Interest Rate Risk Models - Articles - Scientific Research Publishing

The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics (Articles)

Xinrong Cui

Journal of Mathematical Finance Vol.6 No.5，November 24, 2016

DOI: 10.4236/jmf.2016.65061 2,869 Downloads 6,117 Views Citations
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1，January 11, 2016

DOI: 10.4236/am.2016.71001 4,592 Downloads 5,547 Views Citations
The Policy Role in the Stock Markets (Articles)

Moawia Alghalith, Esha Ramlogan, Martin Franklin

Theoretical Economics Letters Vol.2 No.2，May 24, 2012

DOI: 10.4236/tel.2012.22042 4,728 Downloads 8,748 Views Citations
Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation (Articles)

Theodoro Koulis, Alexander Paseka, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33036 3,383 Downloads 5,691 Views Citations
Consistency of Extended Nelson-Siegel Curve Families with the Ho-Lee and Hull and White Short Rate Models (Articles)

Patricia Kisbye, Karem Meier

Journal of Mathematical Finance Vol.7 No.4，November 17, 2017

DOI: 10.4236/jmf.2017.74050 899 Downloads 2,048 Views Citations
Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24075 6,685 Downloads 10,874 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,764 Downloads 2,689 Views Citations
Shadow Banking, Interest Rate Marketization and Bank Risk-Taking: An Empirical Study of the 40 Commercial Banks in China (Articles)

Jing Luo

Journal of Financial Risk Management Vol.6 No.1，March 1, 2017

DOI: 10.4236/jfrm.2017.61003 2,631 Downloads 5,412 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6，December 30, 2022

DOI: 10.4236/ojs.2022.126047 164 Downloads 654 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3，August 16, 2017

DOI: 10.4236/jfrm.2017.63019 1,918 Downloads 4,925 Views Citations
Inference for Interest Rate Models Using Milstein’s Approximation (Articles)

Theodoro Koulis, Aera Thavaneswaran

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31010 3,681 Downloads 7,315 Views Citations
Interest-Rate Modeling Conundrums (Articles)

Peter C. L. Lin

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45030 4,169 Downloads 5,223 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,897 Downloads 7,824 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3，August 24, 2016

DOI: 10.4236/jmf.2016.63032 1,912 Downloads 2,991 Views Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings (Articles)

Thomas Poufinas, Panagiota Tsitsika

Theoretical Economics Letters Vol.8 No.11，August 15, 2018

DOI: 10.4236/tel.2018.811153 1,522 Downloads 6,786 Views Citations
Cyclical Consumption, Real Interest Rate Deviations and Output Gaps in a Large Emerging Economy: Expected and Unexpected Responses under Different Regimes (Articles)

Ricardo Ramalhete Moreira

Modern Economy Vol.15 No.5，May 11, 2024

DOI: 10.4236/me.2024.155025 129 Downloads 487 Views Citations
To an Axiomatic Model of Rate of Growth (Articles)

Václav Studený, Ivan Mezník

Applied Mathematics Vol.4 No.9，September 20, 2013

DOI: 10.4236/am.2013.49179 4,812 Downloads 6,618 Views Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model (Articles)

Hiroaki Hata, Jun Sekine

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A021 4,794 Downloads 8,223 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Estimating the Neutral Real Interest Rate of the Brazilian Economy in the Post-Inflation Period (Articles)

Marivia de Aguiar Nunes, Augusto Mussi Alvim

Modern Economy Vol.14 No.3，March 22, 2023

DOI: 10.4236/me.2023.143016 157 Downloads 785 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36097 5,749 Downloads 8,807 Views Citations

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