An Empirical Study on the Influence of Embedded Option on Interest Rate Risk Based on Fuzzy Monte Carlo Simulation
With the gradual progress of interest rate marketization, China’s interest rate fluctuates more and more frequently, and the range is also growing. As a result, more and more implicit options are embedded in commercial banks’ balance sheets, which brings new challenges to commercial banks’ interest...
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| Principais autores: | , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Wiley
2023-01-01
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| Serija: | Journal of Mathematics |
| Online dostop: | http://dx.doi.org/10.1155/2023/3966972 |
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