Interest rate swap

Results: 1180



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21Mathematical finance / Money / Finance / Applied mathematics / Interest rates / Credit default swap / Systemic risk / United States housing bubble / Derivative / Laplace transform / Risk-free interest rate / Risk-neutral measure

Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-28 03:25:40
22Economy / Finance / Money / Mathematical finance / Futures contract / Arbitrage / Derivative / BlackScholes model / Interest rate swap / Financial risk / Capital asset pricing model / Fixed income

RUTGERS FINANCIAL STATISTICS AND RISK MANAGEMENT PROGRAM (FSRM) FOUNDATIONS OF FINANCIAL STATISTICS AND RISK MANAGEMENT 16:958:5 Week 1) Finance and The Financial Environment  Principles of Finance and Financial Marke

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Source URL: www.bbhub.io

Language: English - Date: 2016-05-31 14:24:48
23Mathematical finance / Options / Swaption / Interest rate derivative / LIBOR market model / Interest rate swap / Interest rate cap and floor / Volatility / Swap / Derivative / Range accrual / Implied volatility

An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2010-11-16 03:17:42
24Investment / Financial markets / Funds / Bond / Rate of return / Finance / Money market fund / Asset allocation / Swap / Bond fund

Fund: Smarter Money Fund Strategy: Short-term fixed interest Net return (inception ): 4.6% pa June 2016

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Source URL: smitrust.com.au

Language: English - Date: 2016-07-16 18:30:59
25Foreign exchange market / Australian dollar / Turnover / Interest rate swap / Currency swap / Reserve Bank of Australia

65 Martin Place GPO Box 3947 Sydney NSW 2001 +

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Source URL: afxc.rba.gov.au

Language: English - Date: 2016-02-14 16:19:48
26Investment / Financial markets / Mathematical finance / Funds / Income / Rate of return / Bond / Money market fund / Asset allocation / Swap / Portfolio / Finance

Fund: Smarter Money Fund Strategy: Short-term fixed interest Net return (inception ): 4.61% pa May 2016

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Source URL: research.ybr.com.au

Language: English - Date: 2016-06-16 19:13:29
27Foreign exchange market / Currency / Turnover / Australian dollar / Exchange rate / Currency swap / Interest rate swap

Microsoft Word - Semi-annual Turnover Report - April 2010.doc

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Source URL: afxc.rba.gov.au

Language: English - Date: 2016-02-14 16:19:47
28Systemic risk / Financial services / Financial markets / Corporate law / European Market Infrastructure Regulation / Derivative / Clearing house / Swap / Clearing / Interest rate swap / Futures exchange / Over-the-counter

PDF Document

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Source URL: www.europeanpensions.net

Language: English - Date: 2016-03-30 08:51:44
29Interest rates / Libor / Reference rate / Euribor / Special drawing rights / Interest rate swap / Forward rate agreement

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

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Source URL: treasury.worldbank.org

Language: English - Date: 2016-04-20 14:58:58
30Systemic risk / Derivative / Interest rate swap / Bond / Credit risk / Swap / Municipal bond / ISDA Master Agreement / Credit rating agency / Debt / Repurchase agreement / Futures contract

Mississippi Department of Finance & Administration Title 12: Finance & Administration Part 7:

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Source URL: www.dfa.ms.gov

Language: English - Date: 2015-10-21 13:18:00
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