The Valuation and Hedging of Variable Rate Savings Accounts

F.C.J.M. de Jong, J.L. Wielhouwer

Research output: Book/ReportReportProfessional

64 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Publication statusPublished - 2001

Publication series

NameDiscussion Paper
No.112/01

Cite this

de Jong, F. C. J. M., & Wielhouwer, J. L. (2001). The Valuation and Hedging of Variable Rate Savings Accounts. (Discussion Paper; No. 112/01). Amsterdam: Tinbergen Institute.
de Jong, F.C.J.M. ; Wielhouwer, J.L. / The Valuation and Hedging of Variable Rate Savings Accounts. Amsterdam : Tinbergen Institute, 2001. (Discussion Paper; 112/01).
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year = "2001",
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de Jong, FCJM & Wielhouwer, JL 2001, The Valuation and Hedging of Variable Rate Savings Accounts. Discussion Paper, no. 112/01, Tinbergen Institute, Amsterdam.

The Valuation and Hedging of Variable Rate Savings Accounts. / de Jong, F.C.J.M.; Wielhouwer, J.L.

Amsterdam : Tinbergen Institute, 2001. (Discussion Paper; No. 112/01).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - The Valuation and Hedging of Variable Rate Savings Accounts

AU - de Jong, F.C.J.M.

AU - Wielhouwer, J.L.

PY - 2001

Y1 - 2001

M3 - Report

T3 - Discussion Paper

BT - The Valuation and Hedging of Variable Rate Savings Accounts

PB - Tinbergen Institute

CY - Amsterdam

ER -

de Jong FCJM, Wielhouwer JL. The Valuation and Hedging of Variable Rate Savings Accounts. Amsterdam: Tinbergen Institute, 2001. (Discussion Paper; 112/01).