Results 231 to 240 of about 4,511 (256)

Interest Rate Swaps

2022
exaly  

Interest Rate Swap

2008
openaire   +1 more source

Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching

Operations Research Letters, 2013
Yang Shen, Tak Kuen Siu
exaly  

Interest Rate Swaps

2009
openaire   +1 more source

An empirical examination of basic valuation models for plain vanilla U.S. interest rate swaps

Journal of Financial Economics, 1997
Bernadette A Minton
exaly  

Interest Rate Swaps: Stylized Facts and Behavioral Dynamics

Journal of Economic Issues
Tanweer Akram
exaly  

A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate

Computers and Mathematics With Applications, 2018
Song-Ping Zhu, Xin-Jiang He
exaly  

Interest rate swaps and corporate default

Journal of Economic Dynamics and Control, 2018
exaly  

Interest Rate Swaps

openaire   +1 more source

Factorization of interest rate swap variation

2008
ANGUISH KEITH A, CUTINHO SUNIL, GLINBERG DMITRIY, IYER SUNEEL, MICHAELS DALE, PATEL KETAN B   +5 more
openaire   +2 more sources