Forward interest rate

Results: 225



#Item
211Foreign exchange market / Interest rates / Currency / Foreign-exchange option / Options / Exchange rate / Notional amount / Forward contract / Rate / Financial economics / Economics / Finance

Supplement to the 1998 FX and Currency Option Definitions (the “Non-Deliverable Cross Currency FX Transactions Supplement”) Dated May 31, 2011 A. AMENDMENTS TO ARTICLE 1 -- CERTAIN GENERAL DEFINITIONS

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Source URL: www.newyorkfed.org

Language: English - Date: 2011-06-08 16:15:33
212Options / Foreign exchange market / Investment / Foreign-exchange option / Swap / Exchange rate / Notional amount / Non-deliverable forward / Interest rate swap / Financial economics / Economics / Finance

Microsoft Word - Vol_Swap_Supplement_final

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Source URL: www.newyorkfed.org

Language: English - Date: 2011-06-08 16:15:34
213Finance / Currency pair / Foreign-exchange option / Non-deliverable forward / Currency swap / Swap / Euro / Derivative / Interest rate swap / Financial economics / Investment / Foreign exchange market

THE FOREIGN EXCHANGE JOINT STANDING COMMITTEE Threadneedle Street London EC2R 8AH 28 July 2008

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2012-09-21 10:46:27
214Finance / Economics / Interbank lending market / Libor / Eonia / Reference rate / Euro Interbank Offered Rate / Forward rate agreement / Derivative / Banking / Interest rates / Financial economics

ESRB response to the ESMA Discussion Paper “Draft Technical Standards for the Regulation on OTC Derivatives, CCPs and Trade Re

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Source URL: www.esrb.europa.eu

Language: English - Date: 2012-11-16 03:39:23
215Inflation / Central banks / Economic policy / Inflation targeting / Interest rate / European Central Bank / Euro / Deflation / Central Bank of the Republic of Turkey / Economics / Macroeconomics / Monetary policy

Gauging the effectiveness of quantitative forward guidance: evidence from three inflation targeters

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Source URL: www.ecb.europa.eu

Language: English - Date: 2009-10-19 09:25:51
216Financial economics / Yield curve / Mathematical finance / Interest / Forward rate / Bond / Futures contract / Interest rate swap / Interest rate risk / Economics / Finance / Fixed income market

Microsoft Word - KamakuraYieldBook-ForwardRates-FinalVersion[removed]

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Source URL: www.kamakuraco.com

Language: English - Date: 2011-10-07 15:13:04
217International finance / International economics / Econometrics / Forward exchange rate / Exchange rate / Interest rate parity / Expectation hypothesis / Interest rate / Inflation / Economics / Foreign exchange market / Financial economics

Uncovered Interest-Rate Parity over the Past Two Centuries∗ James R. Lothian†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:42:17
218Statistics / Stochastic volatility / Interest rate cap and floor / Black–Scholes / Heath–Jarrow–Morton framework / Fabio Mercurio / Forward measure / LIBOR market model / Hull–White model / Mathematical finance / Financial economics / Finance

PRICING INFLATION-INDEXED OPTIONS WITH STOCHASTIC VOLATILITY FABIO MERCURIO AND NICOLA MORENI

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Source URL: www.fabiomercurio.it

Language: English - Date: 2005-11-22 10:42:20
219Derivative / Swap / Interest rate swap / Credit default swap / Over-the-counter / Futures contract / Notional amount / Non-deliverable forward / Interest rate derivative / Financial economics / Finance / Investment

OTC derivatives market activity in the first half of 2011

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Source URL: www.bis.org

Language: English - Date: 2011-11-16 04:05:00
220Banking / Economics / Euro Interbank Offered Rate / Libor / Reference rate / Eonia / Interest rate future / Forward rate agreement / Swap / Financial economics / Finance / Interest rates

PDF Document

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Source URL: www.fsa.gov.uk

Language: English - Date: 2012-06-27 08:28:34
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