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Swaps
Results: 796

#	Item
671	CALLABLE SWAPS, SNOWBALLS AND VIDEOGAMES CLAUDIO ALBANESE Abstract. Although economically more meaningful than the alternatives, short rate models have been dismissed for financial engineering applications in favor of ma Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:22 Mathematical finance Applied mathematics Markov models Interest rates Interest rate derivative Discretization Markov chain Short-rate model Lattice Control theory Mathematics Mathematical analysis
672	PRICING EQUITY DEFAULT SWAPS CLAUDIO ALBANESE AND OLIVER CHEN Abstract. Pricing credit-equity hybrids is a challenging task as the established pricing methodologies for equity options and credit derivatives are quite dif Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance United States housing bubble Options Credit default swap Derivative Credit derivative Stochastic volatility Convertible bond Local volatility Financial economics Finance Investment
673	A stochastic volatility model for callable CMS swaps and translation invariant path dependent derivatives Claudio Albanesey Manlio Trovatoz Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:25 Financial economics Markov chain Volatility Local volatility Implied volatility Short-rate model Discretization Stochastic process Stochastic volatility Mathematical finance Statistics Mathematical sciences
674	ANNEX XIII REPORTING ON LIQUIDITY (PART 4: Collateral swaps) General remarks This is a summary template which contains information that will allow EBA to assess whether secured lending and collateral swap transactions ha Add to Reading List Source URL: www.eba.europa.eu Language: English - Date: 2014-02-25 08:43:26 Financial economics Financial services Mortgage-backed security United States housing bubble Late-2000s financial crisis Systemic risk
675	International Swaps and Derivatives Association - KAAM Add to Reading List Source URL: www.financialstabilityboard.org Language: English - Date: 2013-11-21 03:32:00 Business International Swaps and Derivatives Association Stock market Contract law Over-the-counter Repurchase agreement Derivative Netting Counterparty Finance Economics ISDA Master Agreement
676	Roll Call #1 Summary: Motion to favorably report H.R. 992, the Swaps Regulatory Improvement Act, to the House with recommendation that it do pass. Offered By: Representative K. Michael Conaway Results: Passed by a record Add to Reading List Source URL: agriculture.house.gov Language: English - Date: 2013-03-21 14:03:43
677	Banking on Failure Speculators’ Use of Credit Default Swaps to Bet on Others’ Misfortune Is Unseemly, Dangerous November 2011 ––––––––––––––––––– Add to Reading List Source URL: www.citizen.org Language: English - Date: 2011-11-11 10:54:33 Late-2000s financial crisis United States housing bubble Credit default swap Credit derivative Mortgage-backed security Derivative Swap Fixed income securities Commodity Futures Modernization Act Financial economics Economics Finance
678	2009 TablesCharts[removed]for report.xls Add to Reading List Source URL: www.isda.org Language: English - Date: 2011-01-07 20:10:53 Collateral management Credit Legal documents International Swaps and Derivatives Association Repurchase agreement Credit Support Annex Credit derivative Derivative Margin Financial economics Finance Economics
679	A STOCHASTIC VOLATILITY MODEL FOR BERMUDA SWAPTIONS AND CALLABLE CMS SWAPS CLAUDIO ALBANESE AND MANLIO TROVATO Abstract. It is widely recognized that fixed income exotics should be priced by means of a stochastic volatil Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Investment Volatility smile Implied volatility Swaption Volatility Hull–White model Local volatility Interest rate derivative Stochastic volatility Mathematical finance Financial economics Finance
680	An Algorithm to Estimate the Total Amount of Collateral Required Before and After Financial Reform Initiatives in Various Regulatory Jurisdictions John McPartland, Paymon Khorrami, Rajeev Ranjan, Kirstin Wells∗ Introd Add to Reading List Source URL: www.chicagofed.org Language: English - Date: 2011-06-10 13:27:49 United States housing bubble Interest rate swap Credit default swap Derivative Swap Repurchase agreement International Swaps and Derivatives Association Futures contract Dodd–Frank Wall Street Reform and Consumer Protection Act Financial economics Finance Economics

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