A New Methodology to Derive a Bank’s Maturity Structure Using Accounting-Based Time Series Information
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Publication:5391789
DOI10.1007/978-3-540-69995-8_49zbMath1209.91157MaRDI QIDQ5391789
Christoph Memmel, Marco Wilkens, Oliver Entrop, Alexander Zeisler
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_49
91G70: Statistical methods; risk measures
91G30: Interest rates, asset pricing, etc. (stochastic models)
