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81“... that traded extensively in the currency and interest rate derivatives markets. The traditional methods...”
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82by Dang, Duy Minh“...) interest rate derivatives and multi-asset options...”
Published 2012
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83by Dang, Duy Minh“...) interest rate derivatives and multi-asset options...”
Published 2012
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84“... the term structure of interest rate derivatives is shown. The results indicate that the fast scale...”
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85“... efficient. In this article, we compare one factor RS model accuracy in simulating interest rate derivatives...”
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86“... rate derivatives, exchange rate derivatives, and credit derivatives corresponds to greater interest...”
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87by Anstensrud, Ole-Petter Bård“...This study will focus on the pricing of interest rate derivatives within the framework of the LIBOR...”
Published 2008
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88“... interest rate derivatives are then priced by a parabolic partial differential equation. We consider two...”
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89“...碩士 === 國立東華大學 === 企業管理學系 === 93 === The issue of pricing interest rate derivatives is popularly...”
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90“...碩士 === 國立臺灣大學 === 資訊工程學研究所 === 87 === Interest rate derivatives are instruments whose...”
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91by Jardine, James“...-managing interest rate derivatives, is a prime example of this cherry-picking, requiring an understanding...”
Published 2014
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Dissertation -
92by Schwellnus, Adrian“... of interest rate derivatives, particularly swaptions. The advantages of having all these properties...”
Published 2019
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Dissertation -
93“... method to price interest rate derivatives. This includes the process which begins with choosing a...”
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94by Hegre, Håvard“...This thesis studies the estimation of credit exposure arising from a portfolio of interest rate...”
Published 2006
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95“... pronounced to be reliably summarized by our measures of economic activity. The one exception is interest-rate...”
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96“... volatilities (case 3) that are suggested by Rebonato (1998) to evaluate interest rate derivatives. However, we...”
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97by 黃心怡“..., cap, and swaps. The applications include two simulations of interest rate derivatives, put option...”
Published 2002
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98by Jambor, Matúš“... are calibrated to the market data. Keywords: trinomial tree, interest rate derivatives pricing, Hull-White model...”
Published 2015
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Dissertation -
99by Jambor, Matúš“... are calibrated to the market data. Keywords: trinomial tree, interest rate derivatives pricing, Hull-White model...”
Published 2016
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Dissertation -
100“...) model was used for pricing interest rate derivatives. However, the constant volatility assumption...”
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