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Interest rate risk management using matching techniques

thesis
posted on 1997-01-01, 00:00 authored by Richard F. (Richard Francis) Kennedy
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.

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Pagination

iv, 130 leaves ; 30 cm.

Material type

thesis

Resource type

thesis

Language

eng

Notes

Thesis (M.Com.)--Deakin University, Victoria, 1997.

Degree name

M.Com.

Faculty

Faculty of Business and Law

School

School of Accounting

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