Swaps

Results: 796



#Item
211Volatility / Law / Martingale / Statistics / Stochastic processes / Local volatility

Overprized options on variance swaps in local vol models Mathias Beiglb¨ock, joint with Peter Friz and Stephan Sturm Universit¨ at Wien June 2010

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 12:19:04
212Investment / Variance swap / Stochastic volatility / Volatility / Realized variance / Futures contract / Variance / Quadratic variation / VIX / Mathematical finance / Finance / Financial economics

Variation Swaps on Time-Changed L´ evy Processes Bachelier Congress 2010 June 24

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-24 14:43:28
213International Swaps and Derivatives Association / Dodd–Frank Wall Street Reform and Consumer Protection Act / Swap / Commodity Futures Trading Commission / Derivative / Federal Reserve System / Financial economics / Finance / Financial system

REGULATORY REFORM TASK FORCE ISDA Accepting Comments on Draft Dodd-Frank “Protocol 2.0” February 5, 2013 Pursuant to Title VII of the Dodd-Frank Wall Street Reform and Customer Protection Act (Dodd-Frank), the Commo

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Source URL: www.jdsupra.com

Language: English
214Interest rate swap / Bond / Derivative / ISDA Master Agreement / International Swaps and Derivatives Association / Swap

ITEM[removed]C0610; Attachment C June 24, 2010 March 5-7, 2008 ITEM[removed]R0308

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Source URL: www.mus.edu

Language: English - Date: 2010-06-17 14:48:55
215Business / International Swaps and Derivatives Association / Derivative / Commodity Futures Trading Commission / Swap / WD postcode area / Finance / Market data / FpML

FpML Global Regulatory Coverage (v2014/03) http://www.fpml.org/roadmap/FpML-global-regulatory-coverage.pdf

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Source URL: www.fpml.org

Language: English - Date: 2014-04-03 09:13:20
216Interest rate swap / Derivative / Business / Astronomical unit / Margin / Futures contract / Bond duration / Total number of Hindus in South Africa / Finance / Economics / Swap

Cash Flow Equivalence Eris Exchange Interest Rate Swap Futures and Un-cleared OTC Interest Rate Swaps Eris Exchange interest rate swap futures contracts (“Eris contracts”) replicate the cash flows of un-cleared 1 TM

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Source URL: www.erisfutures.com

Language: English - Date: 2014-08-22 14:53:39
217

abcdefg EUR/CHF-Devisenswaps der Schweizerischen Nationalbank (SNB) Swaps de change (euros contre francs) de la Banque nationale suisse (BNS) EUR/CHF foreign exchange swaps of the Swiss National Bank (SNB) Auktionsdatum

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Source URL: www.snb.ch

Language: German
    218Financial markets / Bonds / Securities / Securities Industry and Financial Markets Association / International Swaps and Derivatives Association / Swap / Financial economics / Investment / Financial system

    Microsoft Word - Memorandum to File[removed]

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    Source URL: www.sec.gov

    Language: English - Date: 2011-03-17 14:03:48
    219Late-2000s financial crisis / Commodity Futures Trading Commission / Dodd–Frank Wall Street Reform and Consumer Protection Act / Clearing house / Derivative / Credit default swap / Futures contract / Securities market / Swap / Financial economics / Finance / Financial system

    SWAPS & DERIVATIVES MARKET ASSOCIATION November 26, 2010 David A. Stawick, Secretary

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    Source URL: www.sec.gov

    Language: English - Date: 2010-12-02 09:27:32
    220Systemic risk / 111th United States Congress / Dodd–Frank Wall Street Reform and Consumer Protection Act / Late-2000s financial crisis / Presidency of Barack Obama / United States federal banking legislation / Total return swap / Commodity Futures Trading Commission / Credit default swap / Financial economics / Finance / Financial system

    Further Definition of "Swap," "Security-Based Swap," and "Security-Based Swap Agreement"; Mixed Swaps; Security-Based Swap Agreement Recordkeeping (Corrected to Conform to Federal Register Version)

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    Source URL: www.sec.gov.

    Language: English - Date: 2011-06-02 10:31:39
    UPDATE