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Interest rate derivative
Results: 769

#	Item
711	THE FOREIGN EXCHANGE JOINT STANDING COMMITTEE Threadneedle Street London EC2R 8AH 17 July 2006 RESULTS OF THE SEMI-ANNUAL FX TURNOVER SURVEY IN APRIL 2006 Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2012-09-21 10:41:34 Currency Currency pair Foreign-exchange option Euro Japanese yen Derivative Currency swap ETF Securities Interest rate swap Financial economics Foreign exchange market Investment
712	Report Review of the Implementation of EBA-ESMA Recommendations to Euribor-EBF 20 February 2014 \| ESMA[removed] Table of contents Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-24 05:20:00 Banking Business Euro Interbank Offered Rate European Banking Federation Reference rate International Organization of Securities Commissions European Banking Authority Derivative Interest rates Finance Financial economics
713	Mind the cap Peter J¨ackel∗ First version: Last update: 2003 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:15 Economics Interest rate cap and floor LIBOR market model Heath–Jarrow–Morton framework Log-normal distribution Normal distribution Hull–White model Volatility smile Interest rate derivative Mathematical finance Financial economics Finance
714	The Link between Caplet and Swaption Volatilities in a BGM/J Framework: Approximate Solutions and Empirical Evidence Peter J¨ackel∗ Riccardo Rebonato† July 18th , 2002 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:13 Economics Swaption Volatility Yield curve LIBOR market model Derivative Swap rate Option Interest rate cap and floor Financial economics Mathematical finance Finance
715	EQF[removed]: Inflation products and inflation models Peter J¨ackel∗ and Jerome Bonneton† First version: This version: 23rd July 2008 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:11 Finance Inflation derivative Inflation-indexed bond Yield curve Interest rate swap Fisher equation Bond Interest Consumer Price Index Inflation Economics Financial economics
716	Stochastic Volatility Models: Past, Present and Future ∗ ¨ Peter Jackel Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:48 Options Investment Technical analysis Stochastic volatility Volatility Interest rate derivative Volatility smile Local volatility Mathematical finance Financial economics Finance
717	ON THE CLEARING OF FOREIGN EXCHANGE DERIVATIVES DARRELL DUFFIE GRADUATE SCHOOL OF BUSINESS, STANFORD UNIVERSITY This note discusses the case for exempting foreign exchange derivatives from recent regulatory requirements Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2011-05-12 07:35:12 United States housing bubble Financial markets Derivative Over-the-counter Credit default swap Interest rate swap Futures contract Swap Currency swap Financial economics Finance Financial system
718	Central Clearing and Collateral Demand ∗ Darrell Duffie †, Martin Scheicher ‡, Guillaume Vuillemey §. Abstract We use an extensive data set of bilateral credit default swap (CDS) positions Add to Reading List Source URL: www.darrellduffie.com Language: English - Date: 2014-05-09 10:00:06 Securities Credit default swap United States housing bubble Financial services Depository Trust & Clearing Corporation Clearing Derivative Netting Interest rate swap Financial economics Finance Financial system
719	DEVELOPMENTAL COURSE ON TREASURY PRODUCTS Program Outline: Basics of Financial Math (1 day) July 12, 2014 Add to Reading List Source URL: www.baiphil.org Language: English - Date: 2014-06-16 03:20:26 Interest rates Interest rate swap Swap Foreign exchange swap Currency swap Bootstrapping Futures contract Inflation derivative Power reverse dual currency note Financial economics Finance Economics
720	The Concepts of Mathematical Finance M.S. Joshi Contents page xiii Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:58 Finance Black–Scholes Asian option Interest rate derivative Martingale pricing Swaption Volatility smile Stochastic volatility Quantitative analyst Financial economics Options Mathematical finance

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