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Hedging, market concentration...
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1
Understanding and managing interest rate risk at banks
Acharya, Viral V.
- In:
Macroeconomics and finance in emerging market economies
11
(
2018
)
1/3
,
pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
Saved in:
2
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10011975602
Saved in:
3
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
-
This version: June 2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
Saved in:
4
Market and counterparty credit risk : selected computational and managerial aspects
Schwake, Daniel
-
2016
Persistent link: https://www.econbiz.de/10012384955
Saved in:
5
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
6
An empirical study of usage of interest rate
swaps
among Indian mid-cap corporates
Chatterjee, Subhamoy
;
Mohanty, R. P.
- In:
Journal of advances in management research : JAMR
21
(
2024
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014632671
Saved in:
7
Applications of derivatives for portfolio risk management
Bhansali, Vineer
;
Fabozzi, Frank J.
;
Harlow, Robert
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 552-578
Persistent link: https://www.econbiz.de/10015192355
Saved in:
8
The rise and fall of S&P500 variance
futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
9
Risikomanagement und Handel mit Bond-
Futures
1994
Persistent link: https://www.econbiz.de/10000902615
Saved in:
10
Inflation-adjusted bonds,
swaps
, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
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