Works matching DE "SWAPS (Finance)"
Results: 667
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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Brief Overview of What the Pillar Two Directive Means for Multinational Companies.
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- Tax Executive, 2024, v. 76, n. 3, p. 34
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- Article
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions.
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- Journal of Financial Econometrics, 2010, v. 8, n. 4, p. 511, doi. 10.1093/jfinec/nbp031
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"Swap" covered interest parity in long-date capital markets.
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- Review of Economics & Statistics, 1996, v. 78, n. 3, p. 530, doi. 10.2307/2109800
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STUDENT LOAN DERIVATIVES: IMPROVING ON INCOME-BASED APPROACHES TO FINANCING LAW SCHOOL.
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- Villanova Law Review, 2016, v. 61, n. 1, p. 99
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- 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
PROCESAL CIVIL.
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- Actualidad Jurídica (1578-956X), 2014, n. 38, p. 222
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- Article
ARBITRAJE Y MEDIACIÓN.
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- Actualidad Jurídica (1578-956X), 2014, n. 38, p. 173
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- Article
BIBLIOGRAFÍA.
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- 2014
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- Bibliography
PROCESAL CIVIL.
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- Actualidad Jurídica (1578-956X), 2013, n. 34, p. 217
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- Article
Pricing Credit Default Swaps Under Multifactor Reduced-Form Models: A Differential Quadrature Approach.
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- Computational Economics, 2018, v. 51, n. 3, p. 379, doi. 10.1007/s10614-016-9608-x
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Earnings Expectations and Capital Restructuring: The Case of Equity-for-Debt Swaps.
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- Journal of Accounting Research (Wiley-Blackwell), 1988, v. 26, n. 2, p. 273, doi. 10.2307/2491104
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An Empirical Study of the Cost of Convertible Securities.
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- Journal of Accounting Research (Wiley-Blackwell), 1971, v. 9, n. 3, p. 99, doi. 10.2307/2490091
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Sovereign Default Analysis through Extreme Events Identification.
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- Management Dynamics in the Knowledge Economy, 2015, v. 3, n. 2, p. 339
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ARBITRAGE-FREE OPTION PRICING MODELS.
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- Journal of the Australian Mathematical Society, 2009, v. 87, n. 2, p. 145, doi. 10.1017/S144678870900007X
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- Article
How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts.
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- Empirical Economics, 2018, v. 54, n. 4, p. 1451, doi. 10.1007/s00181-017-1268-8
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Forward Curve Risk Factors Analysis in the UK Real Estate Market.
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- Journal of Real Estate Finance & Economics, 2016, v. 53, n. 4, p. 494, doi. 10.1007/s11146-015-9534-z
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- 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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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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THINGS FALL APART: REGULATING THE CREDIT DEFAULT SWAP COMMONS.
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- University of Colorado Law Review, 2011, v. 82, n. 1, p. 167
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A Survey of Three Derivative-Based Methods to Harvest the Volatility Premium in Equity Markets.
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- Journal of Investing, 2016, v. 25, n. 3, p. 48, doi. 10.3905/joi.2016.25.3.048
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- Article
Local Authority Finance and Accounting in Wales.
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- Public Money & Management, 2004, v. 24, n. 3, p. 132, doi. 10.1111/j.1467-9302.2004.00407.x
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- Article
Contents of recent Quarterly Bulletins.
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- Bank of England Quarterly Bulletin, 2007, v. 47, n. 3, p. 479
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- Article
Recent developments in sterling inflation-linked markets.
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- Bank of England Quarterly Bulletin, 2006, v. 46, n. 4, p. 386
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Understanding the term structure of swap spreads.
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- Bank of England Quarterly Bulletin, 2006, v. 46, n. 1, p. 45
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Appendix: Details of inflation swaps and index-linked bonds across countries.
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- Bank of England Quarterly Bulletin, 2006, v. 46, n. 1, p. 33
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New information from inflation swaps and index-linked bonds.
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- Bank of England Quarterly Bulletin, 2006, v. 46, n. 1, p. 24
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Interest rate expectations from overnight swap rates.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 4, p. 410
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Interactions between cash and derivatives markets.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 3, p. 314
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Inflation-protected bonds and swaps.
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- Bank of England Quarterly Bulletin, 2004, v. 44, n. 2, p. 124
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Basis swaps.
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- Bank of England Quarterly Bulletin, 2004, v. 44, n. 2, p. 120
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Understanding and modelling swap spreads.
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- Bank of England Quarterly Bulletin, 2003, v. 43, n. 4, p. 407
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Term structure of implied volatility.
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- Bank of England Quarterly Bulletin, 2003, v. 43, n. 4, p. 398
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The pricing of conditional performance guarantees with risky collateral.
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- Construction Management & Economics, 2008, v. 26, n. 9, p. 967, doi. 10.1080/01446190802290469
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ASPECTOS LEGALES DE LOS CONTRATOS MARCO PARA DERIVADOS.
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- Revista de Derecho Privado, 2008, n. 39, p. 3
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- Article
LONG-TERM COVERED INTEREST PARITY AND THE INTERNATIONAL SWAP MARKET.
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- Asia Pacific Journal of Management, 1992, v. 9, n. 1, p. 39, doi. 10.1007/BF01732036
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- Article
Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis.
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- Journal of Risk & Insurance, 2019, v. 86, n. 2, p. 263, doi. 10.1111/jori.12210
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Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.
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- Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 259, doi. 10.1007/s10690-011-9149-1
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The Nature Conservancy or Conservation International.
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- Multicultural Review, 2007, v. 16, n. 1, p. 9
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A Mean-Variance Analysis of Self-Financing Portfolios.
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- Management Science, 2002, v. 48, n. 3, p. 427, doi. 10.1287/mnsc.48.3.427.7725
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A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives.
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- Management Science, 2000, v. 46, n. 1, p. 46, doi. 10.1287/mnsc.46.1.46.15124
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Quasi-Monte Carlo Methods in Numerical Finance.
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- Management Science, 1996, v. 42, n. 6, p. 926, doi. 10.1287/mnsc.42.6.926
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Production Organisation and Risk Control When Market Instruments Are Available.
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- Management Science, 1995, v. 41, n. 6, p. 1073, doi. 10.1287/mnsc.41.6.1073
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SEC Sets Stage for Credit Default Swap Oversight.
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- Bank Accounting & Finance (08943958), 2009, v. 22, n. 4, p. 45
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- Article
La organización de los acreedores durante el primer canje de deuda (2003-2005).
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- Realidad Economica, 2019, n. 326, p. 59
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Volatility surfaces: theory, rules of thumb, and empirical evidence.
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- Quantitative Finance, 2007, v. 7, n. 5, p. 507, doi. 10.1080/14697680601087883
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On option pricing models in the presence of heavy tails.
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- Quantitative Finance, 2007, v. 7, n. 5, p. 563, doi. 10.1080/14697680601077967
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- Article
A jump telegraph model for option pricing.
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- Quantitative Finance, 2007, v. 7, n. 5, p. 575, doi. 10.1080/14697680600991226
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Is there an informationally passive benchmark for option pricing incorporating maturity?
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- Quantitative Finance, 2007, v. 7, n. 1, p. 75, doi. 10.1080/14697680601011438
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A cross-currency Lévy market model.
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- Quantitative Finance, 2006, v. 6, n. 6, p. 465, doi. 10.1080/14697680600818791
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- Article