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Interest rate risk management using matching techniques

Kennedy, Richard F. (Richard Francis) 1997, Interest rate risk management using matching techniques, M.Com. thesis, School of Accounting and Finance, Deakin University.

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Title Interest rate risk management using matching techniques
Author Kennedy, Richard F. (Richard Francis)
Institution Deakin University
School School of Accounting and Finance
Faculty Faculty of Business and Law
Degree name M.Com.
Date submitted 1997
Keyword(s) Portfolio management
Interest rate risk
Bonds
Summary Explores the technique of matching asset and liability cash flows, including its applicability to the management of a pension fund. Explains a new procedure for interest rate risk management. Incorporates a study of the Metallgesellschaft case.
Language eng
Description of original iv, 130 leaves ; 30 cm.
Dewey Decimal Classification 332.6323
Persistent URL http://hdl.handle.net/10536/DRO/DU:30027792

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