Swaps

Results: 796



#Item
701Economics / Banking / Stochastic processes / Options / Variance swap / Black–Scholes / Variance risk premium / Forward contract / Hull–White model / Mathematical finance / Financial economics / Finance

VARIANCE DERIVATIVES: PRICING AND CONVERGENCE JOHN CROSBY AND MARK H. A. DAVIS Abstract. We examine the pricing of variance swaps and some generalisations and variants such as selfquantoed variance swaps, gamma swaps, sk

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

Language: English - Date: 2012-12-18 04:54:37
702International trade / International relations / Foreign Exchange Committee / International Swaps and Derivatives Association / Exchange rate / Non-deliverable forward / Futures contract / Global financial system / Economics / International economics / Foreign exchange market

THE FOREIGN EXCHANGE COMMITTEE 2007 ANNUAL REPORT The Foreign Exchange Committee ■ 33 Liberty Street, 9th Floor ■ New York, NY 10045 ■ www.newyorkfed.org/fxc[removed]Annual Report

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Source URL: www.newyorkfed.org

Language: English - Date: 2008-08-14 16:47:44
703Africa / African currency / Pound / Foreign-exchange option / Ghana / Financial economics / Money / Economy of Ghana / Currency / Ghana cedi

NEW AFRICAN CURRENCY AMENDMENT TO ANNEX A TO THE 1998 FOREIGN EXCHANGE AND CURRENCY OPTION DEFINITIONS PUBLISHED BY EMTA, ISDA AND THE FXC May 9, 2012. EMTA, Inc, the International Swaps and Derivatives Association and t

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Source URL: www.newyorkfed.org

Language: English - Date: 2012-05-09 13:45:42
704ISDA Master Agreement / Credit / Islamic banking / Derivative / Bank / Netting / Hedge / International Swaps and Derivatives Association / Derivatives law / Financial economics / Finance / Economics

Habib Motani [Kompatibilitätsmodus]

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Source URL: www.ilf-frankfurt.de

Language: English - Date: 2012-04-26 07:18:13
705Contract law / ISDA Master Agreement / Law / Netting / Franchising / Repurchase agreement / Master contract / International Swaps and Derivatives Association / South African contract law / Business / Finance / Economics

CROSS-PRODUCT MASTER AGREEMENT February 2000 Dated as of ____________________ BETWEEN __________________________ ("Party A") and ______________________ ("Party B")

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Source URL: www.newyorkfed.org

Language: English - Date: 2003-02-03 17:19:48
706Financial system / Investment / Contract law / Option style / Option / Foreign exchange spot / Exercise / International Swaps and Derivatives Association / Derivative / Financial economics / Options / Finance

Microsoft Word - Barrier Confirmations.DOC

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Source URL: www.newyorkfed.org

Language: English - Date: 2006-05-05 14:06:58
707Money / Monetary economics / Macroeconomic policy / Public finance / Central bank / Money supply / Gold as an investment / Foreign-exchange reserves / A Program for Monetary Reform / Economics / Macroeconomics / Monetary policy

Issues Paper (RESTEG) #11, Treatment of Gold Swaps and Gold Deposits (Loans), Prepared by Hidetoshi Takeda, April[removed]Reserve Assets Technical Expert Group (RESTEG)

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Source URL: www.imf.org

Language: English - Date: 2006-04-21 10:38:23
708Business / Economics / ISDA Master Agreement / Netting / International Swaps and Derivatives Association / Master contract / Franchising / Credit Support Annex / Contract / Legal documents / Contract law / Law

CROSS-PRODUCT MASTER AGREEMENT GUIDANCE NOTES February 2000 The Bond Market Association (TBMA), the British Bankers Association (BBA), the Emerging Markets Traders Association (EMTA), the Foreign Exchange Committee, the

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Source URL: www.newyorkfed.org

Language: English - Date: 2003-01-17 15:29:44
709Contract law / Financial markets / Counterparty / Prime brokerage / Short / International Swaps and Derivatives Association / Foreign-exchange option / Option / ISDA Master Agreement / Financial economics / Finance / Financial system

MASTER FX GIVE-UP AGREEMENT published as of 31 December 2004 by The Foreign Exchange Committee in association with The British Bankers’ Association, The Canadian Foreign Exchange Committee,

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Source URL: www.newyorkfed.org

Language: English - Date: 2005-07-27 16:16:00
710Finance / Contract law / Securities / Bankruptcy / Netting / Self-regulatory organizations / Derivative / Exposure at default / International Swaps and Derivatives Association / Law / Financial economics / Business

P HILIPP P A E C H S Y S T E MIC THE RIS K, R E G UL A T OR Y POWERS A ND INSOL V E N C Y L A W

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Source URL: www.ilf-frankfurt.de

Language: English - Date: 2010-05-05 13:41:41
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