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Raymond Chiang
Information about the author Raymond Chiang will soon be added to the site.
Found
3 papers
in total
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Interest rate risk hedging for due-on-sale mortgages with early termination
1987
The impact of random early termination on the interest rate elasticity and the related...
Duration, immunization, and hedging with interest rate futures
1982
The recent advent of the interest rate futures markets has greatly enriched the...
Interest rate hedging: an empirical test of alternative strategies
1983
For hedging, financial and agricultural futures contracts differ in their usefulness....
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