Showing 1 - 20 results of 182 for search '"interest rate derivatives"', query time: 3.22s Refine Results
  1. 1
    Pricing of Interest Rate Derivatives
    by Wu, Guan-shiun, 吳冠勳
    Published 2009
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  2. 2
    Enhanced techniques for complex interest rate derivatives
    by Heap, John
    Published 2009
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  3. 3
    An Introduction to Modern Pricing of Interest Rate Derivatives
    by Nohrouzian, Hossein
    Published 2015
    Subjects: “...Interest Rate Derivatives...”
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  4. 4
    The Application of the Pricing Models of Interest Rate Derivatives
    by Yung-Chung Lu, 盧永忠
    Published 2008
    “... on six interest rate derivatives which include Quanto Interest Rate Swap, Range Accrual Note, Quanto...”
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  5. 5
    Valuing Cross-Currency Interest Rate Derivatives
    by Cheng Li-Cheng, 鄭立誠
    Published 2001
    “...碩士 === 國立中央大學 === 財務管理研究所 === 89 === Cross-currency interest rate derivatives provide...”
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  6. 6
    X-Value Adjustments for Interest Rate Derivatives
    by Belkotain, Mehdi
    Published 2018
    “...) on interest rate derivatives as a practical example. An important part of the report will focus...”
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  7. 7
    Evaluating the Interest Rate Derivatives with Historical Simulation Method
    by Liu Hsiu-Ying, 劉琇瑩
    Published 2008
    “... the price of general pricing models of interest rate derivatives, where the general pricing models...”
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  8. 8
    The future of interest rate derivatives in Asia Pacific Region.
    Published 1996
    “... === Chapter III. --- DEVELOPMENT OF INTEREST RATE DERIVATIVES --- p.20 === The Emergence of Derivatives...”
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  9. 9
    Pricing inflation and interest rates derivatives with macroeconomic foundations
    by Sarais, Gabriele
    Published 2015
    “...I develop a model to price inflation and interest rates derivatives using continuous-time dynamics...”
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  10. 10
    Pricing of Interest Rate Derivatives under the Cheyette model
    by Nyamai, Dayton
    Published 2020
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  11. 11
    Pricing interest rate derivatives : The effects of the 2007 credit crisis
    by Svensson, Emma, Tingström, Viktor
    Published 2010
    “... frameworks used to price interest rate derivatives and to discuss the advantages of the multiple curve...”
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  12. 12
    Interest Rate Derivatives : An analysis of interest rate hybrid products
    by Chimanga, Taurai
    Published 2011
    Subjects: “...Interest rate derivatives...”
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  13. 13
    Pricing the Interest Rate Derivatives Under the Optimal Yield Curves
    by Lin Ming Yen, 林明彥
    Published 2003
    “... & White interest rate trinomial tree to price the interest rate derivatives. This study includes...”
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  14. 14
    The Valuation of CMO Interest Rate Derivatives---A Lattice Approach
    by Kao, Hsien-Yi, 高心怡
    Published 2000
    “...碩士 === 國立臺灣大學 === 財務金融學研究所 === 88 === CMOs are among the most popular interest rate derivatives...”
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  15. 15
    Option Pricing and Numerical Techniques for Pricing Interest Rate Derivatives
    by Li-Shu Chen, 陳麗淑
    Published 2001
    “... and more important . Here we concentrate on models for pricing interest rate derivatives and its numerical...”
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  16. 16
    Alternative Models for Stochastic Volatility Corrections for Equity and Interest Rate Derivatives
    “... to the pricing of both equity and interest rate derivatives. Throughout the thesis, a singular perturbation...”
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  17. 17
    Symmetry Analysis of an Interest Rate Derivatives PDE Model in Financial Mathematics
    by Bosiu C. Kaibe, John G. O’Hara
    Published 2019-08-01
    Subjects: “...interest rate derivatives model...”
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  18. 18
    Pricing Interest Rate Derivatives in HJM Model by Monte Carlo Method
    by Yu-Min Lin, 林育民
    Published 2004
    “... with very general volatility structure. When we test the valuation of interest rate derivatives in one...”
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  19. 19
    Study of Valuing Interest Rate Derivatives Applying Ho & Lee Model
    by Chen, Po-Hua, 陳勃華
    Published 1998
    “... parameters affect the price of interest rate derivatives. 3. Applying Ho & Lee...”
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  20. 20
    An analysis of the Libor and Swap market models for pricing interest-rate derivatives
    by Mutengwa, Tafadzwa Isaac
    Published 2012
    “...This thesis focuses on the non-arbitrage (fair) pricing of interest rate derivatives, in particular...”
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