Finance and Economics Discussion Series

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Date: 2005-12-19 11:37:25 Investment Merton Model Volatility Stochastic volatility Credit default swap Credit derivative Yield spread Financial risk Volatility smile Mathematical finance Financial economics Finance		Finance and Economics Discussion Series Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 324,45 KB Share Document on Facebook

	Longboat Global Advisors CROSSCURRENTS U.S. STOCK MARKET OUTLOOK for MARCH 10, 2003 DJIASPXNASDAQ 1305 JPMORGAN/CHASE DERIVATIVE CREDIT EXPOSURE IS NOW 6.2 TIMES THEIR RISK BASED DocID: 1u45F - View Document
	International Swaps and Derivatives Association, Inc. Disclosure Annex for Credit Derivative Transactions This Annex will apply to Credit Transactions (as defined below) that are subject to: • the 2003 ISDA Credit Der DocID: 1u3Q0 - View Document
	Why FP matters to Credit Suisse • Hundreds of thousands of live derivative trades • DocID: 1t62u - View Document
	Commodity Forward and Futures Contract: An Innovation in Islamic Derivatives Nadhirah Nordin, Normadiah Daud and Rahimah Embong Universiti Sultan Zainal Abidin, Malaysia Abstract DocID: 1rnoC - View Document
	COMPLEXITY OF REGULATION Chester S. Spatt† It is a great pleasure to provide keynote remarks at this weekend’s conference on “Complexity and Change in Financial Regulation” at the Harvard Law School. In my commen DocID: 1riue - View Document