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Keywords: Term Structure of Interest Rates
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (2): 161–192.
Published: 31 May 2014
... Model Term Structure of Interest Rates © 2014 Emerald Publishing Limited 2014 This article is published under the Creative Commons Attribution (CC BY 4.0) licence. Anyone may reproduce, distribute, translate and create derivative works of this article (for both commercial and non-commercial...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2004) 12 (1): 23–49.
Published: 30 May 2004
...Seung Hyeon O Interest rate risk hedge strategies usually assume that term structure of interest rates in moving under a specific way. If a real term structure is moving differently from the assumed term structure movement, the interest rate risk hedge strategies assuming the special term structure...

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