✦ LIBER ✦

Average Interest Rate Caps

✍ Scribed by Terry H.F. Cheuk; Ton C.F. Vorst

Book ID: 110267185
Publisher: Springer US
Year: 1999
Tongue: English
Weight: 78 KB
Volume: 14
Category: Article
ISSN: 1572-9974
DOI: 10.1023/a:1008752006974

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Interest rate compensation and debt: wou

Interest rate compensation and debt: would a cap fit?

✍ Graham Bird 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 430 KB

Pricing American options for interest ra

Pricing American options for interest rate caps and coupon bonds in quantum finance

✍ Belal E. Baaquie; Cui Liang 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 456 KB

American option for interest rate caps and coupon bonds are analyzed in the formalism of quantum finance. Calendar time and future time are discretized to yield a lattice field theory of interest rates that provides an efficient numerical algorithm for evaluating the price of American options. The a

Pricing and hedging interest rate option

Pricing and hedging interest rate options: Evidence from cap–floor markets

✍ Anurag Gupta; Marti G. Subrahmanyam 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 361 KB

Interest Groups Nobble the Cap

✍ Linda Whetstone 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 984 KB

Consumers' interests and the CAP

✍ Pamela Entwistle 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 406 KB

Averaging Options for Capping Total Cost

Averaging Options for Capping Total Costs

✍ Peter Ritchken, L. Sankarasubramanian and Anand M. Vijh 📂 Article 📅 1990 🏛 Financial Management Association International (FM 🌐 English ⚖ 934 KB