The valuation and hedging of variable rate savings accounts

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

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

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Original languageEnglish
Title of host publicationProceedings AFIR 2000
EditorsR. Norberg, D. Wilkie
Place of PublicationTromso
PublisherSection Finance de l'AAI
Pages259-277
Publication statusPublished - 2000

Cite this

de Jong, F. C. J. M., & Wielhouwer, J. L. (2000). The valuation and hedging of variable rate savings accounts. In R. Norberg, & D. Wilkie (Eds.), Proceedings AFIR 2000 (pp. 259-277). Section Finance de l'AAI.