Measuring and hedging interest-rate risk of variable rate savings accounts

J.L. Wielhouwer, J. van der Ende

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Original languageEnglish
Title of host publicationFinanciering en Belegging Deel 20
EditorsW. van der Bergh, M. Schauten, J. Spronk, O. Steenbeek
Place of PublicationRotterdam
PublisherErasmus University Rotterda
Pages297-312
Publication statusPublished - 1997

Cite this

Wielhouwer, J. L., & van der Ende, J. (1997). Measuring and hedging interest-rate risk of variable rate savings accounts. In W. van der Bergh, M. Schauten, J. Spronk, & O. Steenbeek (Eds.), Financiering en Belegging Deel 20 (pp. 297-312). Erasmus University Rotterda.