Until February 2012, she was an interest rate options
trader at State Street Bank.
In line with the findings of Ritchken and Sankarasubramanian (1999) our results show, first, that interest rate options
prices are quite sensitive to the elasticity parameter in the volatility structure.
Applications for some of the models are given for regular bonds, Treasury futures and Eurodollar futures, bond options and callable bonds, forward rate agreement, interest rate options
, swaps, swaptions, mortgage securities, and default- prone corporate bonds.
Treasury note contract -- one of CME Group's most active interest rate options
We base our approach in large part on the hypothesis that the hedging transactions of interest rate options
dealers generate systematic trading flows in the underlying fixed-income markets following a shock to interest rates.
The initial lineup of lenders participating in the Loan Center offers a range of loan and interest rate options
IFC offers fixed and floating interest rate options
that are not readilty available in the local market
Over the next 18 years he did pioneering work in derivatives and developed the Black-Derman-Toy interest rate options
Monthly interest rate options
are also available on all three products.
America is clearly willing to deploy hi-tech novel approaches, while Europe and emerging markets have more prosaic, traditional interest rate options
However, interest rate options
experienced a 21 percent decline at the same time.
We are offering two very attractive interest rate options
on these loans with flexible repayment tenures, fast approvals and a simple process," said NBK-Jordan general manager Jabra Ghandour.