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  • Search: subject:"Quadratic and quantile hedging"
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Bank 1 COVID-19 pandemic. 1 Coronavirus 1 Demand deposits 1 Deposit banking 1 Einlagengeschäft 1 Hedging 1 Interest margin 1 Interest rate 1 Interest rate margins 1 Interest rate risk 1 Portfolio selection 1 Portfolio-Management 1 Quadratic and quantile hedging 1 Risikomanagement 1 Risk management 1 Theorie 1 Theory 1 Zins 1 Zinsrisiko 1 Zinsspanne 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cherrat, Hamza 1 Prigent, Jean-Luc 1
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Computational economics 1
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On the hedging of interest rate margins on bank demand deposits
Cherrat, Hamza; Prigent, Jean-Luc - In: Computational economics 62 (2023) 3, pp. 935-967
Persistent link: https://www.econbiz.de/10014382850
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