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  2. Interest rate cap and floor - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_cap_and_floor

    An interest rate cap is a derivative in which the buyer receives payments at the end of each period in which the interest rate exceeds the agreed strike price. An example of a cap would be an agreement to receive a payment for each month the LIBOR rate exceeds 2.5%.

  3. Black model - Wikipedia

    en.wikipedia.org/wiki/Black_model

    The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. Its primary applications are for pricing options on future contracts, bond options, interest rate cap and floors, and swaptions. It was first presented in a paper written by Fischer Black in 1976.

  4. Interest rate ceiling - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_ceiling

    The researcher [2] decided that to assess the appropriateness of an interest rate cap as a policy instrument (or whether other approaches would be more likely to achieve the desired outcomes of government) it was vital to consider what exactly makes up the interest rate and how banks and MFIs are able to justify rates that might be considered excessive.

  5. Lattice model (finance) - Wikipedia

    en.wikipedia.org/wiki/Lattice_model_(finance)

    (Some analysts use "realized volatility", i.e. of the rates applicable historically for the time-step; to be market-consistent, analysts generally prefer to use current interest rate cap prices, and the implied volatility for the Black-76-prices of each component caplet; see Interest rate cap § Implied Volatilities.)

  6. Adjustable-rate mortgages: What they are and how they work - AOL

    www.aol.com/finance/adjustable-rate-mortgages...

    A periodic rate cap: Limits how much the interest rate can change from one year to the next. A lifetime rate cap: Limits how much the interest rate can rise over the life of the loan.

  7. Black–Derman–Toy model - Wikipedia

    en.wikipedia.org/wiki/Black–Derman–Toy_model

    repeat until the discounted value at the first node in the tree equals the zero-price corresponding to the given spot interest rate for the i-th time-step. Step 2. Once solved, retain these known short rates, and proceed to the next time-step (i.e. input spot-rate), "growing" the tree until it incorporates the full input yield-curve.

  8. One chart explains why investors are selling small-cap ... - AOL

    www.aol.com/finance/one-chart-explains-why...

    The Fed's rate hikes sent interest expense for S&P 500 companies soaring. The expense rose 64.3% in the second quarter to $37.21 per share, the highest levels since the second quarter of 2008.

  9. Implied volatility - Wikipedia

    en.wikipedia.org/wiki/Implied_volatility

    The risk-free interest rate is 5%. XYZ stock is currently trading at $51.25 and the current market price of is $2.00. Using a standard Black–Scholes pricing model, the volatility implied by the market price is 18.7%, or: