Interest Guarantees in Banking

DOI10.1080/13504860500117552zbMath1134.91454OpenAlexW2008549926MaRDI QIDQ3375371

Ragnar Norberg

Publication date: 8 March 2006

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860500117552

zbMATH Keywords

closed form solutionsstochastic interestloansnominal interest ratediffusion interest modelMarkov chain interest model

Mathematics Subject Classification ID

Related Items (1)

Ragnar Norberg (1945–2017): an actuary of a unique kind

Cites Work

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• Pricing rate of return guarantees in a Heath-Jarrow-Morton framework
• The Markov Chain Market
• VASIČEK BEYOND THE NORMAL

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