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  • Search: subject:"term to maturity"
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Year of publication
Subject
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Call Feature 2 Callable Eurobonds 2 Eurobond 2 Geometric Brownian Motion 2 Negative Exponential 2 Option pricing theory 2 Option trading 2 Optionsgeschäft 2 Optionspreistheorie 2 Poisson Distribution 2 Refinancing Strategy 2 Stochastic Calculus 2 Stochastic process 2 Stochastischer Prozess 2 Term to Maturity 2 Basel iii 1 Laplace transform 1 Volterra integral equation 1 asset liability management (ALM) 1 balance 1 bank 1 credit turnover 1 debit turnover 1 dynamics 1 early warning indicator 1 liquidity 1 money conservation law 1 retail 1 rollover rate 1 term to maturity 1 time deposit 1
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Online availability
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Free 1 Undetermined 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 2 Undetermined 1
Author
All
Hooper, Vincent J. 2 Pointon, John 2 Voloshyn, Ihor 1
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Inventi impact: microfinance & banking 1 Journal of mathematical finance 1 MPRA Paper 1
Source
All
ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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A valuation model for callable eurobonds
Hooper, Vincent J.; Pointon, John - In: Inventi impact: microfinance & banking (2020) 1, pp. 43-50
Persistent link: https://www.econbiz.de/10012653615
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Cover Image
A valuation model for callable eurobonds
Hooper, Vincent J.; Pointon, John - In: Journal of mathematical finance 9 (2019) 3, pp. 394-401
Persistent link: https://www.econbiz.de/10012210334
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Cover Image
An unobvious dynamics of rolled over time banking deposits under a shift in depositors’ preferences: whether a decrease of weighted average maturity of deposits is indeed an early warning liquidity indicator?
Voloshyn, Ihor - Volkswirtschaftliche Fakultät, … - 2014
A continuous-time deterministic model for analytical simulation of an impact of changes in credit turnover, term to … maturity structure and rollover rate on balances of time banking deposits, i.e., preferences of depositors, is developed. The …
Persistent link: https://www.econbiz.de/10011110426
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