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Interest Rate Conversion [PDF]
Spreadsheets in Education, 2014 The topic of interest rate conversion is part of the time value concepts covered in introductory finance courses. It is about establishing the equivalence of interest rates over different intra-year periods in compound interest settings.
Yi Feng, Clarence C. Y. Kwan
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Calibration of the chaotic interest rate model [PDF]
, 2012 In this thesis we establish a relationship between the Potential Approach to interest rates and the Market Models. This relationship allows us to derive the dynamics of forward LIBOR rates and forward swap rates by modelling the state price density.
Tsujimoto, Tsunehiro
core +2 more sources
Journal of Risk and Financial Management, 2020 Negative interest rates are an invention of monetary authorities to show that monetary activism does not have boundaries, i.e., as if there is no such thing as a liquidity trap. Their presence in the financial landscape has redefined the benefits to savers and to investors.
Khoury, Sarkis Joseph, Pal, Poorna C.
openaire +2 more sources
Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons [PDF]
Финансовый журналIn recent years, amid the tightening of the monetary policy, floating-rate sovereign bonds (OFZ-PK) have come to play a significant role in the Russian bond market.
Mikhail S. Makushkin
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EXCHANGE RATE AND INTEREST RATE DIFFERENTIAL IN G7 ECONOMIES
Buletin Ekonomi Moneter dan Perbankan, 2019 We offer new insights on the dynamics of the exchange rate–interest rate differential for the case of G7 economies. We show that the nexus is better considered using an asymmetric model, as suggested by a host of previous studies.
Peter Golit +4 more
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Deep Interest Context Network for Click-Through Rate
Applied Sciences, 2022 In recent years, the proposed Deep Interest Network (DIN), Deep Interest Evolution Network (DIEN) and Deep Session Interest Network (DSIN) have further developed click-through rate prediction models.
Mingting Yu +3 more
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CVaR Hedging under Stochastic Interest Rate
Frontiers in Applied Mathematics and Statistics, 2015 In this paper we assess the partial hedging problems by formulating hedging strategies that minimize conditional value-at-risk (CVaR) of the portfolio loss under stochastic interest rate environment.
Angela eTsao +2 more
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Does Inflationary Dynamics Impact on Nigeria’s Economic Growth?
Ianna Journal of Interdisciplinary Studies, 2023 Background: High inflation rate is one of the economic problems facing Nigeria. As the government is unable to provide a long-term solution to this issue, inflation in the economy is inevitable.
Paul Abdullahi Hassan +3 more
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Inflation and the rate of interest
PSL Quarterly Review, 2013 Henry Thornton was the originator of two theories about the connection between inflation and the rate of interest dating back to the early 19th century and which are still discussed today.
F.A. LUTZ
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Interest rate stepping: Theory and evidence
Journal of Economic and Financial Sciences, 2007 A stylised fact of monetary policymaking is that central banks do not immediately respond to new information but seem instead to prefer to wait until sufficient ‘evidence’ to warrant a change has accumulated.
Sylvester Eijffinger +2 more
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