Interest rate risk hedging demand under a Gaussian framework
Sami Attaoui; Pierre Six
| Year of publication: |
2010
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|---|---|
| Authors: | Attaoui, Sami ; Six, Pierre |
| Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 21368132. - Vol. 28.2010, p. 103-107
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009895909