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Interest rate cap and floor
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1	An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2010-11-16 03:17:42 Mathematical finance Options Swaption Interest rate derivative LIBOR market model Interest rate swap Interest rate cap and floor Volatility Swap Derivative Range accrual Implied volatility
2	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
3	PRODUCT NOTE IBRD offers a range of hedging products to help clients manage their financial risks. Using standard risk management techniques, these products can transform the risk characteristics of a borrower’s Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2015-05-14 10:50:23 World Bank Hedge Currency swap Derivative Interest rate swap Swap International Bank for Reconstruction and Development Floating interest rate Interest rate cap and floor Finance Financial economics Investment
4	MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Investment Interest rate cap and floor Swaption LIBOR market model Interest rate derivative Implied volatility Calibrated geometry Volatility Mathematical finance Financial economics Finance
5	HONG KONG INSTITUTE FOR MONETARY RESEARCH A COMPARISON OF US AND HONG KONG CAP-FLOOR VOLATILITY DYNAMICS Paul McNelis and Salih Neftci Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 23:23:22 Currency Interest rate cap and floor Implied volatility Hong Kong dollar Hong Kong Monetary Authority Volatility Hong Kong Swaption Yield curve Mathematical finance Financial economics Finance
6	Interest Rate Collar[removed]PDF Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2015-02-09 22:16:18 Banking Interest rates Mathematical finance Interest rate cap and floor Collar Westpac Interest Swap Capitalization rate Finance Financial economics Economics
7	Interest Rate Cap[removed]PDF Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2015-02-09 22:16:18 Banking Interest rates Mathematical finance Interest rate cap and floor Westpac Floating interest rate Interest Swap Derivative Finance Financial economics Economics
8	Interest Rate Floor[removed]PDF Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2014-08-22 19:27:50 Interest rates Banking Mathematical finance Westpac Interest rate cap and floor Interest Notional amount Swap Floating interest rate Financial economics Finance Economics
9	One-Month LIBOR Derivatives Add to Reading List Source URL: research.stlouisfed.org Language: English - Date: 2009-07-06 13:57:42 Interest rates Banking Financial markets Libor United States housing bubble Futures contract Interest rate future Financial future Interest rate cap and floor Financial economics Finance Investment
10	Microsoft Word - Instructions_LCW_December_2014_ENG.docx Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2014-12-19 16:10:24 Financial economics Economics Loans Refinancing Student financial aid Maturity Interest rate cap and floor Amortization schedule Income-Sensitive Repayment Mortgage Finance Banking