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About ALM - Interest Rate Risk Management
This summary provides an overview of the document in 3 sentences: The document discusses recent developments in modeling term structures of interest rates and their application to risk management and valuation of cash flows dependent on interest rates. It surveys concepts and techniques that extend traditional immunization and matching approaches to incorporate stochastic interest rates. A wide range of applications are described, including insurance products, pension funds, mortgage-backed securities, and structured notes.
Detailed Information
| Author: | ['Oussama1120'] |
|---|---|
| Publication Year: | 2010 |
| Pages: | 26 |
| Language: | English |
| Format: | |
| Price: | FREE |
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