Forward interest rate

Results: 225



#Item
91Money / Financial economics / Mathematical finance / Interest rate / Monetary policy / Rate of return / Exchange rate / Forward exchange rate / Forward contract / Economics / Finance / Foreign exchange market

Sources of Risk in Currency Returns Mikhail Chernov (LSE), Jeremy Graveline (Minnesota), and Irina Zviadadze (LBS) LFE conference, Moscow | November 2011

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Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:34:58
92Interest rates / Banking / United States housing bubble / Interest rate swap / ITraxx / Libor / Swap / Basis swap / Forward rate agreement / Financial economics / Economics / Finance

As of Monday, March 11, 2013, swap dealers and private funds active in the swaps market began clearing certain CDS and interest rate swaps that they entered into on or after March 11. The clearing requirement applies to

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Source URL: www.cftc.gov

Language: English
93Foreign exchange market / International finance / Financial markets / Mathematical finance / Interest rate / Forward contract / Covered interest arbitrage / Futures contract / Forward exchange rate / Finance / Economics / Financial economics

Tests of Covered Interest Rate Parity

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Source URL: research.stlouisfed.org

Language: English - Date: 2009-06-04 15:26:02
94Monetary policy / Money / Inflation / Interest rates / Public finance / Federal funds rate / Federal Open Market Committee / Federal Reserve System / Real interest rate / Economics / Macroeconomics / Federal Reserve

The Limitations of Forward Guidance

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Source URL: research.stlouisfed.org

Language: English - Date: 2015-02-10 16:21:38
95Interest rates / Finance / LIBOR market model / Libor / Forward contract / Forward measure / Exchange rate / Economics / Mathematical finance / Financial economics

A Hybrid Market Model Calibration algorithm A Hybrid Commodity and Interest Rate Market Model Kay Pilz and Erik Schlögl

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 17:53:19
96Personal finance / Emory / Fee / Annual percentage rate / Finance / Virginia / Interest rates / Mathematical finance

INTERNAL USE ONLY: Forward to CSA (Wiley Hall) Academic Year[removed]

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Source URL: www.ehc.edu

Language: English - Date: 2014-03-14 03:08:00
97Futures contract / Interest rate swap / Money / Margin / Business / Forward contract / Economics / Financial markets / Swap

Introduction to Eris Exchange Interest Rate Swap Futures Overview Eris Exchange interest rate swap futures (“Eris contracts”) have been designed to replicate the net cash flows associated with plain-vanilla, fully co

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Source URL: www.erisfutures.com

Language: English - Date: 2014-09-23 15:59:36
98Interest rate swap / Derivative / Futures contract / Forward contract / Swap / Repurchase agreement / Bond / Equity swap / Currency swap / Financial economics / Finance / Economics

Prudential sourcebook for Investment Firms Chapter 6 Market risk PAGE

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Source URL: media.fshandbook.info

Language: English - Date: 2015-02-04 07:39:38
99Foreign exchange market / International finance / Interest rate parity / Statistics / Bias of an estimator / Forward contract / Rational expectations / Economics / Finance / Financial economics

Preliminary Please do not cite without permission Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound∗ Menzie D. Chinn†

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2015-02-12 13:02:15
100Interest rate swap / Futures contract / Swap / Eurodollar / Derivative / Libor / Bond / Forward contract / Financial economics / Finance / Economics

Market Notice TO: FROM: NOTICE: DATE: SUBJECT:

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Source URL: www.erisfutures.com

Language: English - Date: 2014-08-22 14:53:23
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