What is interest-rate model
What is interest-rate model?
Expert
Interest-rate model is a model for a forward rate and its volatility, both of that are stochastic, this model is termed as a SABR (stochastic, α, β, ρ) model.
Who described the criteria which make a risk measure coherent?
Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp
Explain the main motive behind the experience approach to forecasting?
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What will happen when a bank gives discount interest on a loan?
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In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : How does accounts receivable factoring How does AR (accounts receivable) factoring work? What are the risks and benefits to the two parties involved?
How does AR (accounts receivable) factoring work? What are the risks and benefits to the two parties involved?
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