Works matching DE "SWAPS (Finance)"
Results: 677
The implications of monetary versus bond financing of debt-peso swaps.
- Published in:
- Money Affairs, 1991, v. 4, n. 1, p. 5
- Publication type:
- Article
EXCESS VOLATILITY: BEYOND DISCOUNT RATES.
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- Quarterly Journal of Economics, 2018, v. 133, n. 1, p. 71, doi. 10.1093/qje/qjx034
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- Article
SWAPS AND ROOSA BONDS AS IN INDEX OF THE COST OF COOPERATION IN THE "CRISIS ZONE"
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- Quarterly Journal of Economics, 1971, v. 85, n. 2, p. 349, doi. 10.2307/1880711
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- Article
Arbitrage and knowledge.
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- Review of Austrian Economics, 2010, v. 23, n. 1, p. 79, doi. 10.1007/s11138-009-0087-3
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- Article
Uptier Debt Exchange Transactions: A WINNER-TAKE-ALL BATTLE IN THE LEVERAGED LOAN MARKET.
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- Brooklyn Law Review, 2025, v. 90, n. 2, p. 525
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- Article
Equity protection swaps: investment insurance for superannuation accounts.
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- Quantitative Finance, 2024, v. 24, n. 12, p. 1773, doi. 10.1080/14697688.2024.2435037
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- Publication type:
- Article
On the American swaption in the linear-rational framework.
- Published in:
- Quantitative Finance, 2018, v. 18, n. 11, p. 1865, doi. 10.1080/14697688.2018.1446547
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- Article
Arithmetic variance swaps.
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- Quantitative Finance, 2017, v. 17, n. 4, p. 551, doi. 10.1080/14697688.2016.1212167
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- Article
On an automatic and optimal importance sampling approach with applications in finance.
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- Quantitative Finance, 2016, v. 16, n. 8, p. 1259, doi. 10.1080/14697688.2015.1136077
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- Article
Parsimonious HJM modelling for multiple yield curve dynamics.
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- Quantitative Finance, 2014, v. 14, n. 2, p. 199, doi. 10.1080/14697688.2013.829242
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- Article
The impact of different correlation approaches on valuing credit default swaps with counterparty risk.
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- Quantitative Finance, 2013, v. 13, n. 12, p. 1903, doi. 10.1080/14697688.2012.750008
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- Article
Currency total return swaps: valuation and risk factor analysis.
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- Quantitative Finance, 2013, v. 13, n. 7, p. 1135, doi. 10.1080/14697688.2013.775475
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- Article
Variance swap dynamics.
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- Quantitative Finance, 2013, v. 13, n. 5, p. 675, doi. 10.1080/14697688.2012.749420
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- Publication type:
- Article
American step-up and step-down default swaps under Lévy models.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 1, p. 137, doi. 10.1080/14697688.2012.730624
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- Publication type:
- Article
Swap rate variance swaps.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 2, p. 249, doi. 10.1080/14697688.2010.497493
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- Publication type:
- Article
Equity quantile upper and lower swaps.
- Published in:
- Quantitative Finance, 2012, v. 12, n. 1, p. 29, doi. 10.1080/14697688.2011.630327
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- Publication type:
- Article
The k th default time distribution and basket default swap pricing.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1793, doi. 10.1080/14697688.2010.494611
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- Article
Flexing the default barrier.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 12, p. 1729, doi. 10.1080/14697688.2010.481633
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- Article
A jump-diffusion Libor model and its robust calibration.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 4, p. 529, doi. 10.1080/14697680903295176
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- Article
Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 4, p. 547, doi. 10.1080/14697688.2010.535839
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- Publication type:
- Article
CAPITAL STRUCTURE MANAGEMENT AS A MOTIVATION FOR CALLING CONVERTIBLE DEBT.
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- Journal of Financial Research, 1994, v. 17, n. 1, p. 91, doi. 10.1111/j.1475-6803.1994.tb00176.x
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- Publication type:
- Article
OPTIONS, GREEKS, AND RISK MANAGEMENT.
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- Singidunum Journal of Applied Sciences, 2014, v. 11, n. 1, p. 74, doi. 10.5937/sjas11-5820
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- Publication type:
- Article
THE PRICING AND VALUATION OF SWAPS.
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- Singidunum Journal of Applied Sciences, 2013, v. 10, n. 1, p. 39, doi. 10.5937/sjas1301039P
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- Publication type:
- Article
CRISIS RISK MEASUREMENTS - TRADE WITH CREDIT DEFAULT SWAPS AGAINST MEASUREMENTS OF THE CAPITAL TRADE DYNAMICS.
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- International Journal of Contemporary Economics & Administrative Sciences, 2017, v. 7, n. 1/2, p. 81
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- Publication type:
- Article
Swap Pricing and Default Risk: A Note.
- Published in:
- Journal of International Financial Management & Accounting, 1990, v. 2, n. 1, p. 79, doi. 10.1111/j.1467-646X.1990.tb00018.x
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- Publication type:
- Article
DESIGNING FINANCIAL SWAPS WITH CLP(R).
