Works matching Swaps (Finance)

Results: 719

Pricing and valuation of carbon swap in uncertain finance market.

Published in:

Fuzzy Optimization & Decision Making, 2024, v. 23, n. 3, p. 319, doi. 10.1007/s10700-024-09423-z

By:

Liu, Zhe;
Li, Yanbin

Publication type:

Article

EXPLORING THE DYNAMICS OF DERIVATIVE MARKETS. A COMPREHENSIVE STUDY ON FUTURES, OPTIONS, AND SWAPS IN MODERN FINANCE.

Published in:

Young Economists Journal / Revista Tinerilor Economisti, 2024, v. 21, n. 43, p. 97

By:

FULGA, Elena-Carmen NICULA

Publication type:

Article

The role of interest rate swaps in corporate finance.

Published in:

Economic Quarterly (10697225), 1994, v. 80, n. 3, p. 49

By:

Kuprianov, Anatoli

Publication type:

Article

Debt relief and financing climate change action.

Published in:

Nature Climate Change, 2014, v. 4, n. 8, p. 650, doi. 10.1038/nclimate2303

By:

Fenton, Adrian;
Wright, Helena;
Afionis, Stavros;
Paavola, Jouni;
Huq, Saleemul

Publication type:

Article

Derivatives in Bankruptcy: Some Lessons from Lehman Brothers.

Published in:

Journal of Structured Finance, 2010, v. 15, n. 4, p. 7, doi. 10.3905/JSF.2010.15.4.007

By:

BARKHAUSEN, HENRY A.

Publication type:

Article

Discussion: "Who Uses Interest Rate Swaps? A Cross-Sectional Analysis"

Published in:

Journal of Accounting, Auditing & Finance, 1998, v. 13, n. 3, p. 201, doi. 10.1177/0148558X9801300302

By:

Schrand, Catherine M.

Publication type:

Article

Financial markets' deterministic aspects modeled by a low-dimensional equation.

Published in:

Scientific Reports, 2022, v. 12, n. 1, p. 1, doi. 10.1038/s41598-022-05765-z

By:

Orlando, Giuseppe;
Bufalo, Michele;
Stoop, Ruedi

Publication type:

Article

Regulation of Credit Default Swaps.

Published in:

Strategic Finance, 2009, v. 90, n. 9, p. 24

By:

Barlas, Stephen

Publication type:

Article

GAMBLING ON OUR FINANCIAL FUTURE: How the Federal Government Fiddles While State Common Law is a Safer Bet to Prevent Another Financial Collapse.

Published in:

Arizona State Law Journal, 2014, v. 46, n. 4, p. 1347

By:

McCall, Brian M.

Publication type:

Article

Observations on the Temporary Regulations on Swap Upfront Payments: Erika Nijenhuis examines the temporary regulations addressing swaps with upfront payments.

Published in:

Journal of Taxation of Financial Products, 2015, v. 13, n. 2, p. 13

By:

Nijenhuis, Erika W.

Publication type:

Article

Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis.

Published in:

Asia-Pacific Financial Markets, 2012, v. 19, n. 3, p. 259, doi. 10.1007/s10690-011-9149-1

By:

Kariya, Takeaki;
Wang, Jingsui;
Wang, Zhu;
Doi, Eiichi;
Yamamura, Yoshiro

Publication type:

Article

Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options.

Published in:

Management Science, 2004, v. 50, n. 9, p. 1222, doi. 10.1287/mnsc.1040.0258

By:

Andersen, Leif;
Broadie, Mark

Publication type:

Article

A Mean-Variance Analysis of Self-Financing Portfolios.

Published in:

Management Science, 2002, v. 48, n. 3, p. 427, doi. 10.1287/mnsc.48.3.427.7725

By:

Korkie, Bob;
Turtle, Harry J.

Publication type:

Article

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives.

Published in:

Management Science, 2000, v. 46, n. 1, p. 46, doi. 10.1287/mnsc.46.1.46.15124

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article

Quasi-Monte Carlo Methods in Numerical Finance.

