PROFITABILITY CALCULATION AND ANALYSIS FOR INTEREST RATE SWAP USING THE HULL WHITE MODEL
The London Inter-Bank Offered Rate (LIBOR) volatility had resulted in higher interest rate risks faced by many big companies and financial institutions whose assets depend on the interest rate. Eventually, there was an appearance of the new financial product development that can be used for hedging,...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2024-05-01
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| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/11153 |
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