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23Subjects: “...stochastic portfolio optimization,stochastic control, interest rate derivatives, sensitivity...”
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24“... factors would affect volatilities (and also interest rate derivatives). This model improves the Trolle...”
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25“..., so mainly is a research when bank operation credit derivatives, interest rate derivatives, warrant...”
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27by El Menouni, Zakaria“... by focusing on a set of interest rate derivatives such as deposits, swaps and caplets, then we explore a...”
Published 2015
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28“... analysis model for the interest rate derivative securities. The functions provided...”
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29“... can price interest rate derivatives under various patterns of volatility structures, including hump...”
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34“... of the Polish currency market and the OTC interest rate derivatives market. Research Design & Methods...”
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35by Wang, Shijun“... and interest rates derivatives efficiently and very fast, compared with existing methods. The efficiency gains...”
Published 2003
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36by Wang, Wei-Ting, 王薇婷“... method is more efficient in comparison with Monte Carlo simulation in pricing the interest rate...”
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38“... we proposed is more efficient in comparison with Monte Carlo simulation as pricing the interest rate...”
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