Control Over Interest Rate Risk of Bank' Asset/Liability Sheet with Embedded Options

Da Lian LUO;Di Fang WAN

Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (8) : 55-60.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2002, Vol. 22 ›› Issue (8) : 55-60. DOI: 10.12011/1000-6788(2002)8-55
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Control Over Interest Rate Risk of Bank' Asset/Liability Sheet with Embedded Options

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2002, 22(8): 55-60 https://doi.org/10.12011/1000-6788(2002)8-55

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