scholarly journals Loan guarantee portfolios and joint loan guarantees with stochastic interest rates

2006 ◽  
Vol 46 (1) ◽  
pp. 16-35 ◽  
Author(s):  
Chuang-Chang Chang ◽  
San-Lin Chung ◽  
Min-Teh Yu
Keyword(s):  
Interest Rates ◽  
Stochastic Interest Rates ◽  
Loan Guarantee ◽  
Stochastic Interest ◽  
Loan Guarantees

A Hybrid Model for Equity Indices and Stochastic Interest Rates

2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen
Keyword(s):  
Interest Rates ◽  
Hybrid Model ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Equity Indices
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