Swaption

Results: 108



#Item
71Financial statements / Bonds / Options / Swaption / Municipal bond / Derivative / Revenue bond / Cash flow statement / Interest rate swap / Finance / Financial economics / Investment

DELAWARE RIVER PORT AUTHORITY BALANCE SHEET DECEMBER 31, 2010 (Unaudited) Restricted Funds

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Source URL: www.drpa.org

Language: English - Date: 2011-04-28 11:25:43
72Financial statements / Bonds / Options / Swaption / Derivative / Municipal bond / Balance sheet / Revenue bond / UBS / Finance / Financial economics / Investment

Financial Section COMBINED STATEMENTS OF NET ASSETS December 31, 2008 and[removed]In Thousands) ASSETS Notes

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Source URL: www.drpa.org

Language: English - Date: 2011-04-28 14:10:02
73Bank regulation / Margin / Basel III / Interest rate swap / Swaption / Futures contract / Derivative / Loss given default / Exposure at default / Financial economics / Finance / Financial system

Meeting between Staff from the Banking Agencies and Representatives of J.P. Morgan March 11, 2013

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-12-03 14:04:03
74Economics / Mathematical finance / Investment / Bonds / Structured finance / Callable bond / Bond / Option-adjusted spread / Swaption / Financial economics / Options / Finance

Debt Funding Update November 3, 2003 Bond Market Launches New Callable Pricing Guidelines Introduction: In an effort to improve transparency and liquidity in the callable debt market, Freddie Mac

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Source URL: www.freddiemac.com

Language: English
75United States housing bubble / Mortgage industry of the United States / Mortgage-backed security / Economics / Fixed income securities / Fannie Mae / Swaption / Mortgage loan / Interest rate risk / Financial economics / Finance / Structured finance

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2003-09-15 13:42:24
76Options / Swaption / Mathematical finance / Mark-to-market accounting / Implied volatility / Freddie Mac / Fair value / Generally accepted accounting principles / Finance / Business / Accountancy

Microsoft Word[removed]doc

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Source URL: www.sec.gov

Language: English - Date: 2010-01-11 16:52:29
77Options / Swaption / Bonds / Interest rate swap / Derivative / Swap / Floating rate note / Leverage / Futures contract / Financial economics / Finance / Economics

FTK Investment Statements Explanatory Notes (including cash flows and geographic spread) 1

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Source URL: www.dnb.nl

Language: English - Date: 2014-07-17 10:54:42
78Economics / Swaption / Volatility / Yield curve / LIBOR market model / Derivative / Swap rate / Option / Interest rate cap and floor / Financial economics / Mathematical finance / Finance

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

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2002-07-18 12:33:40
79Options / Mathematical finance / Swaption / Derivative / Credit derivative / Credit default swap / Futures contract / Swap / Put option / Financial economics / Finance / Investment

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

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2010-10-23 08:24:06
80Options / Swaption / Investment / STOXX / VIX / Volatility / Euro Stoxx 50 / Financial economics / Mathematical finance / Finance

GFSR (October 2013): Chapter 1: Figure 1.5

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Source URL: www.imf.org

Language: English - Date: 2013-10-04 11:23:12
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