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- Interest_rate_derivative abstract "An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a notional amount of money at a given interest rate. These structures are popular for investors with customized cashflow needs or specific views on the interest rate movements (such as volatility movements or simple directional movements) and are therefore usually traded OTC; see financial engineering.The interest rate derivatives market is the largest derivatives market in the world. The Bank for International Settlements estimates that the notional amount outstanding in June 2012 were US$494 trillion for OTC interest rate contracts, and US$342 trillion for OTC interest rate swaps. According to the International Swaps and Derivatives Association, 80% of the world's top 500 companies as of April 2003 used interest rate derivatives to control their cashflows. This compares with 75% for foreign exchange options, 25% for commodity options and 10% for stock options.Modeling of interest rate derivatives is usually done on a time-dependent multi-dimensional Lattice ("tree") built for the underlying risk drivers, usually domestic or foreign short rates and foreign exchange market rates, and incorporating delivery- and day count conventions; see Short-rate model. Specialised simulation models are also often used.".
- Interest_rate_derivative wikiPageExternalLink www.andersen-piterbarg-book.com.
- Interest_rate_derivative wikiPageExternalLink basic-fixed-income-derivative-hedging.php.
- Interest_rate_derivative wikiPageExternalLink rate-steepeners-rise.
- Interest_rate_derivative wikiPageID "502094".
- Interest_rate_derivative wikiPageLength "7670".
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- Interest_rate_derivative wikiPageRevisionID "672837661".
- Interest_rate_derivative wikiPageWikiLink Bank_for_International_Settlements.
- Interest_rate_derivative wikiPageWikiLink Bermudan_option.
- Interest_rate_derivative wikiPageWikiLink Bond_(finance).
- Interest_rate_derivative wikiPageWikiLink Bond_option.
- Interest_rate_derivative wikiPageWikiLink Callable_bond.
- Interest_rate_derivative wikiPageWikiLink Category:Derivatives_(finance).
- Interest_rate_derivative wikiPageWikiLink Collateralized_mortgage_obligation.
- Interest_rate_derivative wikiPageWikiLink Commodity.
- Interest_rate_derivative wikiPageWikiLink Constant_maturity_swap.
- Interest_rate_derivative wikiPageWikiLink Cross_currency_swap.
- Interest_rate_derivative wikiPageWikiLink Day_count_convention.
- Interest_rate_derivative wikiPageWikiLink Derivative_(finance).
- Interest_rate_derivative wikiPageWikiLink Derivatives_market.
- Interest_rate_derivative wikiPageWikiLink Dimension.
- Interest_rate_derivative wikiPageWikiLink Exotic_derivative.
- Interest_rate_derivative wikiPageWikiLink Exotic_derivatives.
- Interest_rate_derivative wikiPageWikiLink Financial_engineering.
- Interest_rate_derivative wikiPageWikiLink Financial_modeling.
- Interest_rate_derivative wikiPageWikiLink Foreign_exchange_market.
- Interest_rate_derivative wikiPageWikiLink Foreign_exchange_option.
- Interest_rate_derivative wikiPageWikiLink Forward_rate_agreement.
- Interest_rate_derivative wikiPageWikiLink In-arrears.
- Interest_rate_derivative wikiPageWikiLink Interest_rate.
- Interest_rate_derivative wikiPageWikiLink Interest_rate_cap.
- Interest_rate_derivative wikiPageWikiLink Interest_rate_cap_and_floor.
- Interest_rate_derivative wikiPageWikiLink Interest_rate_future.
- Interest_rate_derivative wikiPageWikiLink Interest_rate_swap.
- Interest_rate_derivative wikiPageWikiLink International_Swaps_and_Derivatives_Association.
- Interest_rate_derivative wikiPageWikiLink Inverse_floating_rate_note.
- Interest_rate_derivative wikiPageWikiLink Lattice_model_(finance).
- Interest_rate_derivative wikiPageWikiLink Libor.
- Interest_rate_derivative wikiPageWikiLink London_Interbank_Offered_Rate.
- Interest_rate_derivative wikiPageWikiLink Market_liquidity.
- Interest_rate_derivative wikiPageWikiLink Mathematical_finance.
- Interest_rate_derivative wikiPageWikiLink Money.
- Interest_rate_derivative wikiPageWikiLink Money_market.
