haku: @author Pennacchi, G. / yhteensä: 6
viite: 4 / 6
| Tekijä: | Jegadeeth, G. Pennacchi, G. |
| Otsikko: | The behavior of interest rates implied by the term structure of Eurodollar futures |
| Lehti: | Journal of Money, Credit and Banking
1996 : AUG, VOL. 28:3, p. 426-446 |
| Asiasana: | BANKING CREDIT INTEREST RATES |
| Kieli: | eng |
| Tiivistelmä: | Management of interest rate risk is a critical factor for the success of financial institutions and corporations. Prompted by the increased volatility and deregulation of interest rates during the early 1980s, a wide array of financial instruments have been introduced to cater to growing risk management needs. examples of such derivative instruments that are widely used are interest rate futures, swaps, and caps. A number of models have been proposed to examine the theoretical aspects of interest rate derivative products. |
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