This PR has a css change. It will apply a scroll-margin-top when sticky header is used. The value ofscroll-margin-topis set by custom property--cassiopeia-scroll-margin-topwith a fallback to 10rem. Because custom property is used it can be set using javascript too. This might be usefu...
We consider the worst-case loss of a large interest rate swap portfolio observed over the past 10 years (i.e. 2005€"2015) and show that an efficient hedging strategy which minimises risk may not be optimal when transaction costs are taken into account. The empirical analysis suggests that ...