - 1985, p. 157-185
|
| Subject: | Zins | Interest rate | Zinsderivat | Interest rate derivative | Hypothek | Mortgage | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kreditgeschäft | Bank lending |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001305675