Showing 61 - 80 results of 182 for search '"interest rate derivatives"', query time: 2.75s Refine Results
  1. 61
    Modelling the short term interest with stochastic differential equation in continuous time: linear versus non-linear mode
    by Thaba, Lethabo Jane
    Published 2014
    “... known as interest rate derivatives. Amongst the variables used in pricing these derivative products...”
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  2. 62
    The Convertible Bond Asset Swap Decision Support System：An Expert System Approach
    by Tz-Shiang Yan, 嚴子翔
    Published 2002
    “... on the interest rate derivatives, so future research can extend the Convertible Bond Asset Swap DSS...”
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  3. 63
    Hedging performance of interest-rate models
    by Ziervogel, Graham
    Published 2016
    “... modelling and the hedging of interest-rate derivatives. Caps that trade in the Johannesburg swap market...”
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    Dissertation
  4. 64
    none
    by Li-Li Yang, 楊莉莉
    Published 2012
    “... and interest rate derivatives and the extent of foreign exchange risk exposure taking and interest rate risk...”
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  5. 65
    An FFT network for an interest rate model under Lévy processes.
    Published 2012
    “...。 === Short rate models are widely used in valuing interest rate derivatives. To fit empirical distribution...”
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  6. 66
    A comparative study on computational aspects of term structure models
    by Jia-Jenq Chern, 陳佳政
    Published 1999
    “... accuracy of Black-Derman-Toy and Hull-White in pricing of interest rate derivatives. Meanwhile, all three...”
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    Others
  7. 67
    Using Recombining Binomial Trees To Implement LIBOR Market Models
    by Yu-Chun Wang, 王禹鈞
    Published 2007
    “... rate derivatives. ...”
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    Others
  8. 68
    The Empirical Analysis of Interest Rate Model and Derivatives Pricing
    by Chuang Chih-Hung, 莊志宏
    Published 2005
    “... the pricing of interest rate derivatives. The interest rate models were discussed in this thesis including...”
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    Others
  9. 69
    The impact of corporate hedging on stock price performance
    by Towle, NIcholas Richard
    Published 2013
    “.... The use of commodity or interest rate derivatives is not a value-adding strategy, nor is the use...”
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  10. 70
    The LIBOR Market Model
    by Selic, Nevena
    Published 2006
    “... - Faculty of Science === The over-the-counter (OTC) interest rate derivative market is large and rapidly...”
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    Others
  11. 71
    台灣公債期貨市場之研究
    by Tsai, Norman, 蔡佳晉
    Published 2005
    “... other interest rate derivatives, will wish to give some useful reference. ...”
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    Others
  12. 72
    Construct Joint Probability Distribution of Forward LIBOR Rate
    by 陳雅雯
    Published 2010
    “... of our method in pricing the interest rate derivatives. ...”
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    Others
  13. 73
    Three studies on the Libor Market Model
    by Guan, Zhenke
    Published 2008
    “... exotic interest rate derivatives with early exercise feature. Since the Monte Carlo simulation method...”
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  14. 74
    Analysis of structured note valuationinverse floater notes and range accrual notes
    by I-Chun Sun, 孫亦君
    Published 2007
    “... bonds were decomposed into straight bonds and interest rate derivatives. The Zero Curve was calculated...”
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    Others
  15. 75
    Historically implied swaption skews using non-parametric methods
    by Jackson, Evan
    Published 2017
    “... of canonical valuation (1996) is adapted for use with interest rate derivatives of a long-term nature. However...”
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    Dissertation
  16. 76
    隨機利率模型下台灣公債市場殖利率曲線之估計
    “... of the market participants. Interest rate derivatives are those instruments whose values depend on interest...”
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  17. 77
    ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES
    by Mutu Simona, Petria Nicolae, Trenca Ioan
    Published 2012-12-01
    “... on interest rate contracts. Open positions on interest rate derivatives represents more than 75% of the OTC...”
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    Article
  18. 78
    Swaption pricing under the single Hull White model through the analytical formula and Finite Difference Methods
    by Lopez Lopez, Victor
    Published 2016
    “... be used to price interest rate derivatives. The reader can find both theoretical and practical...”
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  19. 79
    論混合型金融商品會計處理之研究－以利率型結構式存款為例
    by Yu-Min Yang, 楊郁民
    Published 2005
    “... subjective for structured notes (deposits, bonds) that contain embedded interest rate derivatives...”
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    Others
  20. 80
    連結匯率變動之利率衍生性商品相關研究
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