Interest Rate Derivatives: One Factor Spot Rate Models

2015 ◽  
pp. 469-504
Author(s):  
Carl Chiarella ◽  
Xue-Zhong He ◽  
Christina Sklibosios Nikitopoulos
Keyword(s):  
Interest Rate ◽  
Spot Rate ◽  
Interest Rate Derivatives

A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives

2003 ◽  
Vol 38 (4) ◽  
pp. 847 ◽  
Author(s):  
Sandra Peterson ◽  
Richard C. Stapleton ◽  
Marti G. Subrahmanyam
Keyword(s):  
Interest Rate ◽  
Spot Rate ◽  
Rate Model ◽  
Interest Rate Derivatives

A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives

2009 ◽  
Author(s):  
Duy Minh Dang ◽  
Christina Christara ◽  
Kenneth R. Jackson ◽  
Asif Lakhany
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Pricing Framework

Board Composition and Corporate Investment in Interest Rate Derivatives

2001 ◽  
Author(s):  
Kenneth A. Borokhovich ◽  
Kelly R. Brunarski ◽  
Claire E. Crutchley ◽  
Betty J. Simkins
Keyword(s):  
Interest Rate ◽  
Corporate Investment ◽  
Board Composition ◽  
Interest Rate Derivatives
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