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Forward interest rate
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1	PRODUCT NOTE IDA Scale-Up Facility Credit On March 8, 2016 the World Bank Executive Board of Directors approved a proposal to establish a one-off facility — IDA Scale-Up Facility (SUF) — to provide Add to Reading List Source URL: treasury.worldbank.org Language: English - Date: 2016-04-20 14:58:58 Interest rates Libor Reference rate Euribor Special drawing rights Interest rate swap Forward rate agreement
2	DecemberInterest Rate Derivative Conventions Contents 1. Description ............................................................................................................................................... Add to Reading List Source URL: www.afma.com.au Language: English Interest rates Interest rate swap Currency swap Swap Derivative Libor Reference rate Forward rate agreement Interest rate derivative Notional amount Overnight indexed swap Basis swap
3	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
4	Trusted. Innovative. Scalable. triReduce portfolio compression optimizing leverage ratios and reducing risk triReduce, TriOptima’s award-winning multilateral portfolio compression service for OTC derivatives, is an im Add to Reading List Source URL: www.trioptima.com Language: English - Date: 2016-06-17 09:32:29 Systemic risk Financial markets Interest rate swap Derivative Credit default swap Futures contract Swap Currency swap Forward contract Stock market Basel III Over-the-counter
5	International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS ANNEX Add to Reading List Source URL: globalmarkets.bnpparibas.com Language: English - Date: 2014-09-10 07:52:14 Economy Money Finance Interest rates Interest rate swap Swap Constant maturity swap Forward rate agreement Currency swap Notional amount Derivative Fixed income
6	American Economic Review 2016, 106(2): 436–474 http://dx.doi.orgaerExchange Rates, Interest Rates, and the Risk Premium† By Charles Engel* The uncovered interest parity puzzle concerns the empirica Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2016-02-16 15:37:18 Economy Money Finance International finance Mathematical finance Financial markets Fixed income market Economic puzzles Overshooting model Monetary policy Interest rate Forward premium anomaly
7	TILMAN BLETZINGER VOLKER WIELAND Forward guidance and „lower for longer“: The case of the ECB Add to Reading List Source URL: www.imfs-frankfurt.de Language: English - Date: 2016-02-18 03:54:55 Eurozone Economy of the European Union Inflation Central banks Monetary policy European Central Bank Harmonised Index of Consumer Prices Taylor rule Euro Macroeconomics New Keynesian economics Real interest rate
8	Exchange Rates, Interest Rates and the Global Carry Trade Martin D. D. Evans, and Dagfinn Rime 1 Add to Reading List Source URL: cemla.org Language: English - Date: 2016-02-11 12:03:56 Finance Money Economy Foreign exchange market Investment Financial markets Currency Rate of return Carry Forward contract Exchange rate Futures contract
9	PDF Document Add to Reading List Source URL: www.centreformacroeconomics.ac.uk Language: English - Date: 2015-03-20 10:19:19 Monetary policy Central bank Interest rate Forward guidance
10	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics

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