Results 91 to 100 of about 8,982,366 (358)
Call option on the maximum of the interest rate in the one factor affine model [PDF]
arXiv, 2013 We determine an explicit formula for the Laplace transform of the price of an option on a maximal interest rate when the instantaneous rate satisfies Cox-Ingersoll-Ross's model. This generalizes considerably one result of Leblanc-Scaillet.
arxiv
Molecular Oncology, EarlyView.The authors analyzed the spatial distributions of gene and metabolite profiles in cervical cancer through spatial transcriptomic and spatially resolved metabolomic techniques. Pivotal genes and metabolites within these cases were then identified and validated.
Lixiu Xu +3 more
wiley +1 more source
Pricing Interest Rate Exotics in Multi-Factor Gaussian Interest Rate Models [PDF]
For many interest rate exotic options, for example options on the slope of the yield curve or American featured options, a one factor assumption for term structure evolution is inappropriate.
Chris Strickland, Les Clewlow
core
Pengaruh Interest Rate, Investor Sentiment, Financial Distress Terhadap Stock Return [PDF]
, 2020 The purpose of this research is to know the effect of interest rate, investor sentiment, and financial distress of stock return on manufacturing company listed on the Indonesia Stock Exchange from 2014-2017. The sampling method used in this research used
Wijaya, H. (Henryanto)
core
Empirical Research on Rate of Return, Interest Rate and Mudharabah Deposit
SHS Web of Conferences, 2017 The objective of this study is to analyze the effects of interest rate and the rate of return on mudharabah deposits in Islamic banks. Using data covering the period from January 2012 to September 2015, the study applies the regression analysis to ...
Meutia Relasari Inten, Soediro Achmad
doaj +1 more source
Numerical and analytical methods for bond pricing in short rate convergence models of interest rates [PDF]
arXiv, 2016 In this survey paper we discuss recent advances on short interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest rate (also called short rate) or a system of such equations in case the short rate is assumed to depend also on other stochastic factors.
arxiv
Molecular Oncology, EarlyView.The authors applied joint/mixed models that predict mortality of trifluridine/tipiracil‐treated metastatic colorectal cancer patients based on circulating tumor DNA (ctDNA) trajectories. Patients at high risk of death could be spared aggressive therapy with the prospect of a higher quality of life in their remaining lifetime, whereas patients with a ...
Matthias Unseld +7 more
wiley +1 more source
Impact of bank competition on the interest rate pass-through in the euro area [PDF]
This paper analyses the impact of loan market competition on the interest rates applied by euro area banks to loans and deposits during the 1994-2004 period, using a novel measure of competition called the Boone indicator.
A.A.R.J.M. Rixtel +3 more
core
Continuous Time Models of Interest Rate: Testing Peso-Dollar Exchange Rate
Economía Teoría y Práctica, 2011 Como una extensión del artículo de Núñez, De la Cruz y Ortega (2007), diferentes modelos paramétricos con saltos son probados con la metodología desarrollada por Ait-Sahalia y Peng (2006), basados en la función de transición.
José Antonio Núñez, Elizabeth Ortega
doaj +2 more sources
Interest Rates and Inflation [PDF]
arXiv, 2016 This article is an extension of the work of one of us (Coopersmith, 2011) in deriving the relationship between certain interest rates and the inflation rate of a two component economic system. We use the well-known Fisher relation between the difference of the nominal interest rate and its inflation adjusted value to eliminate the inflation rate and ...
arxiv