Inflation swap

Results: 85



#Item
71Debt / Interest rate swap / Swap / Derivative / Yield curve / Interest / United States housing bubble / Bonds / Inflation derivative / Financial economics / Finance / Economics

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1090 November[removed]Interest Rate Swaps and Corporate Default

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-11-21 14:28:15
72Interest rates / Interest rate swap / Swap / Bond / Notional amount / Hedge / Interest rate cap and floor / United States housing bubble / Inflation derivative / Financial economics / Finance / Economics

InterestRateSWAP_v5bm.1.qxp

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Source URL: www.orrick.com

Language: English - Date: 2013-01-04 13:23:41
73Finance / Inflation derivative / Inflation-indexed bond / Yield curve / Interest rate swap / Fisher equation / Bond / Interest / Consumer Price Index / Inflation / Economics / Financial economics

EQF[removed]: Inflation products and inflation models Peter J¨ackel∗ and Jerome Bonneton† First version: This version: 23rd July 2008

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

Language: English - Date: 2009-11-02 09:53:54
74International economics / Foreign exchange market / Hedge fund / Inflation / Euro / International Monetary Fund / Financial market / Credit default swap / Currency War of 2009–2011 / Economics / Financial economics / Finance

Chapter I Assessing Global Financial Risks T

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Source URL: www.imf.org

Language: English - Date: 2006-09-08 14:01:09
75Interest rate swap / Swap / Derivative / Euro / Monetary policy / United States housing bubble / Inflation derivative / Credit default swap / Financial economics / Finance / Investment

Wo r k i n g Pa p e r S e r i e S NO[removed]s e p t e m b e r 2013 Interest Rate Swaps and Corporate Default 

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Source URL: www.ecb.europa.eu

Language: English - Date: 2013-09-18 08:36:39
76Interest rates / Finance / Fixed income analysis / Mathematical finance / Inflation swap / Zero-Coupon Inflation-Indexed Swap / Interest rate swap / Inflation derivative / Covariance / Inflation / Financial economics / Economics

CUTTING EDGE. INFLATION Convexity adjustments in inflation-linked derivatives Dorje Brody, John Crosby and Hongyun Li value several types of inflation-linked derivatives using a

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-09-12 05:57:28
77Statistics / Inflation swap / Inflation derivative / Log-normal distribution / Covariance / Inflation / Financial economics / Economics

Convexity adjustments in inflation-linked derivatives with delayed payments Dorje C. Brody∗ , John Crosby† and Hongyun Li∗ ∗ Department of Mathematics, Imperial College London, London SW7 2BZ, UK

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-07-31 16:39:10
78Inflation derivative / Inflation swap / Derivative / Real interest rate / Yield curve / Exchange rate / Swap / Bond / Monetary inflation / Economics / Inflation / Financial economics

MSc_dissertation_Hongyun_Li_Imperial_College.mdi

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Source URL: www.john-crosby.co.uk

Language: English - Date: 2008-07-21 09:35:29
79Financial economics / Macroeconomics / Monetary policy / Finance / Inflation / Euro / Yield curve / Bond / Swap rate / Economics / Economy of the European Union / Interest rates

Deadline[removed]p.m. CET Comments Template on CEIOPS-CP 40 Consultation Paper on the Draft L2 Advice on TP – Risk free interest rate

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:12:48
80Finance / Monetary policy / Financial risk / Inflation / Banking / Yield curve / Swap rate / Bond / Swap / Economics / Financial economics / Money

Deadline[removed]p.m. CET Comments Template on CEIOPS-CP 40 Consultation Paper on the Draft L2 Advice on TP – Risk free interest rate

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:12:48
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