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  • Search: subject:"Interest rate hedging"
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Year of publication
Subject
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Hedging 2 Interest rate 2 Interest rate derivative 2 Interest rate risk 2 Zins 2 Zinsderivat 2 Zinsrisiko 2 Anleihe 1 Bond 1 Delta hedging 1 Derivat 1 Derivative 1 Futures options 1 Interest rate hedging 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Stochastic interest rates 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Yield curve 1 Zinsstruktur 1 interest rate hedging 1 pension liability-hedging 1 robust bond portfolio immunization 1
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Online availability
All
Free 2
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
All
Cheng, Benjamin 1 Mantilla-Garcia, Daniel 1 Martellini, Lionel 1 Milhau, Vincent 1 Nikitopoulos, Christina Sklibosios 1 Ramirez-Garrido, Hector Enrique 1 Schlögl, Erik 1
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Published in...
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Financial analysts journal : FAJ 1 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel; Martellini, Lionel; Milhau, Vincent - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 18-36
Persistent link: https://www.econbiz.de/10013417613
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Cover Image
Hedging futures options with stochastic interest rates
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011778107
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