•   Home
  • Proceedings
  • International Conference on Engineering and Business Managem...

International Conference on Engineering and Business Management (EBM 2010 PAPERBACK)

Chengdu,China,China,3.24-3.26,2010

ISBN: 978-1-935068-05-1 Scientific Research Publishing, USA

Paperback 6066pp Pub. Date: March 2010

Category: Engineering

Price: $280

Title: Research on Hedging of Interest Rate Futures in Interest Rate Risk Management
Source: International Conference on Engineering and Business Management (EBM 2010 PAPERBACK) (pp 3778-3781)
Author(s): Yu Cheng, Harbin College, Harbin, China
Guang Ren Lv, Harbin College, Harbin, China
Abstract: Abstract: It is especially important for commercial banks to carry out interest rate risk management scientifically in a changing market. Hedging by interest rate futures can be effective in helping the bank to avoid interest rate risk. To determine the optimal futures hedge ratio is the focus in trading a reasonable amount of futures contracts. To some extent, the establishment of a representative and available of non-linear mean - variance model could help commercial banks to find the futures hedge ratio and then do perfect in interest rate risk management.
Proceedings by Subjects
Resources
Products
Contact us
book@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1243940697
Book Publishing WeChat
Follow SCIRP
Free SCIRP Newsletters
Copyright © 2006-2024 Scientific Research Publishing Inc. All Rights Reserved.
Top