Forward interest rate

Results: 225



#Item
191Mathematical finance / Quantitative analyst / Derivative / Option / Financial market / Forward contract / Futures contract / Equity derivative / Interest rate derivative / Financial economics / Finance / Investment

Advanced Quantitative Finance with C++ Alonso Peña, Ph.D. Chapter No. 1

Add to Reading List

Source URL: www.packtpub.com

Language: English
192Economics / Splines / Applied mathematics / Video / Video signal / Cubic Hermite spline / Linear interpolation / Euro Interbank Offered Rate / Spline / Interpolation / Interest rates / Finance

Rate curves for forward Euribor estimation and CSA-discounting Ferdinando M. Ametrano Banca IMI - Financial Engineering [removed]

Add to Reading List

Source URL: speakerd.s3.amazonaws.com

Language: English - Date: 2014-06-10 06:53:41
193Inflation / Money / Federal Reserve / Interest rates / Disinflation / Monetary inflation / Central bank / Central Bank of the Republic of Turkey / Federal funds rate / Economics / Macroeconomics / Monetary policy

Forward Guidance by Inflation-Targeting Central Banks ∗ Michael Woodford

Add to Reading List

Source URL: www.riksbank.se

Language: English - Date: 2013-06-11 04:03:17
194Financial economics / Economics / Euro Interbank Offered Rate / Eonia / Libor / Yield curve / Forward rate agreement / Futures contract / Swap rate / Finance / Banking / Interest rates

Estimating risk premia in money market rates

Add to Reading List

Source URL: www.ecb.europa.eu

Language: English - Date: 2003-11-28 10:20:07
195Economy of Sweden / Government of Sweden / Sveriges Riksbank / Money / Interest rate / Inflation / Central bank / Michael Woodford / Central Bank of the Republic of Turkey / Monetary policy / Macroeconomics / Economics

Forward Guidance by Inflation-Targeting Central Banks Michael Woodford Columbia University Conference “Two Decades of Inflation Targeting”

Add to Reading List

Source URL: www.riksbank.se

Language: English - Date: 2013-06-11 04:04:26
196United States housing bubble / Collateral management / Credit / Derivative / Interest rate swap / Libor / Forward contract / Swaption / LCH.Clearnet / Financial economics / Finance / Economics

Derivatives Intelligence OIS Roundtable 2013 Since the latter part of 2007, there has been an increased switch by market participants in adopting overnight indexed swap discounting for interest rate swaps. Last year, Der

Add to Reading List

Source URL: www.bloomberg.com

Language: English - Date: 2014-05-16 19:15:31
197Investment / Mathematical finance / Variance swap / Black–Scholes / Swap / Forward contract / Option style / Futures contract / Interest rate swap / Financial economics / Options / Finance

King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

Add to Reading List

Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:37
198Options / Repurchase agreement / Interest rates / Futures contract / Bank rate / Forward contract / Repo 105 / Foreign-exchange option / Exchange rate / Financial economics / Economics / Finance

F E D E R A T I O N B A N C A I R E D E

Add to Reading List

Source URL: www.ebf-fbe.eu

Language: English - Date: 2014-03-18 07:18:00
199Options / Swap / Interest rate swap / Foreign-exchange option / Libor / Derivative / Floating rate note / Yield curve / Forward contract / Financial economics / Finance / Economics

King’s College London University Of London This paper is part of an examination of the College counting towards the award of a degree. Examinations are governed by the College Regulations under the authority of the Aca

Add to Reading List

Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:27
200Economics / Actuarial science / Interest rates / Options / Fixed income analysis / Discounting / Yield curve / Time value of money / Forward contract / Financial economics / Mathematical finance / Finance

Interest Rate Models: Introduction Peter Carr Bloomberg LP and Courant Institute, NYU Based on Notes by Robert Kohn, Courant Institute, NYU Continuous Time Finance

Add to Reading List

Source URL: math.nyu.edu

Language: English - Date: 2005-03-30 13:14:44
UPDATE