Credit default option

Results: 50



#Item
11Economics / Volatility / Fannie Mae / Black–Scholes / Valuation of options / VIX / Risk / Monte Carlo methods for option pricing / Credit default swap / Mathematical finance / Financial economics / Finance

index 11-standard-deviation surprise, standard-deviation surprise, 79–84 ABX index, 88–91 accuracy, 63–68

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-18 12:41:56
12Financial markets / Exercise / Credit default swap / Mergers and acquisitions / Derivative / Liquidity risk / Option / Contract for difference / Pin risk / Financial economics / Finance / Investment

ISDA® International Swaps and Derivatives Association, Inc. General Disclosure Statement for Transactions I.

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Source URL: www.westpac.com.au

Language: English - Date: 2014-08-23 03:37:12
13Options / Interest rate swap / Derivative / Credit default swap / Structured product / Swap / Currency swap / Option style / Foreign-exchange option / Financial economics / Finance / Investment

ADDITIONAL DERIVATIVE AUTHORITIES GRANTED UNDER BSP CIRCULAR NO. 594 DATED 8 JANUARY[removed]As of 20 August[removed]Universal and Commercial Banks with Type 1 Expanded Dealer Authority Bank

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Source URL: www.bsp.gov.ph

Language: English - Date: 2014-09-30 23:35:58
14Financial markets / Over-the-counter / Credit default swap / Futures exchange / Derivative / Margin / International Swaps and Derivatives Association / Futures contract / Option / Financial economics / Finance / Investment

Collateral requirements for mandatory central clearing of over-the-counter derivatives, March 2012

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Source URL: www.bis.org

Language: English - Date: 2012-03-06 10:34:00
15Investment / Swap / Interest rate swap / Derivative / Notional amount / Option / United States housing bubble / Financial markets / Credit default swap / Financial economics / Finance / Financial system

Interest rate derivatives by instrument, counterparty and currency¹ Notional amounts outstanding at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
16Swap / Derivative / Exchange / Option / Currency swap / United States housing bubble / Credit default swap / Foreign exchange market / Financial economics / Finance / Investment

Foreign exchange derivatives by instrument, counterparty and currency¹ Gross market values at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
17Interest rates / Derivative / Swap / Notional amount / Forward contract / Option / Repurchase agreement / United States housing bubble / Credit default swap / Financial economics / Finance / Economics

Equity linked derivatives by instrument, counterparty and maturity¹ Notional amounts outstanding at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
18Interest rates / Derivative / Swap / Notional amount / Forward contract / Option / Repurchase agreement / United States housing bubble / Credit default swap / Financial economics / Finance / Economics

Interest rate derivatives by instrument, counterparty and maturity¹ Notional amounts outstanding at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
19Investment / Derivative / Swap / Option / Notional amount / Stock market / Securities / LCH.Clearnet / Credit default swap / Financial economics / Finance / Financial system

Equity linked derivatives by instrument, counterparty and market¹ Notional amounts outstanding at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
20Swap / Derivative / Interest rate swap / Option / United States housing bubble / Credit default swap / Financial economics / Finance / Financial system

Interest rate derivatives by instrument, counterparty and currency¹ Gross market values at end June 2014 In millions of US dollars Instrument/counterparty

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Source URL: www.bis.org

Language: English - Date: 2014-11-06 09:01:00
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