Results 251 to 260 of about 4,256,497 (306)
Some of the next articles are maybe not open access.
Interest Rate Derivatives: Interest Rate Models
2004Abstract There are many examples of interest rate derivatives that are actively traded in over-the counter markets and in organized exchanges. Caps, floors, Treasury bond options, Treasury bond futures options, Eurodollar futures options, and swaptions are just some examples of this important class of derivatives in financial markets.
Thomas S Y Ho, Sang Bin Lee
openaire +1 more source
Interest Rates and Interest Rate Derivatives
2010The interest rate derivatives market is the largest derivatives market in the world. Mostly traded OTC, the interest rate securities are extremely popular especially among large institutional investors. Thus, the valuation of these instruments has been a major challenge of both practitioners and academics.
Jürgen Franke +2 more
openaire +1 more source
Interesting BRL Interest Rates
2016Now, let’s keep it simple at first. We’ll start with a nice curve, almost flat, as seen in 01-Aug-2011 and shown in Figure 39.
Marcos C. S. Carreira +1 more
openaire +1 more source
Natural Interest Rate and Money Interest Rates
The Economists’ Voice, 2020Abstract The long lasting period of declining interest rates raises the question, whether the latter result from a savings glut, from a money glut, or from both. Moreover, it renewed the old question how the natural interest rate should be sensibly defined, and if it could ever fall below the growth rate, thereby causing dynamic ...
openaire +1 more source
Interest Rates 6: Role of Interest Rates
SSRN Electronic Journal, 2014This is the sixth in a series of seven papers on interest rates and it covers the various roles of interest rates: primary tool of monetary policy, bridge between present and future consumption, advancing consumption / investment with debt, interest rates’ inverse relationship with asset prices and the wealth effect, the role of interest rates in ...
openaire +1 more source
Econometrica, 1951
FOR what purpose do the banks use their powers to influence the interest rates? In reality policy is imposed upon them by monetary authorities, but we are conducting the argument on the assumption that they are operating according to certain rules without specifying the manner in which they are compelled to do so ...
openaire +1 more source
FOR what purpose do the banks use their powers to influence the interest rates? In reality policy is imposed upon them by monetary authorities, but we are conducting the argument on the assumption that they are operating according to certain rules without specifying the manner in which they are compelled to do so ...
openaire +1 more source
Interest Rates 1: What are Interest Rates?
SSRN Electronic Journal, 2014This is the first in a series of seven papers on interest rates and it covers the basic terms and information required for a fuller understanding of the significance of interest rates: the instruments that interest rates apply to, the bank interest margin which plays an important transmission role in monetary policy, time value of money, types ...
openaire +1 more source
Interest Rates 3: Composition of Interest Rates
SSRN Electronic Journal, 2014This is the third in a series of seven papers on interest rates and it covers the yield curve, the literature on the composition of interest rates, an alternative analysis of composition of interest rates, the literature on the risk-free rate, an alternative view of the risk-free rate, and an analysis of the relationship of interest rates.
openaire +1 more source
Interest Rates 2: Relationship of Interest Rates
SSRN Electronic Journal, 2014This is the second in a series of seven papers on interest rates and it covers the relationship between the policy interest rate and the banks’ prime lending rate; the many, but related, interest rates on debt and deposits; the interbank market interest rates; and the relationship of money market interest rates.
openaire +1 more source
2019
Abstract This chapter examines the interest rates applied to international arbitral awards. In the context of an arbitral award, an interest rate means the rate at which interest accrues on the amounts granted in the award. The chapter then describes the traditional approaches to determining interest rate in international arbitration and
openaire +1 more source
Abstract This chapter examines the interest rates applied to international arbitral awards. In the context of an arbitral award, an interest rate means the rate at which interest accrues on the amounts granted in the award. The chapter then describes the traditional approaches to determining interest rate in international arbitration and
openaire +1 more source