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Swaption
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21	Contents Preface Acknowledgments List of Abbreviations Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-11 07:19:47 Options Swaption Interest rate derivative Interest rates Interest rate swap Swap Mathematical finance Yield curve Outline of finance Financial economics Finance Investment
22	Index absolute volatility, 183, 198n34 actual (realized) volatility, 421, 434–36, 497 adjusted payments, 24, 524 Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-12 23:30:18 Options Interest rates Investment Swaption United States housing bubble Interest rate swap Constant maturity swap Swap Derivative Financial economics Finance Economics
23	GFSR (October 2013): Chapter 1: Figure 1.5 Add to Reading List Source URL: www.imf.org Language: English - Date: 2013-10-04 11:23:12 Options Swaption Investment STOXX VIX Volatility Euro Stoxx 50 Financial economics Mathematical finance Finance
24	VI. Financial markets - BIS 77th Annual Report - June 2007 Add to Reading List Source URL: www.bis.org Language: English - Date: 2007-06-23 18:00:00 Mathematical finance Fixed income market Options Inflation Interest rates Yield curve Swaption Bond market Bond Financial economics Economics Finance
25	Material Economic Terms Spreadsheets#2.xlsx Add to Reading List Source URL: www.sc.com Language: English - Date: 2014-11-13 02:12:52 Options Swaption Mathematical finance Swap Contract law Dividend swap Futures contract Notional amount Variance swap Financial economics Finance Investment
26	ISDA® International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions This Annex supplements and should be read in conjunction with the General Disclosure Statement. NOTHING IN THIS Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2014-08-23 03:35:02 Interest rates Banking Interest rate swap Swaption Swap Forward rate agreement Constant maturity swap Derivative Floating interest rate Financial economics Economics Finance
27	Swaptions Static METs Premium Payment/Termination/ Fixed Rate Payer/Floating Rate Payer / Compounding Dates: Are subject to adjustment in accordance with the Modified Following Business Day Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2014-08-23 03:35:10 Master contract Finance Economics Business ISDA Master Agreement Swaption Transaction
28	HONG KONG INSTITUTE FOR MONETARY RESEARCH A COMPARISON OF US AND HONG KONG CAP-FLOOR VOLATILITY DYNAMICS Paul McNelis and Salih Neftci Add to Reading List Source URL: www.hkimr.org Language: English - Date: 2012-09-25 23:23:22 Currency Interest rate cap and floor Implied volatility Hong Kong dollar Hong Kong Monetary Authority Volatility Hong Kong Swaption Yield curve Mathematical finance Financial economics Finance
29	The value of the call options in Perpetual Protected Investments - Series 1 The call options in your Perpetual Protected Investments (PPI) portfolio are structured so that at the protection end date each call option has Add to Reading List Source URL: www.perpetual.com.au Language: English - Date: 2013-11-12 04:20:54 Financial markets Investment Economics Valuation Option Swaption Rational pricing Finance Financial economics Financial accounting
30	The call options in your Perpetual Protected Investments portfolio are structured so that at the protection end date each call option has a value of $1. This means that when each call option is exercised at the protectio Add to Reading List Source URL: www.perpetual.com.au Language: English - Date: 2013-11-12 04:20:52 Financial system Valuation Option Call option Swaption Option style Financial economics Finance Options

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