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121“...碩士 === 東海大學 === 財務金融學系 === 96 === Abstract Interest rate derivatives are used for interest rate...”
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122by Ndlangamandla, Phetha Mandlovini“... adjustments (CVA). The analysis of CCR is then applied to interest rate derivatives, more speci cally forward...”
Published 2013
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123by Copp, Jessica L.“... for interest rate derivatives. The second half of the course focuses on Monte Carlo. The following topics...”
Published 2009
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124by Cresswell, Wade“... in South Africa are interested in modelling long-dated interest rate derivatives embedded within...”
Published 2020
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Dissertation -
125by Taha Aziz“... dependent partial differential equation (PDE) which represents the standard European interest rate...”
Published 2021-01-01
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126by Tsoulouvi, Helen“... to be obtained for the prices of a number of interest rate derivatives: bond options, interest rate caplets...”
Published 2006
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127by Jin, Qiwei“... independent Monte Carlo framework for interest rate derivatives payoff evaluations based...”
Published 2013
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128“... model’s problems. So we adopt the BGM model as our study’s basic model to price exotic interest rate...”
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129“... of bonds, the pricing of interest rate derivatives, and the interest-rate risk management of assets...”
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130by Hadjipetri, Stala“... of interest rate derivatives. To price financial instruments it suffices to specify the pricing kernel, which...”
Published 2014
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131by Goschen, Wayne S“... are indeed incompatible. In order to price interest rate derivatives consistently, either the Libor market...”
Published 2014
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Dissertation -
132by Schumann, Gareth William“...The Trolle and Schwartz (2009) interest rate model prices interest rate derivatives in a...”
Published 2017
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Dissertation -
133Published 2016“... by the State Council of China, the development of markets for interest rate derivatives, such as treasury...”
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Doctoral Thesis -
134Published 2008“... --- Estimation Result --- p.31 === Chapter 5 --- Pricing and Hedging Performance of Interest Rate Derivatives...”
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135by Tewolde Berhan, Damr“...-rate derivatives model of Hull-White. This approach was first suggested by Jarrow and Yildirim[1...”
Published 2012
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136by Memartoluie, Amir“... number of popular interest rate derivatives such as swaps, swaptions, caps, and floors. A commonly used...”
Published 2009
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137by Karoui, Lotfi.“... models using interest rate derivatives or coupon bonds, and the estimation of quadratic term structure...”
Published 2007
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138by Memartoluie, Amir“... number of popular interest rate derivatives such as swaps, swaptions, caps, and floors. A commonly used...”
Published 2009
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139“... of principal notional amount of interest rate derivatives to interest-rate-riskbearing liabilities. Modern...”
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140by Weigel, Peter“... of interest rate derivatives and portfolios. The first part of the thesis is developed within the random field...”
Published 2003
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