Managing the risk of loan prepayments and the optimal structure of short term lending rates
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DOI: 10.1007/s10436-007-0075-1
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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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More about this item
Keywords
Loans; Prepayment; Interest rate risk; G21; Banks; Other depository institutions;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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