Managing the risk of loan prepayments and the optimal structure of short term lending rates
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Bibliographic InfoArticle provided by Springer in its journal Annals of Finance.
Volume (Year): 4 (2008)
Issue (Month): 2 (March)
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Web page: http://www.springerlink.com/link.asp?id=112370
Loans; Prepayment; Interest rate risk; G21; Banks; Other depository institutions;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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- Roy Cerqueti, 2012. "Financing policies via stochastic control: a dynamic programming approach," Journal of Global Optimization, Springer, vol. 53(3), pages 539-561, July.
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