A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives

2009 ◽  
Author(s):  
Duy Minh Dang ◽  
Christina Christara ◽  
Kenneth R. Jackson ◽  
Asif Lakhany
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Pricing Framework

A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives with Target Redemption Features

2010 ◽  
Author(s):  
Christina C. Christara ◽  
Duy Minh Dang ◽  
Kenneth R. Jackson ◽  
Asif Lakhany ◽  
Theodore E. Simos ◽  
...  
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Pricing Framework

scholarly journals A PDE pricing framework for cross-currency interest rate derivatives

2010 ◽  
Vol 1 (1) ◽  
pp. 2371-2380 ◽  
Author(s):  
Duy Minh Dang ◽  
Christina C. Christara ◽  
Kenneth R. Jackson ◽  
Asif Lakhany
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Pricing Framework

Board Composition and Corporate Investment in Interest Rate Derivatives

2001 ◽  
Author(s):  
Kenneth A. Borokhovich ◽  
Kelly R. Brunarski ◽  
Claire E. Crutchley ◽  
Betty J. Simkins
Keyword(s):  
Interest Rate ◽  
Corporate Investment ◽  
Board Composition ◽  
Interest Rate Derivatives
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