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leobu
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Posts: 0
Joined: July 30th, 2007, 6:52 am

About interest rate risk, I need help

April 22nd, 2008, 3:27 am

I want to know how the commercial bank use the dynamic simulation method to manage the interest rate risk. So, could anyone recommand some books or articles for me? Thanks a lot.Bu2008.04.22
 
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DavidJN
Posts: 270
Joined: July 14th, 2002, 3:00 am

About interest rate risk, I need help

April 22nd, 2008, 11:55 am

Try the University of St Gallen in Switzerland