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Interest rate derivative
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81	ALCHEMIST ISSUE SEVENTY ONE Managing Post-Trade Risk in Precious Metals Portfolios By Susan Hinko, Head of Industry Relations and Mattias Palm, Business Manager Commodities, TriOptima Add to Reading List Source URL: www.lbma.org.uk Language: English United States housing bubble Financial markets LCH.Clearnet Credit default swap Swap Derivative Interest rate swap Futures contract International Swaps and Derivatives Association Financial economics Finance Financial system
82	RISK MANAGEMENT The Journal of Global Treasury and Financial Risk Management CSA ADMIN: IN-HOUSE OR OUTSOURCED? Add to Reading List Source URL: cbs.db.com Language: English - Date: 2015-03-04 06:57:30 United States housing bubble Contract law Collateral management Credit Investment Credit default swap Derivative Interest rate swap Contract for difference Financial economics Finance Financial markets
83	Customer Securitization Vehicles We sponsor customer securitization vehicles (also referred to as banksponsored multi-seller conduits) that provide our customers with alternate sources of funding through the securitizati Add to Reading List Source URL: www.bmo.com Language: English - Date: 2014-01-31 17:33:09 United States housing bubble Derivative Financial markets Hedge Swap Interest rate swap Credit default swap Over-the-counter Futures contract Financial economics Finance Investment
84	Liquidity Effects in Interest Rate Options Markets: Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2010-02-02 21:23:15 Financial risk Financial markets Liquidity risk Stock market Bid–offer spread Market liquidity Derivative Futures contract Option Financial economics Finance Economics
85	MONTE CARLO MARKET GREEKS IN THE DISPLACED DIFFUSION LIBOR MARKET MODEL MARK S. JOSHI AND OH KANG KWON Abstract. The problem of developing sensitivities of exotic interest rates derivatives to the observed implied volati Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:23:08 Investment Interest rate cap and floor Swaption LIBOR market model Interest rate derivative Implied volatility Calibrated geometry Volatility Mathematical finance Financial economics Finance
86	PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:16 Randomness Mathematical finance Options Investment Numerical analysis Interest rate derivative LIBOR market model Control variates Iteration Financial economics Mathematical sciences Applied mathematics
87	US Justice: Print Friendly Version Add to Reading List Source URL: lib.law.virginia.edu Language: English - Date: 2012-11-18 18:17:11 Finance Economics Libor United States housing bubble Euro Interbank Offered Rate Reference rate Barclays Swap Derivative Interest rates Banking Financial economics
88	Interim Final Temporary Rule: Reporting of Security-Based Swap Transaction Data Add to Reading List Source URL: www.sec.gov Language: English - Date: 2010-10-29 17:47:32 Late-2000s financial crisis Credit default swap United States housing bubble Derivative Interest rate swap Dodd–Frank Wall Street Reform and Consumer Protection Act Total return swap Swap Currency swap Financial economics Finance Financial system
89	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
90	Table 21C: Amounts outstanding of OTC single-currency interest rate derivatives By instrument, maturity and counterparty In billions of US dollars Instrument / maturity Add to Reading List Source URL: www.bis.org Language: English - Date: 2015-04-30 03:00:00 Swap Interest rates Derivative Forward contract Notional amount Repurchase agreement Interest rate derivative United States housing bubble Financial markets Financial economics Finance Financial system

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