Interest Rates/Derivatives

Content type

Practice Areas

Publication Types

Content type	Date Sort ascending	Title	Tags
ERM Resource	29/07/2015	Pricing and Hedging Guaranteed Annuity Options via Static Option Replication	Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques
ERM Resource	29/07/2015	Interest rate risk factors in the Australian bond market	Case Studies Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques
ERM Resource	29/07/2015	Pricing rate of return guarantees in a heath Jarrow Morton framework	Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques
ERM Resource	29/07/2015	Interest Rate Risk Modelling	Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques
ERM Resource	29/07/2015	Efficient methods for valuing interest rate derivatives	Interest Rate Risk Interest Rates/Derivatives Risk Management Tools and Techniques