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~subject:"Theorie"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzbeitrag"
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Theorie
Interest rate risk
6
Zinsrisiko
6
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4
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2
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2
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2
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2
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Aase Nielsen, Jørgen
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Discussion paper / B
2
Asset-liability management with ultra-low interest rates, March 11, 2015 : [a conference jointly organized by SUERF, the OeNB and the Austrian Society for Bank Research]
1
Computational Management Science : CMS
1
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ECONIS (ZBW)
4
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1
Asset liability management and
interest
rate
risk
in Solvency II : an empirical study
Herold, Wolfgang
;
Wirth, Martin
- In:
Asset-liability management with ultra-low interest …
,
(pp. 71-85)
.
2015
Persistent link: https://www.econbiz.de/10011302884
Saved in:
2
Simulation and evaluation of the distribution of
interest
rate
risk
Hagenbjörk, Johan
;
Blomvall, Jörgen
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 297-327
Persistent link: https://www.econbiz.de/10011993485
Saved in:
3
A systematic approach to pricing and hedging of international derivatives with
interest
rate
risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
4
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
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