Amanote Research

Amanote Research

    RegisterSign In

Hedging Alternatives for the Mortgage Stabilization Fund (FRECH): European Cap Options for the Real Interest Rate

doi 10.32468/be.265
Full Text
Open PDF
Abstract

Available in full text

Date

October 1, 2003

Authors
Diego Mauricio VásquezCamilo Zea
Publisher

Banco de la República


Related search

Development of the Mechanism for Establishing the Optimum Interest Rate on Mortgage Loans

Black Sea Economic Studies
2019English

Mortgage Put Options and Real Estate Markets

Journal of Real Estate Finance and Economics
AccountingUrban StudiesEconomicsEconometricsFinance
2008English

Interest Rate Risk, Term Spreads, and the Mortgage Contract Term

2019English

Actuarial Pricing Models of Reverse Mortgage With the Stochastic Interest Rate

2015English

The Real Interest Rate and Aggregate Supply

Journal of Monetary Economics
EconomicsEconometricsFinance
1986English

The Worst Case for Real Options

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2010English

The Real Exchange Rate, Real Interest Rates, and the Risk Premium

SSRN Electronic Journal
2011English

The Real Interest Rate: An Empirical Investigation

1981English

On Hedging European Options in Geometric Fractional Brownian Motion Market Model

Statistics & Decisions
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy