نتایج جستجو برای: interest rate
تعداد نتایج: 1259570 فیلتر نتایج به سال:
Long-term interest rates have been falling globally since the early 1980s and reached historically low levels. Past forecasts largely missed this secular decline. This paper reviews methodologies for making long-term rate projections. We synthesize results from studies that use long historical series cross-country data to estimate trend decompose it into components. then construct a set of econ...
This paper surveys the main concepts and techniques of recent developments in the modeling of the term structure of interest rates that are used in the risk management and valuation of interest-rate-dependent cash flows. These developments extend the concepts of immunization and matching to a stochastic interest rate environment. Such cash flows include the cash flows on assets such as bonds an...
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