interest-bearing wealth or savings. The validity of the hypothesis has been challenged by several empirical (ir … a particular pattern of the term structure of interest rates was also forwarded. Growth - general equilibrium - models …

interest-bearing wealth or savings. The validity of the hypothesis has been challenged by several empirical (ir … a particular pattern of the term structure of interest rates was also forwarded. Growth – general equilibrium - models …

interest-bearing wealth or savings. The validity of the hypothesis has been challenged by several empirical (ir … a particular pattern of the term structure of interest rates was also forwarded. Growth – general equilibrium - models …

interest-bearing wealth or savings. The validity of the hypothesis has been challenged by several empirical (ir …

-currency interest rate derivatives under the Hull-White model. In particular, we focus on pricing long-dated foreign exchange (FX …) interest rate hybrids, namely Power Reverse Dual Currency (PRDC) swaps with Bermudan cancelable features. We formulate the …

We present a Graphics Processing Unit (GPU) parallelization of the computation of the price of cross-currency interest … computation of the price of long-dated foreign exchange interest rate hybrids, namely Power Reverse Dual Currency (PRDC) swaps …

The current phase of low interest rates poses major challenges for banks. A continuous decline in the interest result … for banks to generate sufficient income from the interest margin. This is partlydue to the European Central Bank … German banking market and the mostly strong focus of German banks on interest-bearing business are also increasingly becoming …

The current phase of low interest rates poses major challenges for banks. A continuous decline in the interest result … for banks to generate sufficient income from the interest margin. This is partlydue to the European Central Bank … German banking market and the mostly strong focus of German banks on interest-bearing business are also increasingly becoming …