Spread option

Results: 111



#Item
101Finance / Mortgage-backed security / Fixed income securities / Financial markets / Quantitative easing / Option-adjusted spread / Late-2000s financial crisis / Corporate bond / Interbank lending market / Economics / Financial economics / Structured finance

The Ins and Outs of LSAPs Arvind Krishnamurthy and Annette Vissing-Jorgensen Large-scale asset purchases (LSAPs), also often referred to as quantitative easing (QE), are a tool first deployed in 2001 by the Bank of Japan

Add to Reading List

Source URL: kansascityfed.org

Language: English - Date: 2014-07-15 12:00:52
102Financial system / Exercise / Futures contract / Expiration / Short / International Securities Exchange / Pin risk / Options spread / Financial economics / Options / Finance

Goldman, Sachs & Co. (“GS&Co.”) and Goldman Sachs Execution & Clearing, L.P. (“GSEC”) (collectively, “GS”) Statement on Option Position Limits/Exercise Procedures and Other Disclosures for U.S. Listed Options

Add to Reading List

Source URL: www.goldmansachs.com

Language: English - Date: 2014-05-14 10:39:33
103Mathematical finance / Options / Futures contract / Commodity / Binary option / Risk-neutral measure / Black model / Spread trade / Financial economics / Finance / Investment

Pricing exotic energy and commodity options in a multi-factor jump-diffusion model John Crosby Global Head of Quantitative Analytics and Research, Lloyds TSB Financial Markets

Add to Reading List

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

Language: English - Date: 2008-07-21 09:36:26
104European Union Emission Trading Scheme / Spark spread / Emissions trading / Carbon capture and storage / Carbon leakage / Carbon pricing / Carbon tax / Climate change policy / Climate change / Environment

Merits and drawbacks of the option of Increasing the EU reduction target to 30% in 2020 presented at: First consultation meetings on options for structural measures to strengthen the EU Emissions Trading System 1 March 2

Add to Reading List

Source URL: ec.europa.eu

Language: English - Date: 2014-06-20 06:03:00
105Financial system / Options strategies / Call option / Exercise / Moneyness / Futures contract / Bull spread / Covered call / Options / Financial economics / Finance

Restivo Long Call Option Strategy This is the main technique for my personal brokerage accounts. Investors are recommended to invest in equities and options with their investment advisor’s help. Long term theoretical p

Add to Reading List

Source URL: omeganexusonline.net

Language: English - Date: 2013-07-17 13:57:24
106Mortgage industry of the United States / Mortgage-backed security / Fixed income securities / United States housing bubble / Economics / Option-adjusted spread / Z-spread / Collateralized mortgage obligation / Mark-to-market accounting / Structured finance / Finance / Financial economics

Federal Reserve Bank of New York Staff Reports Understanding Mortgage Spreads Nina Boyarchenko

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2014-05-22 11:43:41
107American football strategy / American football formations / Formation / Center / Motion / Snap / Spread offense / Option offense / Zone blocking / Football / American football / American football positions

ad e r

Add to Reading List

Source URL: usafootball.com

Language: English - Date: 2012-07-23 07:56:55
108United States housing bubble / Economics / Mortgage-backed security / Mortgage / Fixed income securities / Mortgage industry of Denmark / Mortgage loan / Callable bond / Option-adjusted spread / Financial economics / Structured finance / Finance

PDF Document

Add to Reading List

Source URL: www.bis.org

Language: English - Date: 2004-03-08 04:00:00
109Investment / Futures contract / Margin / Exercise / Straddle / Put option / Box spread / Short / Collar / Financial economics / Options / Finance

PDF Document

Add to Reading List

Source URL: www.cboe.com

Language: English - Date: 2010-01-11 10:54:33
110Economics / Fixed income analysis / Option-adjusted spread / Structured finance / Valuation / Interest rate risk / Bond duration / Option / Immunization / Financial economics / Finance / Financial risk

PDF Document

Add to Reading List

Source URL: rmtf.soa.org

Language: English - Date: 2003-06-02 13:46:43
UPDATE