International term structure dynamics and inmunisation
Objetos digitales
| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cam a22000004b 4500 | ||
| 001 | MAP20089002115 | ||
| 003 | MAP | ||
| 005 | 20170112181049.0 | ||
| 008 | 070924s1994 bel|||| ||||||eng d | ||
| 035 | $aMAP20070006092 | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | 1 | $0MAPA20080095758$aDaenen, Benoît | |
| 245 | 1 | 0 | $aInternational term structure dynamics and inmunisation$cAntonio Borghesi |
| 260 | $aLiège$bEURO$bUniversity of Liège$c1994 | ||
| 300 | $a1 p.$c30 cm | ||
| 500 | $aDonación de AGERS | ||
| 500 | $aPonencia presentada en "Risk management : 4th mini Euro-Conference : A meeting place for indutries companies and universities", celebrada em Liège, 4 al 6 mayo de 1994, organizada por the European Association of Operational Research Societies y University of Liège | ||
| 520 | $aThe stochastic process followed by the term structure has major on the value of financial firms since it affects directly its assets and liabilities. The awareness of financial risk management has become more and more important for bank and insurance managers since the collapse of the Bretton Woods Act in 1971. Indeed we observe a sharp increase of term structure volatility and frequent negative term structures affecting considerably the interest rate risk of those firms. The purpose of this paper is to give some empirical notions of the term structure dynamics and to evaluate the performance of financial risk immunisation techniques. | ||
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080561864$aConferencias | |
| 650 | 1 | $0MAPA20080582418$aRiesgo financiero | |
| 650 | 1 | $0MAPA20080603038$aPrevención de riesgos | |
| 650 | 1 | $0MAPA20080601522$aEvaluación de riesgos | |
| 650 | 1 | $0MAPA20080595951$aDinámica empresarial | |
| 650 | $0MAPA20170000693$aDocumento AGERS | ||
| 710 | 2 | $0MAPA20080473297$aEuropean Association of Operational Research Societies | |
| 710 | 2 | $0MAPA20080443382$aUniversity of Liège | |
| 711 | 2 | $0MAPA20080484972$aMini Euro-Conference$n4th$d1994$cLiège | |
| 856 | $qapplication/pdf$w1033398$yRecurso electrónico / electronic resource |