Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments

Alex Backwell, Ralph Rudd

Year of publication:	2023
Authors:	Backwell, Alex ; Ruddock, Ralph
Subject:	Hedging \| interest-rate derivatives \| interest-rate volatility \| LIBOR market model \| Zinsstruktur \| Yield curve \| Zinsderivat \| Interest rate derivative \| Derivat \| Derivative \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Währungsderivat \| Currency derivative

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014294859

A service of the