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  2. Interest rate cap and floor - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_cap_and_floor

    Similarly, an interest rate floor is a derivative contract in which the buyer receives payments at the end of each period in which the interest rate is below the agreed strike price. Caps and floors can be used to hedge against interest rate fluctuations. For example, a borrower who is paying the LIBOR rate on a loan can protect himself against ...

  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.

  4. Interest rate derivative - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_derivative

    The interest rate derivatives market is the largest derivatives market in the world. The Bank for International Settlements estimates that the notional amount outstanding in June 2012 [ 3 ] were US$494 trillion for OTC interest rate contracts, and US$342 trillion for OTC interest rate swaps .

  5. The Fed just cut interest rates. Time to tap your home equity?

    www.aol.com/finance/fed-just-cut-interest-rates...

    Learn more: Home Equity Line Of Credit Payoff Calculator. ... There’s a chance your rate won’t drop below a certain threshold if you have a HELOC with an interest rate floor. Like a rate cap ...

  6. Hull–White model - Wikipedia

    en.wikipedia.org/wiki/Hull–White_model

    John Hull and Alan White, "One factor interest rate models and the valuation of interest rate derivative securities," Journal of Financial and Quantitative Analysis, Vol 28, No 2, (June 1993) pp. 235–254. John Hull and Alan White, "Pricing interest-rate derivative securities", The Review of Financial Studies, Vol 3, No. 4 (1990) pp. 573–592.

  7. Floor loan - Wikipedia

    en.wikipedia.org/wiki/Floor_loan

    A word floor is used for more financial terms in financial area and means minimum, e.g. the interest rate floor is the lowest interest rate the lender can offer you to an adjustable (sometimes called variable) rate mortgage. [3]

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