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Swaption
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1	JulyInterest Rate Options Conventions Contents Add to Reading List Source URL: www.afma.com.au Language: English Options Finance Money Economy Swaption Interest rate derivative Option style Option Derivative Bond option Call option Exercise
2	MarchElectricity Market Conventions Contents 1. Description ............................................................................................................................................... 3 2. Prod Add to Reading List Source URL: www.afma.com.au Language: English Options Economy Finance Money Option Swaption Derivative Futures contract Collar Short Swap Exercise
3	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 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2010-11-16 03:17:42 Mathematical finance Options Swaption Interest rate derivative LIBOR market model Interest rate swap Interest rate cap and floor Volatility Swap Derivative Range accrual Implied volatility
4	PRODUCT DISCLOSURE STATEMENT INTEREST RATE SWAPS ISSUED BY Bank of New Zealand 23 October 2015 Add to Reading List Source URL: www.bnz.co.nz Language: English - Date: 2015-10-27 22:29:07 Economy Interest rates Money Finance Interest rate swap Swap Derivative Notional amount Reference rate Floating interest rate FTSE MTIRS Index Swaption
5	Microsoft Word - MCEV release final_AL-E(IR加筆final).doc Add to Reading List Source URL: www.tokiomarinehd.com Language: English - Date: 2015-05-26 02:46:58 Financial risk Financial accounting Financial markets Valuation Option Bond Swaption Embedded value Business valuation Finance Financial economics Economics
6	S YLLABUS F IXED I NCOME C T EACHER A FFILIATION Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2014-07-08 10:34:03 Economics Heath–Jarrow–Morton framework LIBOR market model Interest rate derivative Short-rate model Yield curve Swaption Bond valuation Quantitative analyst Mathematical finance Financial economics Finance
7	Guidance on the Value of Existing Business, a Component of Sony Life’s Market Consistent Embedded Value (MCEV), as of the end of December 2010 February 14, 2011 Sony Financial Holdings Inc. Sony Life has sought to redu Add to Reading List Source URL: www.sonyfh.co.jp Language: English - Date: 2014-10-29 22:07:22 Finance Swap Present value Economics Options Mathematical finance Swaption
8	Guidance on the Value of Existing Business, a Component of Sony Life’s Market Consistent Embedded Value (EV), as of June 30, 2011 August 12, 2011 Sony Financial Holdings Inc. Add to Reading List Source URL: www.sonyfh.co.jp Language: English - Date: 2014-10-29 22:07:57 Economics Mathematical finance Interest rate risk Swaption Hedge Interest Futures contract Present value Asset liability management Financial economics Finance Financial risk
9	Aprildata as of April 21) A monthly review of financial market themes and developments Add to Reading List Source URL: financialresearch.gov Language: English - Date: 2015-05-07 08:34:21 Investment Volatility smile Bond market Bond Interest rate VIX High-yield debt Rate of return Swaption Mathematical finance Financial economics Finance
10	Guidance on the Value of Existing Business, a Portion of Sony Life’s Market Consistent Embedded Value (MCEV), as of June 30, 2010 August 12, 2010 Sony Financial Holdings Inc. Sony Life has sought to reduce mismatch ris Add to Reading List Source URL: www.sonyfh.co.jp Language: English - Date: 2014-10-29 22:06:45 Actuarial science Duration gap Futures contract Embedded value Gain Economics Business Options Swaption Finance