Interest rate cap and floor

Results: 39



#Item
31Debt / Interest / Renting / Mortgage loan / Economics / Finance / Financial economics / Negative amortization / Interest rate cap and floor / United States housing bubble / Mortgage / Mathematical finance

Interest Rates Expected to Rise in 2014 By: Jamie Parisotto, Loan Officer December 20, 2013

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Source URL: www.greenstonehomes.com

Language: English - Date: 2013-12-20 14:09:33
32Options / Mathematical finance / Interest rates / Swaption / Interest rate cap and floor / Interest rate swap / Derivative / Swap / Constant maturity swap / Financial economics / Finance / Economics

THE RELATIVE VALUATION OF CAPS AND SWAPTIONS: THEORY AND EMPIRICAL EVIDENCE

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Source URL: personal.anderson.ucla.edu

Language: English - Date: 2004-06-29 15:00:39
33Statistics / Stochastic volatility / Interest rate cap and floor / Black–Scholes / Heath–Jarrow–Morton framework / Fabio Mercurio / Forward measure / LIBOR market model / Hull–White model / Mathematical finance / Financial economics / Finance

PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI

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Source URL: www.fabiomercurio.it

Language: English - Date: 2005-11-22 10:42:20
34Economics / Options / Investment / Interest rate cap and floor / Interest rate swap / Swaption / Binomial options pricing model / Swap / Black–Scholes / Financial economics / Finance / Mathematical finance

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Source URL: pages.stern.nyu.edu

Language: English - Date: 2003-09-08 12:43:05
35Finance / Economics / Black–Derman–Toy model / Volatility / Yield curve / Interest rate cap and floor / Heath–Jarrow–Morton framework / BDT / Vasicek model / Mathematical finance / Fixed income analysis / Financial economics

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Source URL: belkcollegeofbusiness.uncc.edu

Language: English - Date: 2009-09-25 09:44:59
36Interest rate cap and floor / Swaption / Vehicle Identification Number

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Source URL: www.wilmott.com

Language: English - Date: 2005-01-18 11:58:00
37Finance / Investment / Implied volatility / Stochastic volatility / Local volatility / Volatility / Foreign-exchange option / Black–Scholes / Interest rate cap and floor / Financial economics / Mathematical finance / Options

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Source URL: www.math.columbia.edu

Language: English - Date: 2002-11-25 08:03:00
38Options / Mathematical finance / Interest rates / Investment / Swaption / Interest rate swap / Interest rate cap and floor / Derivative / Interest rate derivative / Financial economics / Finance / Economics

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Source URL: www.bus.lsu.edu

Language: English - Date: 2008-08-15 14:54:44
39Options / Implied volatility / Volatility smile / Black–Scholes / Foreign-exchange option / Model risk / Interest rate cap and floor / Financial risk / Volatility / Financial economics / Mathematical finance / Finance

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Source URL: www.imes.boj.or.jp

Language: English - Date: 2000-12-18 20:03:54
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