Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
J. Duan, C. W. Sealey, Y. Yan
| Year of publication: |
1999
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|---|---|
| Authors: | Duan, J. ; Sealey, C. W. ; Yan, Y. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 8.1999, 3, p. 253-265
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| Subject: | Zinsrisiko | Interest rate risk | Messung | Measurement | Bilanzstrukturmanagement | Asset-liability management | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001427865