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Interest rate cap and floor
Results: 39

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21	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2007-10-29 09:52:23 Investment Stochastic volatility Implied volatility Interest rate cap and floor Volatility Yield curve Financial risk Capital asset pricing model Insurance Financial economics Mathematical finance Finance
22	GUIDELINES FOR USING IBRD HEDGING PRODUCTS Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2009-09-24 18:44:20 Banking Hedge Derivative Currency swap Interest rate swap Interest rate cap and floor Swap Floating interest rate Loan Financial economics Finance Investment
23	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2004-10-10 07:03:14 Economics Interest rate cap and floor LIBOR market model Heath–Jarrow–Morton framework Log-normal distribution Normal distribution Hull–White model Volatility smile Interest rate derivative Mathematical finance Financial economics Finance
24	The Link between Caplet and Swaption Volatilities in a BGM/J Framework: Approximate Solutions and Empirical Evidence Peter J¨ackel∗ Riccardo Rebonato† July 18th , 2002 Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2002-07-18 12:33:40 Economics Swaption Volatility Yield curve LIBOR market model Derivative Swap rate Option Interest rate cap and floor Financial economics Mathematical finance Finance
25	Microsoft Word - Instructions_LCW_July_2014_ENG.docx Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2014-07-01 17:00:12 Financial economics Economics Loans Refinancing Student financial aid Maturity Interest rate cap and floor Amortization schedule Income-Sensitive Repayment Mortgage Finance Banking
26	PRODUCT NOTE IBRD Hedging Products IBRD offers a range of hedging products to help clients manage their financial risks. Using standard risk management techniques, these products can transform the risk Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2013-07-01 18:01:40 World Bank Hedge Currency swap Derivative Interest rate swap Swap International Bank for Reconstruction and Development Floating interest rate Interest rate cap and floor Finance Financial economics Investment
27	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:15 Economics Interest rate cap and floor LIBOR market model Heath–Jarrow–Morton framework Log-normal distribution Normal distribution Hull–White model Volatility smile Interest rate derivative Mathematical finance Financial economics Finance
28	The Link between Caplet and Swaption Volatilities in a BGM/J Framework: Approximate Solutions and Empirical Evidence Peter J¨ackel∗ Riccardo Rebonato† July 18th , 2002 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:13 Economics Swaption Volatility Yield curve LIBOR market model Derivative Swap rate Option Interest rate cap and floor Financial economics Mathematical finance Finance
29	Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives∗ M ASSOUD H EIDARI† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:42 Finance Options Fixed income market Fixed income analysis Yield curve Interest rate cap and floor Implied volatility Swaption Swap rate Financial economics Mathematical finance Statistics
30	Design and Estimation of Quadratic Term Structure Models∗ Markus Leippold† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:41 Economics Options Fixed income market Interest rates Yield curve Expectation hypothesis Interest rate cap and floor Volatility smile Implied volatility Mathematical finance Financial economics Finance

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