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Data for: How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer

Mendeley Data2018-11-07 更新2026-04-09 收录

利率定价

金融衍生品风险分析

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https://data.mendeley.com/datasets/8vmjk3zp8h/1 数据链接链接失效反馈

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资源简介：

Interest Rate Swap Excel Pricing and Risk Workbook with Market Data

应用场景：

创建时间：

2018-11-07

利率定价

金融套利策略

Since October 2008 fixed rates for interest rate swaps with a thirty year maturity have been mostly below treasury rates with the same maturity. Under standard assumptions this implies the existence o

NBER2019-01-01 更新80

Average interest rate by source of funds and type of credit -...

利率定价

小微企业融资

Concept: Average interest rate of credit operations with prefixed interest rates by source of funds and type of credit - microenterprise - earmarked credit - Discount of trade bills Source: Credit Inf

Banco Central do Brasil Open Data Portal50

Average interest rate by source of funds and type of credit -...

微型企业信贷

利率定价

Concept: Average interest rate of credit operations with prefixed interest rates by source of funds and type of credit - microenterprise - earmarked credit - Other financing Source: Credit Information

Banco Central do Brasil Open Data Portal50

Representative APR of car loans by Santander UK 2025, by loan size

汽车产业研究

利率定价

Representative APR of car loans by Santander UK as of July 2025, by loan size

Statista70

Nonparametric Pricing of Interest Rate Derivative Securities

利率定价

非参数波动率建模

We propose a nonparametric estimation procedure for continuous- time stochastic models. Because prices of derivative securities depend crucially on the form of the instantaneous volatility of the unde

NBER1995-11-01 更新50

Data for: How to Price Swaps in Your Head - An Interest Rate Swap &amp; Asset Swap Primer

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Data for: How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer