Interest rate risk management using matching techniques
thesis
posted on 1997-01-01, 00:00 authored by Richard F. (Richard Francis) KennedyExplores 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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iv, 130 leaves ; 30 cm.Material type
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engNotes
Thesis (M.Com.)--Deakin University, Victoria, 1997.Degree name
M.Com.Faculty
Faculty of Business and LawSchool
School of AccountingUsage metrics
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