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Interest rate derivative
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71	Over-the-Counter Derivatives Charles River provides a comprehensive solution with portfolio management, trading, and compliance capabilities for over-the-counter (OTC) derivatives Investing in OTC derivatives requires sp Add to Reading List Source URL: www.crd.com Language: English - Date: 2015-04-18 08:49:44 Swap Derivative Interest rate swap Credit default swap Futures contract Total return swap Over-the-counter Variance swap Volatility swap Financial economics Finance Investment
72	PDF Document Add to Reading List Source URL: www.westpac.com.au Language: English - Date: 2014-08-22 19:38:41 Swap Futures contract Commodity market Derivative Interest rate swap Economics Business Hedge
73	The traffic-light, - Final version FINANSINSPEKTIONEN Add to Reading List Source URL: www.fi.se Language: English - Date: 2010-09-01 03:15:36 Finance Hedge Interest rate risk Interest rate Derivative Bond Real interest rate Exchange rate Credit risk Economics Financial risk Financial economics
74	Statistical release - OTC derivatives statistics at end-December 2014 Add to Reading List Source URL: www.bis.org Language: English - Date: 2015-04-30 03:00:00 Derivatives market Economy of the United States Derivative Swap Interest rate swap Over-the-counter Credit default swap Notional amount Late-2000s financial crisis Financial economics Economics Finance
75	APPENDIX A STATEMENT OF FACTS This Statement of Facts is incorporated by reference as part of the non-prosecution agreement, dated June 26, 2012, between the United States Department of Justice, Criminal Division, Add to Reading List Source URL: lib.law.virginia.edu Language: English - Date: 2012-11-18 18:17:11 Economics Banking United States housing bubble Libor Euro Interbank Offered Rate Eurodollar Reference rate Swap Interest rate derivative Interest rates Financial economics Finance
76	INTERPOLATION SCHEMES IN THE DISPLACED-DIFFUSION LIBOR MARKET MODEL AND THE EFFICIENT COMPUTATION OF PRICES AND GREEKS FOR CALLABLE RANGE ACCRUALS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a new arbitra Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:19:33 Investment Mathematical finance Options Range accrual Bonds Interest rate derivative T1 Yield curve Zero-coupon bond Financial economics Economics Finance
77	FAST DELTA COMPUTATIONS IN THE SWAP MARKET MODEL MARK JOSHI AND CHAO YANG A BSTRACT. We develop an efficient algorithm to implement the adjoint method that computes sensitivities of an interest rate derivative (IRD) with Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:14:59 Differential calculus Generalizations of the derivative Determinants Jacobian matrix and determinant Matrices Multivariable calculus Automatic differentiation Matrix Adjoint Mathematics Algebra Mathematical analysis
78	Status update on development of OTC derivatives regulatory regime Add to Reading List Source URL: www.law.cuhk.edu.hk Language: English Derivatives market Derivative Swap Interest rate swap Interest rate derivative Hong Kong Monetary Authority Futures exchange Over-the-counter Trade Repository Financial economics Finance Financial system
79	Microsoft Word - PFD01_CourseDoc.doc Add to Reading List Source URL: www.pi-eta.com Language: English - Date: 2014-08-17 22:54:39 Financial system Derivative Structured product Treasury management Computational finance Arbitrage Interest rate derivative Investment banking Financial economics Financial markets Finance
80	Microsoft Word - PFD01_Contents.doc Add to Reading List Source URL: www.pi-eta.com Language: English - Date: 2012-04-10 21:51:15 Actuarial science Derivative Interest rate swap Interest rate derivative Computational finance Structured product Swap Option Futures contract Financial economics Finance Financial system

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