Forward rate

Results: 565



#Item
461International economics / Macroeconomics / Currency / Exchange rate / Foreign exchange market / International trade / Monetary policy / Futures contract / Forward contract / Economics / Financial economics / Finance

Comptroller of the Currency Administrator of National Banks Foreign Exchange Comptroller’s Handbook

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Source URL: www.occ.treas.gov

Language: English - Date: 2014-08-03 08:49:29
462Financial markets / Futures contract / Futures exchange / Derivative / Hedge / Forward contract / Margin / Basis trading / Interest rate future / Financial economics / Finance / Financial system

Futures, Forward, and Option Contracts Section[removed]INTRODUCTION Effective March 1, 1983, the Board issued an amended bank holding company policy statement entitled ‘‘Futures, Forward and Options on U.S. G

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-08-08 09:14:01
463Mathematical finance / Fixed income analysis / Stochastic processes / Probability theory / Risk-neutral measure / Yield curve / Bond valuation / Futures contract / Forward price / Financial economics / Finance / Economics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-10-03 14:34:21
464Audit / Public administration / Public economics / Government procurement in the United States / United States administrative law / Federal Acquisition Regulation

FPRP-ADEQUACY CHECKLIST.doc Version 1.0 ADEQUACY CHECKLIST FOR FORWARD PRICING RATE PROPOSALS Contractors that submit cost or price proposals which require the submission of certified cost or pricing data, generally must

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Source URL: www.dcaa.mil

Language: English - Date: 2012-10-01 14:20:00
465Economics / Unemployment / Need

Serving as your[removed]Center for Central Indiana One Step Forward, Two Steps Back...The Economic Struggle Continues The good news…Indiana’s unemployment rate in June of 2011 was 8.5%. This is a huge improvement comp

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Source URL: www.connect2help.dreamhosters.com

Language: English - Date: 2012-11-30 16:24:37
466Macroeconomics / Monetary policy / Mathematical finance / Real interest rate / Interest / Yield curve / Nominal interest rate / Fisher hypothesis / Forward contract / Economics / Inflation / Interest rates

Extraction of Expected Inflation from Canadian Forward Rates Joseph Atta-Mensah and Mingwei Yuan* Introduction Svensson (1993), Söderlind (1995), and Söderlind and Svensson

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:10
467Mathematical finance / Actuarial science / Financial markets / Fixed income market / Yield curve / Risk premium / Standard deviation / Futures contract / Risk / Statistics / Financial economics / Economics

Discussion Alan White The Gravelle-Muller-Stréliski paper addresses the question, To what extent is the forward rate an unbiased predictor of the realized spot rate? The authors fit the observed behaviour of the spot an

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:00
468Options / Mathematical finance / Investment / Implied volatility / Futures contract / Foreign-exchange option / Exchange rate / Forward contract / Exotic option / Financial economics / Finance / Economics

Discussion Michael Narayan The paper “The Information Content of Canadian Dollar Futures Options” is an interesting academic exercise in attempting to extract information about market participants’ expectations. Ho

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:03
469Inflation / Mathematical finance / Macroeconomics / Monetary policy / Interest / Real interest rate / Capital asset pricing model / Yield curve / Forward contract / Economics / Financial economics / Finance

Discussion Angelo Melino Introduction It is a matter of arithmetic to show that, in the absence of arbitrage, an asset’s price can be written as the discounted expected value of its payoff,

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:10
470Financial services / Debt / Leverage / Derivative / Hedge fund / Interest rate swap / Futures contract / Forward contract / Notional amount / Financial economics / Finance / Investment

Stephen A. Keen November 8, 2011 Ms. Elizabeth M. Murphy Secretary Securities and Exchange Commission

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Source URL: www.sec.gov

Language: English - Date: 2011-11-08 12:09:16
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