The valuation and hedging of variable rate savings accounts

Variable rate savings accounts have two main features: the client rate is variable and deposits can be invested and withdrawn at any time. The client rate is not always equal to the short rate...

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Year of publication:	1999-11-12
Authors:	Jong, Frank de ; Wielhouwer, Jacco L.
Institutions:	Centre for Economics <Rotterdam
Subject:	Zinsfuß \| Sparbuch

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Extent:	616448 bytes 23 p. application/pdf
Series:	Tinbergen Institute of Rotterdam - Publications Tinbergen Institute Discussion Paper ; TI 2001-112/2
Type of publication:	Book / Working Paper
Language:	English
Notes:	AFIR Colloquium Tromsø - Norway - June 20-23, 2000
Classification:	Management of insurance ; Insurance Industry ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847500