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- Applied Artificial Intelligence, 1996, v. 10, n. 6, p. 505, doi. 10.1080/088395196118407
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- Article
One-Penny Arbitrages, or: A Free Snack without a Free Lunch.
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- Journal of Applied Computer Science & Mathematics, 2011, n. 10, p. 102
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- Publication type:
- Article
On the sovereign debt crisis: sovereign credit default swaps and their interaction with stock market indices.
- Published in:
- Applied Economics, 2023, v. 55, n. 1, p. 20, doi. 10.1080/00036846.2021.1934392
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- Publication type:
- Article
The Mispricing of Credit Default Swaps: Institutional Causes and Effects.
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- Banking & Finance Review, 2010, v. 2, n. 2, p. 105
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- Article
Risk Arbitrage for Collared, Uncollared Stock Swap Offers.
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- Banking & Finance Review, 2010, v. 2, n. 2, p. 37
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- Article
Sovereign risk and armed conflict: an event-study for colombia.
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- Defence & Peace Economics, 2012, v. 23, n. 2, p. 185, doi. 10.1080/10242694.2011.597233
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- Article
Option‐for‐guarantee swaps and flexible investment opportunities.
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- International Review of Finance, 2021, v. 21, n. 4, p. 1286, doi. 10.1111/irfi.12325
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- Publication type:
- Article
A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information*.
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- International Review of Finance, 2021, v. 21, n. 1, p. 37, doi. 10.1111/irfi.12253
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- Article
Credit Default Swaps and the Stability of the Banking Sector.
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- International Review of Finance, 2010, v. 10, n. 1, p. 27, doi. 10.1111/j.1468-2443.2010.01104.x
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- Publication type:
- Article
Bargaining in the shadow of law and finance: the market-oriented debt to equity swap in China.
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- Journal of Corporate Law Studies, 2023, v. 23, n. 2, p. 601, doi. 10.1080/14735970.2024.2301818
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- Publication type:
- Article
TÜREV ÜRÜNLERİN MUHASEBELEŞTİRİLMESİ ACCOUNTING FOR DERIVATIVE INSTRUMENTS.
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- Financial Analysis / Mali Cozum Dergisi, 2013, n. 120, p. 49
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- Article
Comment Empty Creditors and Debt Exchanges.
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- Yale Journal on Regulation, 2010, v. 27, n. 1, p. 159
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- Article
How to Green Our Parched Farmlands and Finance Critical Infrastructure.
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- CounterPunch, 2022, p. 1
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- Article
Calibration of one-factor and two-factor Hull-White models using swaptions.
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- Computational Management Science, 2019, v. 16, n. 1/2, p. 275, doi. 10.1007/s10287-018-0323-z
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- Publication type:
- Article
Pricing and Capital Allocation for Multiline Insurance Firms.
- Published in:
- Journal of Risk & Insurance, 2010, v. 77, n. 3, p. 551, doi. 10.1111/j.1539-6975.2010.01353.x
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- Publication type:
- Article
AMERICAN RISK AND INSURANCE ASSOCIATION 1999 Annual Meeting Vancouver, British Columbia, August 8-11.
- Published in:
- 1999
- Publication type:
- Proceeding
Safety for Whom? The Scattered Global Financial Safety Net and the Role of Regional Financial Arrangements.
- Published in:
- Open Economies Review, 2018, v. 29, n. 5, p. 981, doi. 10.1007/s11079-018-9495-y
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- Publication type:
- Article
A comparison of single factor Markov-functional and multi factor market models.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 3, p. 245, doi. 10.1007/s11147-009-9050-5
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- Publication type:
- Article
Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case.
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- Review of Derivatives Research, 2010, v. 13, n. 2, p. 141, doi. 10.1007/s11147-009-9048-z
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- Publication type:
- Article
A forward started jump-diffusion model and pricing of cliquet style exotics.
- Published in:
- Review of Derivatives Research, 2010, v. 13, n. 2, p. 125, doi. 10.1007/s11147-009-9045-2
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- Publication type:
- Article
Single name credit default swaptions meet single sided jump models.
- Published in:
- Review of Derivatives Research, 2008, v. 11, n. 1/2, p. 153, doi. 10.1007/s11147-008-9027-9
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- Publication type:
- Article
SEC Sets Stage for Credit Default Swap Oversight.
- Published in:
- Bank Accounting & Finance (08943958), 2009, v. 22, n. 4, p. 45
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- Publication type:
- Article
APGARCH MODELING OF CDS RETURNS.
- Published in:
- International Journal of Economic & Social Research, 2015, v. 11, n. 2, p. 171
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- Publication type:
- Article
THE LINK BETWEEN CREDIT DEFAULT SWAPS AND STOCK MARKETS IN CENTRAL AND EASTERN EUROPE.
- Published in:
- Dialogue (1311-9206), 2013, n. 4, p. 1
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- Publication type:
- Article
EVIDENCE ADMISIBILITY, ADMINISTRATION AND ASSESSMENT THROUGH THE ELECTRONIC RECORDINGS.
- Published in:
- Journal of Information Systems & Operations Management, 2011, v. 5, n. 2.1, p. 440
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- Publication type:
- Article