Hedging long-dated interest rate derivatives for Australian pension funds and life insurers

Fergusson, K Platen, E

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Field	Value	Language
dc.contributor.author	Fergusson, K	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.contributor.editor	Evans, J	en_US
dc.contributor.editor	Asher, A	en_US
dc.contributor.editor	Browne, B	en_US
dc.contributor.editor	Kyng, T	en_US
dc.contributor.editor	Musulin, R	en_US
dc.contributor.editor	Pitt, D	en_US
dc.date.issued	2014	en_US
dc.identifier.citation	Australian Journal of Actuarial Practice, 2014, 1 pp. 29 - 44	en_US
dc.identifier.issn	2203-5354	en_US
dc.identifier.uri	http://hdl.handle.net/10453/36418
dc.publisher	The Institute of Actuaries of Australia	en_US
dc.relation.ispartof	Australian Journal of Actuarial Practice	en_US
dc.title	Hedging long-dated interest rate derivatives for Australian pension funds and life insurers	en_US
dc.type	Journal Article
utslib.citation.volume	1	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	1603 Demography	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.consider-herdc	false	en_US
pubs.volume	1	en_US

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