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). Tromso: Section Finance de l'AAI.
de Jong, F.C.J.M. ; Wielhouwer, J.L. / The valuation and hedging of variable rate savings accounts. Proceedings AFIR 2000. editor / R. Norberg ; D. Wilkie. Tromso : Section Finance de l'AAI, 2000. pp. 259-277
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de Jong, FCJM & Wielhouwer, JL 2000, The valuation and hedging of variable rate savings accounts. in R Norberg & D Wilkie (eds), Proceedings AFIR 2000. Section Finance de l'AAI, Tromso, pp. 259-277.

The valuation and hedging of variable rate savings accounts. / de Jong, F.C.J.M.; Wielhouwer, J.L.

Proceedings AFIR 2000. ed. / R. Norberg; D. Wilkie. Tromso : Section Finance de l'AAI, 2000. p. 259-277.

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

TY - CHAP

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AU - Wielhouwer, J.L.

PY - 2000

Y1 - 2000

M3 - Chapter

SP - 259

EP - 277

BT - Proceedings AFIR 2000

A2 - Norberg, R.

A2 - Wilkie, D.

PB - Section Finance de l'AAI

CY - Tromso

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de Jong FCJM, Wielhouwer JL. The valuation and hedging of variable rate savings accounts. In Norberg R, Wilkie D, editors, Proceedings AFIR 2000. Tromso: Section Finance de l'AAI. 2000. p. 259-277