Managing the risk of loan prepayments and the optimal structure of short term lending rates

DOI10.1007/s10436-007-0075-1zbMath1233.91121OpenAlexW1983357289WikidataQ126261408 ScholiaQ126261408MaRDI QIDQ665813

Duane Stock, Bryan Stanhouse

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-007-0075-1

zbMATH Keywords

interest rate riskloansprepayment

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

Related Items

Financing policies via stochastic control: a dynamic programming approach

Cites Work

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