Références
[1] Jarrow, Van Deventer, 1998, The arbitrage-free valuation
and hedging of demand deposits and credit card loans, Journal of Banking
and Finance, Vol. 22, pp. 249-272.
[2] Eronen, 2008,Non-maturity Deposit Valuation and Hedging,
Thesis, Helsinki University of Technology.
[3] Adam, Houkari, Laurent, 2009, Hedging interest rate
margins on demand deposits.
[4] Kalkbrener, Willing, 2004, Risk management of
non-maturing liabilities, Journal of Banking and Finance, Vol. 28, pp.
1547-1568.
[5] O'Brien, 2000, Estimating the Value and Interest Rate
Risk of Interest-Bearing Transactions Deposits, Federal Reserve System.
[6] Site internet de l'Institut National des Études
Démographiques,
www.ined.fr
[7] Site internet de l'Institut National de la Statistique et
des Études Économiques,
www.insee.fr
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