Showing 1 - 17 results of 17 for search '"Interest rate derivatives"', query time: 1.44s Refine Results
  1. 1
    Essays on Risk Management Strategies for U.S. Bank Holding Companies
    by Williams, Lisa E.
    Published 2012
    Subjects: “...interest rate derivatives...”
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  2. 2
    Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach
    Subjects: “...stochastic portfolio optimization,stochastic control, interest rate derivatives, sensitivity...”
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    Article
  3. 3
    Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface
    by Samuelsson, Niclas
    Published 2021
    Subjects: “...interest rate derivatives...”
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  4. 4
    The Dynamics of the Option-Adjusted Spread of Brady Bond Securities
    Subjects: “...pricing interest rate derivatives...”
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    Article
  5. 5
    Multidimensional Markov-Functional and Stochastic Volatiliy Interest Rate Modelling
    by Kaisajuntti, Linus
    Published 2011
    Subjects: “...Interest rate derivatives...”
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    Doctoral Thesis
  6. 6
    Efficiency and Accuracy of Alternative Implementations of No-Arbitrage Term Structure Models of the Heath-Jarrow-Morton Class
    by Park, Tae Young
    Published 2014
    Subjects: “...Interest Rate Derivatives...”
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  7. 7
    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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    Article
  8. 8
    Pricing Caps in the Heath, Jarrow and Morton Framework Using Monte Carlo Simulations in a Java Applet
    by Kalavrezos, Michail
    Published 2007
    Subjects: “...interest rate derivatives...”
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  9. 9
    Interest rate derivatives: Pricing of Euro-Bund options : An empirical study of the Black Derman & Toy model (1990)
    Subjects: “...Interest rate derivatives...”
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  10. 10
    利率衍生性商品之定價與避險：LIBOR 市場模型
    Subjects: “...Interest Rate Derivatives...”
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  11. 11
    Optimal portfolios with constrained sensitivities in the interest rate market
    by Kirriakopoulos, Konstantinos
    Published 1996
    Subjects: “...Interest rate derivative securities...”
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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
    Theoretical incentives vs. perceived motives for using interest rate derivatives in Swedish corporations
    by Fodor, Daniel
    Published 2015
    Subjects: “...Interest rate derivatives...”
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  14. 14
    Ränteswappar i svenska fastighetsbolag : en kvalitativ studie som diskuterar hur användandet av ränteswappar ser ut idag bland svenska fastighetsbolag
    by Hasic, Dino, Pasic, Ajdin
    Published 2021
    Subjects: “...interest rate derivatives...”
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  15. 15
    An Introduction to Modern Pricing of Interest Rate Derivatives
    by Nohrouzian, Hossein
    Published 2015
    Subjects: “...Interest Rate Derivatives...”
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  16. 16
    Precificação de derivativos de taxa de juros utilizando o modelo HJM multifatorial com estrutura de volatilidade não paramétrica
    by Nojima, Nelson Kazuo
    Published 2013
    Subjects: “...Interest rate derivatives...”
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  17. 17
    Heath–Jarrow–Morton models with jumps
    by Alfeus, Mesias
    Published 2015
    Subjects: “...Interest rate derivative...”
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    Others
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