interest rate derivatives
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A Quantum Mechanics for interest rate derivatives markets

Chaos Solitons & Fractals ◽

10.1016/j.chaos.2021.111726 ◽

2022 ◽

Vol 155 ◽

pp. 111726

Author(s):

Alberto Bueno-Guerrero

Keyword(s):

Quantum Mechanics ◽

Interest Rate ◽

Interest Rate Derivatives ◽

Derivatives Markets

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Interest Rate Derivatives Modeling and Risk Management in the HJM Framework

Introduction to Financial Mathematics ◽

10.1201/9780367814427-7 ◽

2021 ◽

pp. 409-471

Author(s):

Donald R. Chambers ◽

Qin Lu

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Derivatives

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Interest rate derivatives

Freight Derivatives and Risk Management in Shipping ◽

10.4324/9780429343681-12 ◽

2021 ◽

pp. 389-413

Author(s):

Manolis G. Kavussanos ◽

Dimitris A. Tsouknidis ◽

Ilias D. Visvikis

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives

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Implied Market Expectations on Interest Rate Derivatives Market

SSRN Electronic Journal ◽

10.2139/ssrn.3923119 ◽

2021 ◽

Author(s):

THIAGO ALMEIDA

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives ◽

Market Expectations

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Fast direct calibration of interest rate derivatives pricing models

10.1145/3383455.3422534 ◽

2020 ◽

Author(s):

Luca Sabbioni ◽

Marcello Restelli ◽

Andrea Prampolini

Keyword(s):

Interest Rate ◽

Pricing Models ◽

Derivatives Pricing ◽

Interest Rate Derivatives

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Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives

Journal of Futures Markets ◽

10.1002/fut.22104 ◽

2020 ◽

Vol 40 (5) ◽

pp. 749-760

Author(s):

Alex Frino ◽

Michael Garcia ◽

Zeyang Zhou

Keyword(s):

Interest Rate ◽

Algorithmic Trading ◽

Interest Rate Derivatives ◽

Speed Of Adjustment ◽

New Information

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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

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Interest rate derivatives and risk exposure: Evidence from the life insurance industry

The North American Journal of Economics and Finance ◽

10.1016/j.najef.2019.04.021 ◽

2020 ◽

Vol 51 ◽

pp. 100978

Author(s):

Hui-Hsuan Liu ◽

Ariana Chang ◽

Yung-Ming Shiu

Keyword(s):

Interest Rate ◽

Life Insurance ◽

Insurance Industry ◽

Risk Exposure ◽

Interest Rate Derivatives ◽

Life Insurance Industry

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Impact of FOMC Cycle on Market Uncertainty: Evidence From Interest Rate Derivatives

SSRN Electronic Journal ◽

10.2139/ssrn.3681535 ◽

2020 ◽

Author(s):

Indradeap Chatterjee ◽

Marina Di Giacinto ◽

Claudio Tebaldi

Keyword(s):

Interest Rate ◽

Market Uncertainty ◽

Interest Rate Derivatives

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Spike Modeling for Interest Rate Derivatives with an Application to SOFR Caplets

SSRN Electronic Journal ◽

10.2139/ssrn.3700446 ◽

2020 ◽

Author(s):

Leif B.G. Andersen ◽

Dominique R. A. Bang

Keyword(s):

Interest Rate ◽

Interest Rate Derivatives

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