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About interest rate risk, I need help

Posted: April 22nd, 2008, 3:27 am
by leobu
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

About interest rate risk, I need help

Posted: April 22nd, 2008, 11:55 am
by DavidJN
Try the University of St Gallen in Switzerland