Management komplexer Zinsrisiken mit derivativen Instrumenten
Subtitle: eine Anwendung des Value-at-risk-Konzeptes
By: von Zeno Staub.
Series: Bank- und finanzwirtschaftliche Forschungen ;; Bd. 257
Publisher: P. Haupt
Published: 1997
Place of publication: Bern
Language: ger
Number of pages: 225
Subjects: Derivative securities.; Interest rate risk.; Portfolio management.
Notes: Includes bibliographical references (p. 219-225).
Originally presented as the author's thesis (doctoral)--Universität St. Gallen, 1997.