Integrated Risk Management of Non-Maturing Accounts: Practical Application and Testing of a Dynamic Replication Model
Publisher:   Springer Fachmedien Wiesbaden
ISBN:  

9781306709972


Pages:   127
Publication Date:   01 January 2014
Format:   Electronic book text
Availability:   Available To Order   Availability explained
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Integrated Risk Management of Non-Maturing Accounts: Practical Application and Testing of a Dynamic Replication Model


Overview

?Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank s funding. The modelling for their risk management and pricing is a challenging yet crucial task in today s asset

Full Product Details

Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Springer Fachmedien Wiesbaden
ISBN:  

9781306709972


ISBN 10:   1306709970
Pages:   127
Publication Date:   01 January 2014
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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