Risk-Neutral Pricing in Interest Rate Modeling 

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Information on risk-neutral pricing methods used to model interest rate paths.
Interest Rate Derivatives
IR, cross currency pricing models Get C/C++ source code, add-ins.
www.scicomp.com
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A-Z Risk-Neutral Pricing in Interest Rate Modeling Provider Directory
0-9 | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z
C
Binomial Interest Rate Pricing
Modeling interest rate paths and pricing interest rate derivatives off binomial trees. Provided in lecture notes from the University of Illinois.
www.cba.uiuc.edu
E
A Model for Valuing Bonds and Embedded Options
Discussion of basic bond discounting, and advanced pricing of bonds with embedded options. Presented by Andrew Kalotay, George Williams, and Frank Fabozzi.
www.eagletraders.com
H
A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
Presentation of a model to estimate the drift and diffusion of the short rate and the market price of interest rate risk.
www.haas.berkeley.edu
The Stochastic Behavior of Interest Rates
Presentation of a nonlinear, multifactor model of interest rate movements.
www.haas.berkeley.edu
Interest Rate Derivatives
IR, cross currency pricing models Get C/C++ source code, add-ins.
www.scicomp.com
Today's Interest Rates
Search 100s of Bank Rates, CDs, Mortgages, More! Plus Tips, Advice.
www.Bankrate.com
Modeling Rates
Get Modeling Rates Search for Modeling Rates
Ask.com

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Interest Rate Risk and Hedging

Interest rate risks need analysis and management of risks.
Hedge interest rate risk is susceptible to changes in interest rates. Managing interest rate risk is key to keeping your investments working for you. Naturally, this is part of foreign currency risk. The key is to manage the volatility of the market. Portfolios that practice managing interest rate risk can balance a portfolio with fixed income areas, or investors can engage in an interest rate floor contract. Interest rate ... Read more

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