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Interest Rate Derivatives
Springer Texts in Business and Economics - Derivatives
◽
10.1007/978-3-030-51751-9_3
◽
2020
◽
pp. 43-75
Author(s):
Jiří Witzany
Keyword(s):
Interest Rate
◽
Interest Rate Derivatives
Download Full-text
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References
A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models
The Journal of Computational Finance
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10.21314/jcf.2015.304
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2015
◽
Vol 18
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◽
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A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives
SSRN Electronic Journal
◽
10.2139/ssrn.1502302
◽
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◽
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◽
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◽
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◽
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GPU Pricing of Exotic Cross-Currency Interest Rate Derivatives with a Foreign Exchange Volatility Skew Model
SSRN Electronic Journal
◽
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◽
2010
◽
Author(s):
Duy Minh Dang
◽
Christina Christara
◽
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Keyword(s):
Interest Rate
◽
Foreign Exchange
◽
Interest Rate Derivatives
◽
Foreign Exchange Volatility
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Pricing Interest Rate Derivatives with Multilinear Interpolations and Transition Densities
SSRN Electronic Journal
◽
10.2139/ssrn.1745249
◽
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◽
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◽
Lotfi Karoui
◽
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Interest Rate
◽
Interest Rate Derivatives
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A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives
SSRN Electronic Journal
◽
10.2139/ssrn.2237718
◽
2013
◽
Author(s):
Duy Minh Dang
◽
Christina Christara
◽
Kenneth R. Jackson
Keyword(s):
Interest Rate
◽
Foreign Exchange
◽
Efficient Implementation
◽
Interest Rate Derivatives
◽
Highly Efficient
◽
Gpu Clusters
◽
Path Dependent
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Board Composition and Corporate Investment in Interest Rate Derivatives
SSRN Electronic Journal
◽
10.2139/ssrn.260381
◽
2001
◽
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Author(s):
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◽
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◽
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Keyword(s):
Interest Rate
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Corporate Investment
◽
Board Composition
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Interest Rate Derivatives
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Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rate Derivatives
SSRN Electronic Journal
◽
10.2139/ssrn.329521
◽
2002
◽
Author(s):
Liuren Wu
◽
Massoud Heidari
Keyword(s):
Interest Rate
◽
Interest Rates
◽
Term Structure
◽
Yield Curve
◽
Interest Rate Derivatives
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A Quantum Mechanics for Interest Rate Derivatives Markets
SSRN Electronic Journal
◽
10.2139/ssrn.3512577
◽
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Keyword(s):
Quantum Mechanics
◽
Interest Rate
◽
Interest Rate Derivatives
◽
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Pricing Interest Rate Derivatives after Ibor Fallback
SSRN Electronic Journal
◽
10.2139/ssrn.3677012
◽
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◽
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Takahiro Hasegawa
Keyword(s):
Interest Rate
◽
Interest Rate Derivatives
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The Relation Between Interest Rate Derivatives, Debt Maturity Structure, and Exposure in the Lodging Industry
Journal of Hospitality & Tourism Research
◽
10.1177/1096348009338531
◽
2009
◽
Vol 33
(3)
◽
pp. 391-416
◽
Cited By ~ 3
Author(s):
Amrik Singh
Keyword(s):
Interest Rate
◽
Debt Maturity
◽
Lodging Industry
◽
Interest Rate Derivatives
◽
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◽
Maturity Structure
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