An interest rate risk management model for commercial banks-Reference-Cited by-同舟云学术

An interest rate risk management model for commercial banks

Published:1994-04 Issue:2 Volume:74 Page:243-256
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Bessler Wolfgang,Geoffrey Booth G.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference29 articles.

1. Hedging mortgage-backed securities with treasury bond futures;Batlin;Journal of Futures Markets,1987

2. Zinsrisikomanagement in Kreditinstituten;Bessler,1989

3. The pricing of commodity contracts;Black;Journal of Financial Economics,1976

4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

5. Duration gaps with futures and swaps for managing interest rate risk at depository institutions;Bierwag;Journal of Financial Services Research,1991

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