✦ LIBER ✦

Managing the risk of loan prepayments and the optimal structure of short term lending rates

✍ Scribed by Bryan Stanhouse; Duane Stock

Publisher: Springer
Year: 2007
Tongue: English
Weight: 397 KB
Volume: 4
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-007-0075-1

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal portfolio strategies with a liab

Optimal portfolio strategies with a liability and random risk: The case of different lending and borrowing rates

✍ Zhaojun Yang; Lihong Huang 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 198 KB

Credit Risk and the Term Structure of Le

Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach

✍ Brent W. Ambrose; Yildiray Yildirim 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 577 KB

Interest rate risk of German financial i

Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure

✍ Marc-Gregor Czaja; Hendrik Scholz; Marco Wilkens 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 367 KB

Short-Term Assessment of Risk and Treata

Short-Term Assessment of Risk and Treatability (START): the case for a new structured professional judgment scheme

✍ Christopher D. Webster; Tonia L. Nicholls; Mary-Lou Martin; Sarah L. Desmarais; 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB 👁 1 views

## Abstract The Short‐Term Assessment of Risk and Treatability (START) is a new structured professional judgment scheme intended to inform multiple risk domains relevant to everyday psychiatric clinical practice (e.g. risk to others, suicide, self‐harm, self‐neglect, substance abuse, unauthorized l

084040 (E51, E10) Some remarks on modell

084040 (E51, E10) Some remarks on modelling the term structure of interest rates : Franke G. The Geneva papers on risk and insurance theory 21, 29–33 (1996)

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 89 KB

084041 (E51,E10) The term structure of i

084041 (E51,E10) The term structure of interest rates: Alternative approaches and their implications for the valuation of contingent claims : Subrahmanyam M.G., The Geneva papers on risk and insurance theory 21 7–28 (1996)

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 176 KB

4 bstracts and Reviews 267 concept of linear stochastic dominance is sufficient to generate the desired result. These results are linked to existing sufficient conditions in the one safe-one risky asset model, as the condition of strong increase in risk or the monotone likelihood ratio order. They a