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Constant maturity swap
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1	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 ANNEX Add to Reading List Source URL: globalmarkets.bnpparibas.com Language: English - Date: 2014-09-10 07:52:14 Economy Money Finance Interest rates Interest rate swap Swap Constant maturity swap Forward rate agreement Currency swap Notional amount Derivative Fixed income
2	List of Abbreviations 1s3s 1x4 1x6 2x5 Add to Reading List Source URL: cupola.columbia.edu Language: English - Date: 2015-04-12 16:05:55 United States housing bubble Fixed income securities Mortgage-backed security Structured finance Constant maturity swap Swap Libor Collateralized debt obligation Collateralized mortgage obligation Financial economics Finance Investment
3	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
4	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
5	CHAPTER 6 Different Types of Swaps 1 In the previous chapter, we introduced two simple kinds of generic swaps: interest rate and currency swaps. These are usually known as “plain vanilla” deals because the structures Add to Reading List Source URL: www.hkma.gov.hk Language: English - Date: 2011-08-10 08:01:46 Interest rates Swap Interest rate swap Currency swap Constant maturity swap Libor Notional amount Basis swap Amortising swap Financial economics Finance Economics
6	Credit Default Swaptions Credit Default Index Swaptions Market Models for CDS Spreads Hedging of Credit Default Swaptions Marek Rutkowski Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-05-21 09:09:38 Investment Options Swaption Constant maturity credit default swap Credit default swap Mathematical finance Credit derivative Derivative Swap Financial economics United States housing bubble Finance
7	INTEREST RATE MARKET INSIGHT DECEMBER 29, 2014 • We hope your new year is better than the last, however not many folks will be • The durable goods orders for November were certainly a disappointment, falling complai Add to Reading List Source URL: origin.library.constantcontact.com Language: English Interest rates Interest rate swap Libor Yield curve Swap rate Swap Constant maturity swap Financial economics Economics Finance
8	Curriculum Vitae Damiano Brigo http://www.damianobrigo.it Email: ϕ@imperial.ac.uk ϕ@gmail.com ϕ =damiano.brigo Table of Contents 1 Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2013-09-23 16:15:18 Actuarial science United States housing bubble Mathematical finance Damiano Brigo Bernard Hanzon Credit risk Constant maturity swap Financial risk modeling Quantitative analyst Financial economics Economics Finance
9	Microsoft Word - Swap Policy - Revised[removed] Add to Reading List Source URL: pasenategop.com Language: English - Date: 2013-09-06 09:57:26 Swap Interest rate swap Derivative Credit risk Basis swap Constant maturity swap Repurchase agreement Bond insurance Currency swap Financial economics Finance Financial system
10	THE RELATIVE VALUATION OF CAPS AND SWAPTIONS: THEORY AND EMPIRICAL EVIDENCE Add to Reading List Source URL: personal.anderson.ucla.edu Language: English - Date: 2004-06-29 15:00:39 Options Mathematical finance Interest rates Swaption Interest rate cap and floor Interest rate swap Derivative Swap Constant maturity swap Financial economics Finance Economics

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