Swaption - PDFSEARCH.IO - Document Search Engine

Swaption
Results: 108

#	Item
91	Comments Template on CEIOPS-CP 70 Consultation Paper on the Draft L2 Advice on Calibration of the market risk module Name of Company: Disclosure of comments: Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:21 Options Economics Actuarial science Implied volatility Risk management Volatility risk Volatility Yield curve Swaption Mathematical finance Financial economics Finance
92	CONSULTATION PAPER ON EBA DRAFT RTS AND ITS ON BENCHMARKING PORTFOLIOS Annex VII.a: EBA proposal for Market Risk benchmark portfolios. 1. Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-05-28 09:39:51 Options Swaption Interest rate swap Investment Swap Bond Hedge Futures contract Interest rates Financial economics Finance Economics
93	Deadline[removed] CET Comments Template on CEIOPS-CP 70 Consultation Paper on the Draft L2 Advice on Calibration of the market risk module Add to Reading List Source URL: eiopa.europa.eu Language: English - Date: 2010-09-06 07:16:22 Finance Economics Implied volatility Market risk Volatility Risk-free interest rate Swaption Yield curve Financial economics Financial risk Mathematical finance
94	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
95	Options On Credit Default Index Swaps Yunkang Liu and Peter J¨ackel 20th May 2005 Abstract The value of an option on a credit default index swap consists of two parts. The first one is the protection value due to potent Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:29 Options Mathematical finance Swaption Derivative Credit derivative Credit default swap Futures contract Swap Put option Financial economics Finance Investment
96	Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress Europe Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:39 Mathematical finance Interest rates Fixed income analysis Hull–White model Interest rate swap Black–Karasinski model Swaption Swap Yield curve Financial economics Finance Economics
97	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
98	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, Add to Reading List Source URL: www.markjoshi.com Language: English - Date: 2009-01-27 19:13:55 Finance 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
99	Term Structure of Interest Rates, Yield Curve Residuals, and the Consistent Pricing of Interest Rates and Interest Rate Derivatives∗ M ASSOUD H EIDARI† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:42 Finance Options Fixed income market Fixed income analysis Yield curve Interest rate cap and floor Implied volatility Swaption Swap rate Financial economics Mathematical finance Statistics
100	Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?∗ Massoud Heidari† Add to Reading List Source URL: www.bnet.fordham.edu Language: English - Date: 2009-05-21 17:41:41 Economics Options Fixed income market Investment Swaption Interest rates Implied volatility Yield curve Interest rate derivative Financial economics Mathematical finance Finance

UPDATE