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

Source URL: assets.cambridge.org

• Financial markets
• Derivatives market
• Derivative
• Over-the-counter
• Futures contract
• Swap
• Interest rate derivative
• Futures exchange
• Credit default swap
• Financial economics
• Investment
• Finance

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

Source URL: cupola.columbia.edu

• Options
• Interest rates
• Investment
• Swaption
• United States housing bubble
• Interest rate swap
• Constant maturity swap
• Swap
• Derivative
• Financial economics
• Finance
• Economics

ABS Benchmarks Administration Co Pte Ltd ABS SOR (Swap Offer Rate) DISCLAIMER In consideration for ABS Benchmarks Administration Co Pte Ltd (ABS Co) administering ABS SOR and Thomson Reuters supplying the data, the subs

Source URL: www.abs.org.sg

Microsoft Word - BML PIS v1 - FINAL - TO BE PUBLISHED.doc

Source URL: www.nab.com.au

• Economics
• Interest rates
• Mathematical finance
• Mortgage
• Floating interest rate
• Interest rate swap
• Interest rate
• Interest
• Loan
• Finance
• Financial economics
• Banking

Business Foreign Exchange Contracts Product Disclosure Statement 1 August 2012 © Copyright HSBC Bank Australia Limited ABN[removed]1 August 2012.

Source URL: www.hsbc.com.au

• Finance
• Foreign exchange spot
• Currency pair
• Exchange rate
• Forward contract
• Futures contract
• Value date
• Foreign exchange swap
• Forward exchange rate
• Foreign exchange market
• Financial economics
• Economics

3 Month Market Activity Analysis – Index ______________________________________________________________________________ Initially Published for the ISDA Credit Steering Committee September 2011 On March 1, 2010, market

Source URL: dtcc.com

• Securities
• Depository Trust & Clearing Corporation
• Credit default swap
• Derivative
• Clearing
• Futures contract
• Exchange rate
• 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

Source URL: dtcc.com

• Interest rates
• United States housing bubble
• Interest rate swap
• Libor
• Swap
• Notional amount
• Derivative
• Interest rate derivative
• Forward rate agreement
• Financial economics
• Economics
• Finance

August 21, 2012 Explanation of Global Trade Repository Data The following tables provide aggregated market data on Interest Rate derivative trades that have been registered in Depository Trust & Clearing Corporation’s

Source URL: dtcc.com

• Interest rate swap
• Interest rates
• Options
• Swap
• Derivative
• Notional amount
• Forward contract
• Forward rate agreement
• Currency swap
• Financial economics
• Economics
• Financial system

Foreign exchange market developments and intervention in Korea

Source URL: www.bis.org

• Foreign exchange market
• Foreign-exchange reserves
• Floating exchange rate
• Money supply
• Bank of Korea
• Monetary policy
• Currency swap
• Financial market
• Power reverse dual currency note
• Economics
• Macroeconomics
• International economics

Fritz Zurbrügg: Financial markets, the management of Swiss currency reserves and interest rate benchmark reforms Introductory remarks by Mr Fritz Zurbrügg, Member of the Governing Board of the Swiss National Bank, at t

Source URL: www.bis.org

• Banking
• Fixed income market
• Interest rates
• Macroeconomics
• Swiss National Bank
• Bond market
• Libor
• Swap
• Monetary policy
• Economics
• Financial economics
• Finance