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Excel Pricing Workbook: How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer

NIAID Data Ecosystem2026-03-10 收录

利率定价

金融衍生品风险分析

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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：

2018-11-13

利率定价

住房抵押贷款风险

A model is developed and utilized in this paper to value a life of loan interest rate cap on an ARM that reprices monthly. The value of the cap is seen to depend importantly on both the slope of the t

NBER1984-12-01 更新110

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

汽车产业研究

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

Statista70

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

Negative Swap Spreads and Limited Arbitrage

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

Excel Pricing Workbook: How to Price Swaps in Your Head - An Interest Rate Swap & Asset Swap Primer

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