English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

This paper examines the static and dynamic accuracy of interest rate optionpricing models in the U.S. dollar interest rate cap and floor markets. We evaluatealternative one-factor and two-factor term structure models of the spot and theforward interest rates on the basis of their out-of-sample predictive ability in termsof pricing and hedging performance. In addition, the models are evaluated basedon the stability of their parameters, the presence of systematic biases, and their...

An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models in the Dollar Cap-Floor Markets