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101“... by the practitioner for the valuations of interest rate derivatives. Yet, the constant volatility assumption of Black...”
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102by Rahantamialisoa, Tahirivonizaka Fanirisoa Zazaravaka“...-curves to value interest rate derivatives which is compatible with the current market practice. Firstly...”
Published 2012
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103“... of derivatives in general, and the use of interest rate derivatives in particular, are negatively related to firm...”
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104“...This paper reviews the finite difference method (FDM) for pricing interest rate derivatives (IRDs...”
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105“... different currencies. The established model is suitable for pricing different quanto interest rate...”
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106“... coupon of interest rate derivatives. Thus, we take simple interest mode, Hull-White short rate term...”
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107by Sender, Nina Alexandra“... rate derivatives. It has been shown that using a single risk-free curve (constructed from market...”
Published 2017
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Dissertation -
108by Dalton, Rowan“... rate derivatives. In order to preclude the existence of negative spreads in the model, a constraint...”
Published 2018
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Dissertation -
109by Børter, Martin“..., fixed income instruments, cash positions and interest rate derivatives. Today, the most commonly used...”
Published 2009
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110by Wu, X. Y.“... and interest rate derivatives reduces exchange rate and interest rate exposures...”
Published 2006
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111“...碩士 === 國立東華大學 === 企業管理學系 === 91 === Abstract The popularity of the interest rate derivatives...”
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112“..., therefore the trading market is getting hot. By the government gradually opened each kind of interest rate...”
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113by Mbongo Nkounga, Jeffrey Ted Johnattan“... interest rate derivatives. We then review the curve construction methodologies (bootstrapping and global...”
Published 2015
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114by Mwangi, Edwin“... as 80.3% of firms used them followed by interest rate derivatives at 46% and then commodity price...”
Published 2021
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Dissertation -
115by Gunnarsson, Simon“..., a framework for pricing of collateralized interest rate derivatives that accounts for the existence...”
Published 2013
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116“... rate derivatives by using the BDT model in the research to help the issuers to learn...”
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117by Moodliyar, Leenesh“... consistency with market practice of pricing interest rate derivatives. In the context of a life insurance...”
Published 2016
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Dissertation -
118by 蔡佳晉, Tsai, Norman“... Exchange in designing other interest rate derivatives, will wish to give some useful reference....”
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119by Krivko, Maria“... numerical experiments with European-type interest rate derivatives are presented....”
Published 2012
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120“... investors ought to take interest rate derivatives into consideration, because their lower transaction cost...”
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