- Interest_rate_derivative wikiPageWikiLink Monte_Carlo_methods_for_option_pricing.
- Interest_rate_derivative wikiPageWikiLink Multi-dimensional.
- Interest_rate_derivative wikiPageWikiLink Note_(finance).
- Interest_rate_derivative wikiPageWikiLink Notional_amount.
- Interest_rate_derivative wikiPageWikiLink Option_(finance).
- Interest_rate_derivative wikiPageWikiLink Option_style.
- Interest_rate_derivative wikiPageWikiLink Over-the-counter_(finance).
- Interest_rate_derivative wikiPageWikiLink Power_reverse_dual-currency_note.
- Interest_rate_derivative wikiPageWikiLink Power_reverse_dual_currency_note.
- Interest_rate_derivative wikiPageWikiLink Range_accrual.
- Interest_rate_derivative wikiPageWikiLink Short-rate_model.
- Interest_rate_derivative wikiPageWikiLink Short_rate.
- Interest_rate_derivative wikiPageWikiLink Stock_option.
- Interest_rate_derivative wikiPageWikiLink Strip_(finance).
- Interest_rate_derivative wikiPageWikiLink Swaption.
- Interest_rate_derivative wikiPageWikiLink Target_redemption_note.
- Interest_rate_derivative wikiPageWikiLink Underlying.
- Interest_rate_derivative wikiPageWikiLink Vanilla_option.
- Interest_rate_derivative wikiPageWikiLink Volatility_(finance).
- Interest_rate_derivative wikiPageWikiLink Yield_(finance).
- Interest_rate_derivative wikiPageWikiLink Zero-coupon_bond.
- Interest_rate_derivative wikiPageWikiLinkText "Interest rate derivative".
- Interest_rate_derivative wikiPageWikiLinkText "Interest rate derivative# Exotic derivatives".
- Interest_rate_derivative wikiPageWikiLinkText "Interest rate".
- Interest_rate_derivative wikiPageWikiLinkText "Interest_rate_derivative#Exotic_derivatives".
- Interest_rate_derivative wikiPageWikiLinkText "Snowball (finance)".
- Interest_rate_derivative wikiPageWikiLinkText "interest rate contracts".
- Interest_rate_derivative wikiPageWikiLinkText "interest rate derivative".
- Interest_rate_derivative wikiPageWikiLinkText "interest rate options".
- Interest_rate_derivative wikiPageWikiLinkText "interest rate-".
- Interest_rate_derivative wikiPageWikiLinkText "interest rates".
- Interest_rate_derivative wikiPageWikiLinkText "more exotic interest rate derivatives".
- Interest_rate_derivative wikiPageWikiLinkText "others".
- Interest_rate_derivative hasPhotoCollection Interest_rate_derivative.
- Interest_rate_derivative wikiPageUsesTemplate Template:Citation_needed.
- Interest_rate_derivative wikiPageUsesTemplate Template:Cite_book.
- Interest_rate_derivative wikiPageUsesTemplate Template:Derivatives_market.
- Interest_rate_derivative wikiPageUsesTemplate Template:Reflist.
- Interest_rate_derivative wikiPageUsesTemplate Template:Use_dmy_dates.
- Interest_rate_derivative subject Category:Derivatives_(finance).
- Interest_rate_derivative hypernym Right.
- Interest_rate_derivative type Article.
- Interest_rate_derivative type River.
- Interest_rate_derivative type Article.
- Interest_rate_derivative type Market.
- Interest_rate_derivative comment "An interest rate derivative is a derivative where the underlying asset is the right to pay or receive a notional amount of money at a given interest rate. These structures are popular for investors with customized cashflow needs or specific views on the interest rate movements (such as volatility movements or simple directional movements) and are therefore usually traded OTC; see financial engineering.The interest rate derivatives market is the largest derivatives market in the world.".
- Interest_rate_derivative label "Interest rate derivative".
- Interest_rate_derivative sameAs Zinsderivat.
- Interest_rate_derivative sameAs Option_sur_taux.
- Interest_rate_derivative sameAs m.02h_6r.
- Interest_rate_derivative sameAs Q205180.
- Interest_rate_derivative sameAs Q205180.
- Interest_rate_derivative wasDerivedFrom Interest_rate_derivative?oldid=672837661.
- Interest_rate_derivative isPrimaryTopicOf Interest_rate_derivative.