A valuation model which is used to price interest rate options using mean reversion to generate a future interest rate....
An interest rate option model (originally appeared in 1986) which uses short rates in pricing interest rate derivatives such as...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
A multi-factor valuation model which is designed to price interest rate options (broadly interest rate derivatives) and specific credit derivatives...
An interest rate cap in which the successive caplets cover decreasing notional principal amounts. In other words, the notional principal...
A financial instrument (a derivative) whose value is based on the performance of an underlying interest rate. It gives the...
An option on a floor. In other words, a floortion is an option to buy or sell an interest rate...
An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...
An interest rate derivative (specifically, an interest rate option) which allows the holder to receive an interest rate payment during...
An option whose underlying asset is an interest rate (hence called: an interest rate option) or an interest rate swap...
