Pricing Interest Rate Derivatives with Multilinear Interpolations and Transition Densities

2012 ◽  
Author(s):  
Hatem Ben Ameur ◽  
Lotfi Karoui ◽  
Walid Mnif
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Transition Densities

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

Interest-rate derivatives and bank lending

2000 ◽  
Vol 24 (3) ◽  
pp. 353-379 ◽  
Author(s):  
Elijah Brewer III ◽  
Bernadette A. Minton ◽  
James T. Moser
Keyword(s):  
Interest Rate ◽  
Bank Lending ◽  
Interest Rate Derivatives
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