interest rate derivative
noun[C]
FINANCEukusafinancialproductthat gives therighttopayorreceiveanamountofmoneyat afuturetime,basedon aparticularinterestrate:
Many of the world'stopcompaniesuseinterestratederivativestocontroltheircashflow.
Examplesofinterest rate derivative
interest rate derivative
It is a particular type ofinterestratederivative.
From
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Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.His research focuses on derivatives pricing and interest rate derivatives in particular.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.The model can be used in the valuation of interest rate derivatives.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.It can be used in the valuation of interest rate derivatives.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
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This example is from Wikipedia and may be reused under a CC BY-SA license.Additionally, various short rate models have been developed for the valuation of interest rate derivatives, bond options and swaptions.
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This example is from Wikipedia and may be reused under a CC BY-SA license.The interest rate derivatives market is the largest derivatives market in the world.
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This example is from Wikipedia and may be reused under a CC BY-SA license.Virtually any pay-off function and asset class (from interest rate derivatives to equity-linked notes) can be described using a simple algebraic language.
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This example is from Wikipedia and may be reused under a CC BY-SA license.Using the calibrated lattice one can then value a variety of more complex interest-rate sensitive securities and interest rate derivatives.
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Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.This calibration, and subsequent valuation of bond options, swaptions and other interest rate derivatives, is typically performed via a binomial lattice based model.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.The martingale pricing approach is a cornerstone of modern quantitative finance and can be applied to a variety of derivatives contracts, e.g. options, futures, interest rate derivatives, credit derivatives, etc.
FromThis example is from Wikipedia and may be reused under a CC BY-SA license.
Wikipedia
This example is from Wikipedia and may be reused under a CC BY-SA license.These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
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