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![]() Date: 2011-01-22 06:57:05Financial risk Fixed income analysis Convex geometry Hedge Bond duration Futures contract Interest rate future Derivative Interest rate risk Convexity Interest rate swap Immunization | Add to Reading List |
![]() | NBER WORKING PAPER SERIES INTEREST RATE RISK AND OTHER DETERMINANTS OF POST-WWII U.S. GOVERNMENT DEBT/GDP DYNAMICS George J. Hall Thomas J. SargentDocID: 1sb32 - View Document |
![]() | Diagnosing the LIBOR: Strategic Manipulation and Member Portfolio Positions Connan Snider∗ UCLA Thomas Youle†DocID: 1riSJ - View Document |
![]() | NEW YORK STATE VARIABLE RATE DEBT AND SWAPS STATUTORY FRAMEWORK New York State Swaps and Variable Rate Debt Statute NEW YORK STATE FINANCE LAW -- ARTICLE 5-D VARIABLE RATE DEBT INSTRUMENTSDocID: 1r1A7 - View Document |
![]() | C:/Users/alexander/Dropbox/Work documents/Working Papers/financial system/writeup10.dviDocID: 1qWyv - View Document |
![]() | Microsoft Word - SPI Romania Stress Testing Background Paper _final for discussion with banks_.docDocID: 1qUxI - View Document |