Results 301 to 310 of about 1,430,771 (388)
Laparoscopic Excision of a Psoas Epidermoid Cyst: A Report of a Rare Case. [PDF]
CureusDar FM, Hakobyan S, Bhatti AI, Dar MA.
europepmc +1 more source
Local Relaxation Phenomena in Epoxy Resins in the Temperature Range from -150 °C to +150 °C. [PDF]
Polymers (Basel)Lomovskoy VA +4 more
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Pricing Interest-Rate-Derivative Securities
Review of Financial Studies, 1990This article shows that the one-state-variableinterest-rate models of Vasicek (1977) and Cox,Ingersoll, and Ross (1985b) can be extended sothat they are consistent with both the current termstructure of interest rates and either the currentvolatilities of all spot interest rates or the currentvolatilities of all forward interest rates.
Hull, John, White, Alan
openaire +3 more sources
Interest Rate Derivative Securities
2013This chapter is devoted to interest rate derivatives. Interest rate derivatives are financial products derived from interest rates. There are various interest rates that will be mentioned in this chapter. Here we first give the meaning of each interest rate and derive some relations among them.
You-lan Zhu +3 more
openaire +2 more sources
Hedge commitments and agency costs of debt: evidence from interest rate protection covenants and accounting conservatism [PDF]
Review of accounting studies, 2012 We provide large sample evidence that credible hedge commitments reduce the agency costs of debt and that accounting conservatism enhances hedge commitments.
Anne Beatty, R. Petacchi, Haiwen Zhang
semanticscholar +4 more sources
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
2020
Interest rate derivatives belong to the most actively traded derivative instruments both on the OTC and on the organized exchange markets. In this chapter, we are going to explain how to build zero coupon curves given various interest rate quotations and how to use the curves to value the basic interest rate derivative contracts.
openaire +1 more source
Interest rate derivatives belong to the most actively traded derivative instruments both on the OTC and on the organized exchange markets. In this chapter, we are going to explain how to build zero coupon curves given various interest rate quotations and how to use the curves to value the basic interest rate derivative contracts.
openaire +1 more source
How Do Firms Manage Their Interest Rate Exposure?
, 2019This paper aims to identify how non-financial firms manage their interest rate (IR) exposure. IR risk is complex, as it comprises the unequal cash flow and fair value risk. The paper is able to separate both risk types and investigate empirically how the
Andreas Hecht
semanticscholar +1 more source