Interest rate derivative

Results: 769



#Item
101Financial markets / Economy of the United States / Derivative / National Stock Exchange of India / Interest rate derivative / Late-2000s financial crisis / Equity derivative / Financial economics / Economics / Investment

Cambridge University Press[removed]4 - The Economics of Derivatives T. V. Somanathan and V. Anantha Nageswaran Frontmatter More information

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Source URL: assets.cambridge.org

Language: English - Date: 2014-12-23 05:30:11
102Interest rates / Banking / Interest rate swap / United States housing bubble / Swap / Derivative / Libor / Floating interest rate / Hedge / Financial economics / Finance / Economics

A Practical Guide to Using Receive-Fixed Interest Rate Swaps to Reduce Asset-Sensitivity and Benefit Current Period Earnings Banks use several techniques to convert some of their asset-sensitivity to current period earni

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Source URL: www.chathamfinancial.com

Language: English - Date: 2014-07-11 03:15:42
103Options / Investment / Swaption / Derivative / Swap / Quantitative analyst / Computational finance / Interest rate swap / Futures contract / Financial economics / Finance / Mathematical finance

Bibliography Abramowitz, Milton, and Irene A. Stegun, eds[removed]Handbook of Mathematical Functions: With Formulas, Graphs, and Mathematical Tables. New York: Dover Publications. Ammann, Manuel[removed]Credit Risk Valuat

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-13 04:41:25
104Financial economics / Money / Libor / Reference rate / Swap / Interest rate swap / SONIA / Overnight rate / Derivative / Interest rates / Banking / Finance

Chris Salmon: Remarks given at the first meeting of the Working Group on Sterling Risk-Free Reference Rates

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Source URL: www.bis.org

Language: English - Date: 2015-03-30 04:57:00
105Options / Swaption / Interest rate derivative / Interest rates / Interest rate swap / Swap / Mathematical finance / Yield curve / Outline of finance / Financial economics / Finance / Investment

Contents Preface Acknowledgments List of Abbreviations

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-11 07:19:47
106Options / Derivative / Interest rate derivative / Interest rate swap / Swap / Over-the-counter / Futures contract / Hedge / Commodity Futures Modernization Act / Financial economics / Finance / Investment

Preface The interest rate swaps market is enormous. The aggregate outstanding notional (or fictitious principal) of over-the-counter (OTC) interest rate swaps and options stood in excess of $400 trillion by the end of

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-11 07:19:42
107Derivative / Horse racing / Swap / Interest rate swap

INTEREST RATE SWAPS and Other DERIVATIVES Downloaded from cupola.columbia.edu Downloaded from cupola.columbia.edu

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-12 15:31:34
108Financial markets / Derivatives market / Derivative / Over-the-counter / Futures contract / Swap / Interest rate derivative / Futures exchange / Credit default swap / Financial economics / Investment / Finance

Cambridge University Press[removed]4 - The Economics of Derivatives T. V. Somanathan and V. Anantha Nageswaran Excerpt More information

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Source URL: assets.cambridge.org

Language: English - Date: 2014-12-23 05:30:11
109Options / Interest rates / Investment / Swaption / United States housing bubble / Interest rate swap / Constant maturity swap / Swap / Derivative / Financial economics / Finance / Economics

Index absolute volatility, 183, 198n34 actual (realized) volatility, 421, 434–36, 497 adjusted payments, 24, 524

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Source URL: cupola.columbia.edu

Language: English - Date: 2015-04-12 23:30:18
110Interest rates / United States housing bubble / Interest rate swap / Libor / Swap / Notional amount / Derivative / Interest rate derivative / Forward rate agreement / Financial economics / Economics / Finance

December 5, 2012 Explanation of LIBOR Review Data The following LIBOR Review tables provide an aggregate summary based on a subset of Interest Rate derivative transactions (IRS) that have been registered in DTCC Derivat

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Source URL: dtcc.com

Language: English - Date: 2013-11-11 11:51:18
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