Joint Interest Rate Risk Management of Balance Sheet and Hedge Portfolio in a Present Value Perspective.
| Autor: | Farinelli, Simone1 simone.farinelli@ubs.com, Vanini, Paolo2 vanini@isb.uzh.ch |
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| Zdroj: | ICFAI Journal of Financial Risk Management. Sep2008, Vol. 5 Issue 3, p61-89. 29p. 3 Charts, 4 Graphs. |
| Databáze: | Business Source Ultimate |
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