Duration of Demand Deposits in Theory
Author:
Publisher
Elsevier BV
Subject
General Economics, Econometrics and Finance
Reference22 articles.
1. Bloechlinger, A., 2010. Interest Rate Risk of Non-Maturity Bank Accounts: From the Marketing to the Hedging Strategy. Zurcher Kantonalbank, 2010.
2. Brigo D., Mercurio, F., 2001. Interest Rate Models: Theory and Practise. New York: Springer Verlag, 2001.
3. Brigo, D., Dalessansdro, A., Neugebauer, M.,,Triki, F. 2008. A stochastic process toolkit for risk management.
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