The use of derivatives to hedge embedded options : the case of pension institutions in Denmark
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References listed on IDEAS
- Farshid Jamshidian, 1997. "LIBOR and swap market models and measures (*)," Finance and Stochastics, Springer, vol. 1(4), pages 293-330.
- Bodie, Zvi & Merton, Robert C., 2002. "International pension swaps," Journal of Pension Economics and Finance, Cambridge University Press, vol. 1(01), pages 77-83, March.
- Sørensen, Carsten, 1999. "Dynamic Asset Allocation and Fixed Income Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 34(04), pages 513-531, December.
More about this item
KeywordsInvestment and Investment Climate; Economic Theory&Research; Insurance&Risk Mitigation; Non Bank Financial Institutions; Settlement of Investment Disputes;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-10 (All new papers)
- NEP-EEC-2007-03-10 (European Economics)
- NEP-IAS-2007-03-10 (Insurance Economics)
- NEP-RMG-2007-03-10 (Risk Management)
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