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

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional

Original language	English
Title of host publication	Financiering en Belegging Deel 20
Editors	W. van der Bergh, M. Schauten, J. Spronk, O. Steenbeek
Place of Publication	Rotterdam
Publisher	Erasmus University Rotterda
Pages	297-312
Publication status	Published - 1997

Cite this

@inbook{6a39472edb534fa4af3ae089568d7488,

title = "Measuring and hedging interest-rate risk of variable rate savings accounts",

author = "J.L. Wielhouwer and \{van der Ende\}, J.",

year = "1997",

language = "English",

pages = "297--312",

editor = "\{van der Bergh\}, W. and M. Schauten and J. Spronk and O. Steenbeek",

booktitle = "Financiering en Belegging Deel 20",

publisher = "Erasmus University Rotterda",

}