Changing the interest rate. Interest rate risk management

被引:0
|
作者
Sfetcu, Marian
机构
关键词
D O I
暂无
中图分类号
O1 [数学]; C [社会科学总论];
学科分类号
03 ; 0303 ; 0701 ; 070101 ;
摘要
引用
收藏
页码:58 / 69
页数:12
相关论文
共 50 条
  • [1] Research on Hedging of Interest Rate Futures in Interest Rate Risk Management
    Yu, Cheng
    Ren, Lv Guang
    [J]. EBM 2010: INTERNATIONAL CONFERENCE ON ENGINEERING AND BUSINESS MANAGEMENT, VOLS 1-8, 2010, : 3778 - 3781
  • [2] Household Interest Rate Risk Management
    Van Hemert, Otto
    [J]. REAL ESTATE ECONOMICS, 2010, 38 (03) : 467 - 505
  • [3] Bank Interest Rate Risk Management
    Vuillemey, Guillaume
    [J]. MANAGEMENT SCIENCE, 2019, 65 (12) : 5933 - 5956
  • [4] Interest Rate Risk Management of Commercial Bank under the Background of Interest Rate Liberalization
    He, Haixia
    [J]. PROCEEDINGS OF THE 2015 INTERNATIONAL CONFERENCE ON ECONOMICS, MANAGEMENT, LAW AND EDUCATION, 2016, 46 : 310 - 313
  • [5] INTEREST-RATE SWAPS AND THE MANAGEMENT OF INTEREST-RATE RISK FOR MORTGAGE LENDERS
    BENNETT, DE
    COHEN, DL
    MCNULTY, JE
    [J]. HOUSING FINANCE REVIEW, 1988, 7 (03): : 249 - 264
  • [6] THE CHANGING SIGNIFICANCE OF THE INTEREST RATE
    Wallich, Henry C.
    [J]. AMERICAN ECONOMIC REVIEW, 1946, 36 (05): : 761 - 787
  • [7] Interest rate risk measurement as a component of interest risk management in commercial banks
    Armeanu, Daniel
    Balu, Florentina-Olivia
    [J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2007, 41 (3-4): : 225 - 238
  • [8] Are interest rate options important for the assessment of interest rate risk?
    Almeida, Caio
    Vicente, Jose
    [J]. JOURNAL OF BANKING & FINANCE, 2009, 33 (08) : 1376 - 1387
  • [9] Pricing and risk management of interest rate swaps
    Mitra, Sovan
    Date, Paresh
    Mamon, Rogemar
    Wang, I-Chieh
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2013, 228 (01) : 102 - 111
  • [10] IDENTIFICATION AND MANAGEMENT OF INTEREST-RATE RISK
    MALBURG, CR
    ROTH, JJ
    CERNICH, MS
    [J]. JOURNAL OF ACCOUNTANCY, 1988, 165 (05): : 130 - &