The main purpose of this paper is to examine the growing use of derivatives by Danish pension institutions as a risk management tool to hedge embedded options on their balance sheets. Throughout the 1980s...
Tipo de documento: Documento de trabajo sobre investigaciones relativas a políticas
Número del informe: WPS4159
Fecha del documento: 1 de marzo de 2007
Tipo de divulgación: Disclosed
Autor: Andersen,Erik Brink,Ladekarl,Jeppe Furbo,Ladekarl, Regitze,Vittas,Dimitri