Published in:

Management Science, 1996, v. 42, n. 6, p. 926, doi. 10.1287/mnsc.42.6.926

By:

Joy, Corwin;
Boyle, Phelim P.;
Ken Seng Tan

Publication type:

Article

Production Organisation and Risk Control When Market Instruments Are Available.

Published in:

Management Science, 1995, v. 41, n. 6, p. 1073, doi. 10.1287/mnsc.41.6.1073

By:

Bowden, Roger J.

Publication type:

Article

The Total Return Swap Pricing Model under Fuzzy Random Environments.

Published in:

Discrete Dynamics in Nature & Society, 2017, p. 1, doi. 10.1155/2017/9762841

By:

Wu, Liang;
Wang, Jun-tao;
Liu, Jie-fang;
Zhuang, Ya-ming

Publication type:

Article

Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 1, p. 82, doi. 10.1002/fut.20281

By:

Ying Huang;
Chen, Carl R.;
Camacho, Maximo

Publication type:

Article

The compatibility of one-factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 2, p. 109, doi. 10.1002/fut.20301

By:

Yunbi An;
Wulin Suo

Publication type:

Article

Benchmark tipping and the role of the swap market in price discovery.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 10, p. 981, doi. 10.1002/fut.20282

By:

Poskitt, Russell

Publication type:

Article

Asymmetric information and credit quality: Evidence from synthetic fixed-rate financing.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 6, p. 595, doi. 10.1002/fut.20206

By:

Simkins, Betty J.;
Rogers, Daniel A.

Publication type:

Article

Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data.

Published in:

Journal of Futures Markets, 2006, v. 26, n. 4, p. 343, doi. 10.1002/fut.20203

By:

McMillan, David G.;
Speight, Alan E. H.

Publication type:

Article

COMMON RISK FACTORS IN THE U.S. AND UK INTEREST RATE SWAP MARKETS:EVIDENCE FROM A NONLINEAR VECTOR AUTOREGRESSION APPROACH.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 3, p. 221, doi. 10.1002/fut.10116

By:

Lekkos, Ilias;
Milas, Costas

Publication type:

Article

THE CREDIT RISK COMPONENTS OF A SWAP PORTFOLIO.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 1, p. 93, doi. 10.1002/fut.10113

By:

Hübner, Georges

Publication type:

Article

COPULA SENSITIVITY IN COLLATERALIZED DEBT OBLIGATIONS AND BASKET DEFAULT SWAPS.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 1, p. 37, doi. 10.1002/fut.10110

By:

Meneguzzo, Davide;
Vecchiato, Walter

Publication type:

Article

THE COMPONENTS OF INTEREST RATE SWAP SPREADS: THEORY AND INTERNATIONAL EVIDENCE.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 4, p. 347, doi. 10.1002/fut.10065

By:

Fehle, Frank

Publication type:

Article

Valuation and Hedging of Differential Swaps.

Published in:

Journal of Futures Markets, 2002, v. 22, n. 1, p. 73, doi. 10.1002/fut.2208

By:

Chuang-Chang Chang;
San-Lin Chung;
Min-Teh Yu

Publication type:

Article

IDENTIFYING THE FACTORS THAT AFFECT INTEREST-RATE SWAP SPREADS: SOME EVIDENCE FROM THE UNITED...

Published in:

Journal of Futures Markets, 2001, v. 21, n. 8, p. 737, doi. 10.1002/fut.1803

By:

Lekkos, Ilias;
Milas, Costas

Publication type:

Article

Merton Miller and Modern Finance.

Published in:

Financial Management (Wiley-Blackwell), 2000, v. 29, n. 4, p. 119, doi. 10.2307/3666371

By:

Stulz, René M.

Publication type:

Article

Sargent-Wallace meets Krugman-Flood-Garber, or: why sovereign debt swaps do not avert macroeconomic crises.

