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Dynamische Optimierung der Zinsbindungsstruktur von Bankbilanzen mittels Simulation

Wild, Klaus-Dieter - 1987

Persistent link: https://www.econbiz.de/10004756895

Interest Rates After the Credit Crunch: Markets and Models Evolution

Bianchetti, Marco; Carlicchi, Mattia - In: Journal of Financial Transformation 32 (2011), pp. 35-48

We present a quantitative study of the evolution of markets and models during the recent crisis. In particular, we focus on the fixed income market and we analyze the most relevant empirical evidence regarding the divergence between Libor and OIS rates, the explosion of basis swaps spreads, and...

Persistent link: https://www.econbiz.de/10009318572

The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management

Marco, Bianchetti - Volkswirtschaftliche Fakultät, … - 2011

managing even a single plain vanilla Swap. In this qualitative note we review the problem trying to shed some light on this …

Persistent link: https://www.econbiz.de/10011259157

Markets Evolution After the Credit Crunch

Bianchetti, Marco; Carlicchi, Mattia - Volkswirtschaftliche Fakultät, … - 2012

We review the main changes in the interbank market after the financial crisis started in August 2007. In particular, we focus on the fixed income market and we analyse the most relevant empirical evidences regarding the divergence of the existing basis between interbank rates with different...

Persistent link: https://www.econbiz.de/10011260721

Use of saline water for irrigation in monsoon climate and deep water table regions: Simulation modeling with SWAP

Verma, A.K.; Gupta, S.K.; Isaac, R.K. - In: Agricultural Water Management 115 (2012) C, pp. 186-193

SWAP (Soil-Water-Atmosphere-Plant) version 2.0 was evaluated for its capability to simulate crop growth and salinity … during 2000–2003. A close agreement was observed between the measured data and simulated values. SWAP simulated and observed … could be confirmed with application of SWAP that long-term use of saline water in monsoon climate under deep water table …

Persistent link: https://www.econbiz.de/10010594559