Interest rate derivative

Results: 769



#Item
721Finance / Swaption / Monte Carlo methods in finance / Black–Scholes / Implied volatility / Interest rate derivative / LIBOR market model / Stochastic volatility / Model risk / Mathematical finance / Financial economics / Options

Bibliography [1] C. Alexander, Principal component analysis of implied volatility and skews, ISMA Centre Discussion Paper in Finance 2000–[removed]C. Alexander, Market Models: a Guide to Financial Data Analysis, Wiley,

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Source URL: www.markjoshi.com

Language: English - Date: 2009-01-27 19:13:55
722United States housing bubble / Legal documents / Credit default swap / Futures contract / Derivative / Repurchase agreement / Futures exchange / Margin / Interest rate swap / Financial economics / Finance / Economics

WORKING PAPER NO[removed]R INDUCING AGENTS TO REPORT HIDDEN TRADES: A THEORY OF AN INTERMEDIARY Yaron Leitner Federal Reserve Bank of Philadelphia

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Source URL: www.phil.frb.org

Language: English - Date: 2011-04-20 14:16:27
723Credit default swap / United States housing bubble / Derivative / Swap / Credit derivative / Interest rate swap / Subprime mortgage crisis / Daniel J. Arbess / Financial economics / Investment / Finance

GETTING STARTED This Getting Started guide provides basic instructions on how to successfully navigate and use the BLOOMBERG PROFESSIONAL® service. We recommend the essential function codes listed below. Remember, press

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Source URL: library.mtsu.edu

Language: English - Date: 2012-02-20 16:01:38
724Futures exchanges / Chicago Mercantile Exchange / Clearing house / Futures contract / CME Group / Derivative / Chicago Board of Trade / Over-the-counter / Swap / Financial economics / Financial system / Finance

CME Clearing Europe Expands its Suite of OTC Interest Rate Swap Offerings

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Source URL: www.cmegroup.com

Language: English - Date: 2014-02-28 04:51:47
725Systemic risk / Stock market / Municipal Securities Rulemaking Board / Dodd–Frank Wall Street Reform and Consumer Protection Act / Securities Exchange Act / Derivative / U.S. Securities and Exchange Commission / Interest rate swap / Securities regulation in the United States / Financial economics / Finance / Financial system

[removed]Federal Register / Vol. 76, No[removed]Monday, July 18, [removed]Proposed Rules SECURITIES AND EXCHANGE COMMISSION

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Source URL: www.americanbenefitscouncil.org

Language: English - Date: 2014-02-20 18:31:06
726Hedge / Derivative / Credit union / Interest rate swap / Investment banks / Primary dealers / FASB 133 / Corporate credit union / Financial economics / Investment / Finance

NEWS April 24, 2014 CONTACT:

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Source URL: www.catalyststrategic.org

Language: English - Date: 2014-04-24 13:01:02
727Economics / Options / Fixed income market / Investment / Swaption / Interest rates / Implied volatility / Yield curve / Interest rate derivative / Financial economics / Mathematical finance / Finance

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?∗ Massoud Heidari†

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Source URL: www.bnet.fordham.edu

Language: English - Date: 2009-05-21 17:41:41
728Stock market / Derivatives market / Swap / Derivative / Over-the-counter / Interest rate swap / Credit default swap / Interest rate derivative / Credit derivative / Financial economics / Investment / Finance

Statistical release - OTC derivatives statistics at end-June 2013

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Source URL: www.bis.org

Language: English - Date: 2013-11-07 09:00:00
729Derivative / Over-the-counter / Credit default swap / Swap / Structured product / Futures contract / Interest rate swap / Futures exchange / Currency swap / Financial economics / Finance / Investment

Microsoft Word - Testimony of Richard Bookstaber to agriculture _2_.doc

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Source URL: bookstaber.com

Language: English - Date: 2009-06-26 09:10:05
730Swap / Interest rate swap / Derivative / Credit risk / Basis swap / Constant maturity swap / Repurchase agreement / Bond insurance / Currency swap / Financial economics / Finance / Financial system

Microsoft Word - Swap Policy - Revised[removed]

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Source URL: pasenategop.com

Language: English - Date: 2013-09-06 09:57:26
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