Evaluation and Hedging of Interest Rate Caps in Flaoting-Rate Mortgages

The Journal of Fixed Income ◽

10.3905/jfi.1993.408062 ◽

1993 ◽

Vol 2 (4) ◽

pp. 74-85

Author(s):

Rajiv Sobti ◽

George Sykes

Keyword(s):

Interest Rate ◽

Interest Rate Caps

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Interest Rate Caps around the World: Still Popular, but a Blunt Instrument

10.1596/1813-9450-7070 ◽

2014 ◽

Author(s):

Samuel Munzele Maimbo ◽

Claudia Alejandra Henriquez Gallegos

Keyword(s):

Interest Rate ◽

The World ◽

Interest Rate Caps

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Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market

SSRN Electronic Journal ◽

10.2139/ssrn.1989261 ◽

2011 ◽

Author(s):

Tao L. Wu

Keyword(s):

Interest Rate ◽

Interest Rate Caps ◽

The Interest Rate

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The Paradoxical Case Against Interest Rate Caps for Microfinance And: How FinTech and RegTech Resolve the Dilemma

SSRN Electronic Journal ◽

10.2139/ssrn.3159202 ◽

2018 ◽

Author(s):

Dirk Andreas Zetzsche ◽

Tsany Ratna Dewi

Keyword(s):

Interest Rate ◽

Interest Rate Caps

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MINIMUM QUANTITATIVE REQUIREMENTS FOR COMMERCIAL LENDING WITH INTEREST RATE CAPS: THE CASE OF ARGENTINA

Proceedings of the 24th International Academic Conference, Barcelona ◽

10.20472/iac.2016.024.075 ◽

2016 ◽

Author(s):

Mario Ravioli

Keyword(s):

Interest Rate ◽

Interest Rate Caps

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Empirical analysis of interest rate caps

Interest Rates and Coupon Bonds in Quantum Finance ◽

10.1017/cbo9780511808715.011 ◽

2011 ◽

pp. 223-238

Author(s):

Belal E. Baaquie

Keyword(s):

Interest Rate ◽

Empirical Analysis ◽

Interest Rate Caps

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Interest Rate Caps in Kenya; Is this the End of the Oligopolistic Banking System?

SSRN Electronic Journal ◽

10.2139/ssrn.2919355 ◽

2016 ◽

Author(s):

Edwin Njoroge Kimani

Keyword(s):

Interest Rate ◽

Banking System ◽

Interest Rate Caps

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Interest rate caps on microcredit: evidence from a natural experiment in Bolivia

Journal of Development Effectiveness ◽

10.1080/19439342.2021.1968934 ◽

2021 ◽

pp. 1-18

Author(s):

María José Roa ◽

Alejandra Villegas ◽

Ignacio Garrón

Keyword(s):

Interest Rate ◽

Natural Experiment ◽

Interest Rate Caps

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Monetary Policy and Interest Rate Caps: A Regime-Shift Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2094518 ◽

2012 ◽

Author(s):

Genevieve Gauthier ◽

Simon Lalancette ◽

René Ferland

Keyword(s):

Monetary Policy ◽

Interest Rate ◽

Regime Shift ◽

Interest Rate Caps

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Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market

Journal of Futures Markets ◽

10.1002/fut.21552 ◽

2012 ◽

pp. n/a-n/a ◽

Author(s):

TAO L. WU

Keyword(s):

Interest Rate ◽

Interest Rate Caps ◽

The Interest Rate

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Interest-Rate Caps (Tech. Index 4/10)

Quantitative Finance and Risk Management ◽

10.1142/9789812562593_0010 ◽

2004 ◽

pp. 123-136

Keyword(s):

Interest Rate ◽

Interest Rate Caps

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