Published in:

Economic Journal, 2005, v. 115, n. 503, p. 343, doi. 10.1111/j.1468-0297.2005.00992.x

By:

Aizenman, Joshua;
Kletzer, Kenneth M.;
Pinto, Brian

Publication type:

Article

KREDİ TEMERRÜT TAKASLARI VE BİST-100 ARASINDAKİ İLİŞKİNİN İNCELENMESİ.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2014, v. 28, n. 102, p. 9, doi. 10.33203/mfy.170744

By:

HANCI, Görkem

Publication type:

Article

Discussion of Information Uncertainty and Post-Earnings-Announcement-Drift.

Published in:

Journal of Business Finance & Accounting, 2007, v. 34, n. 3/4, p. 434, doi. 10.1111/j.1468-5957.2007.02031.x

By:

Shivakumar, Lakshmanan

Publication type:

Article

Real-Time Risk Pricing Over the Business Cycle: Some Evidence for the UK.

Published in:

Journal of Business Finance & Accounting, 2006, v. 33, n. 1/2, p. 263, doi. 10.1111/j.1468-5957.2006.01356.x

By:

Evans, Kevin P.;
Speight, E. H.

Publication type:

Article

Discussion ofRisk Exposures and International Diversification: Evidence from iShares.

Published in:

Journal of Business Finance & Accounting, 2005, v. 32, n. 3/4, p. 773, doi. 10.1111/j.0306-686X.2005.00613.x

By:

Taylor, Alex P.

Publication type:

Article

INTERNATIONAL STOCK MARKET EFFICIENCY AND INTEGRATION: A STUDY OF EIGHTEEN NATIONS.

Published in:

Journal of Business Finance & Accounting, 1997, v. 24, n. 6, p. 803, doi. 10.1111/1468-5957.00134

By:

Chan, Kam C.;
Gup, Benton E.;
Ming-Shun Pan

Publication type:

Article

OPTION PRICING BOUNDS AND THE PRICING OF BOND OPTIONS.

Published in:

Journal of Business Finance & Accounting, 1996, v. 23, n. 4, p. 535, doi. 10.1111/j.1468-5957.1996.tb01025.x

By:

Jensen, Bjarne Astrup;
Nielsen, Jørgen Aase

Publication type:

Article

EX-EFFECTS: TAXES, TRANSACTIONS COSTS AND SHORT-TERM TRADING HYPOTHESIS.

Published in:

Journal of Business Finance & Accounting, 1991, v. 18, n. 3, p. 345, doi. 10.1111/j.1468-5957.1991.tb00599.x

By:

Davidson, Ian R.

Publication type:

Article

The Prediction Performance of Asset Pricing Models and Their Capability of Capturing the Effects of Economic Crises: The Case of Istanbul Stock Exchange.

Published in:

Journal of Business Research-Turk / Isletme Arastirmalari Dergisi, 2010, v. 2, n. 3, p. 3

By:

Muzir, Erol;
Bulut, Nuriye;
Şengül, Süheyla

Publication type:

Article

Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty*.

Published in:

Review of Finance, 2014, v. 18, n. 1, p. 219, doi. 10.1093/rof/rft004

By:

Feunou, Bruno;
Fontaine, Jean-Sébastien;
Taamouti, Abderrahim;
Tédongap, Roméo

Publication type:

Article

Decomposing European CDS Returns*.

Published in:

Review of Finance, 2010, v. 14, n. 2, p. 189, doi. 10.1093/rof/rfq004

By:

Berndt, Antje;
Obreja, Iulian

Publication type:

Article

Design and Estimation of Multi-Currency Quadratic Models.

Published in:

Review of Finance, 2007, v. 11, n. 2, p. 167, doi. 10.1093/rof/rfl002

By:

LEIPPOLD, MARKUS;
WU, LIUREN

Publication type:

Article

Unit Root Properties: Interest Rate Swaps.

Published in:

SCMS Journal of Indian Management, 2014, v. 11, n. 1, p. 21

By:

Anoruo, Emmanuel;
Nwala, Kingsley

Publication type:

Article

Parkcentral Global Hub Ltd. v. Porsche Auto.

Published in:

Suffolk Transnational Law Review, 2015, v. 38, n. 1, p. 233

By:

Patterson, Alisha

Publication type:

Article

Swaps Bill Likely to Pass Congress.

Published in:

Strategic Finance, 2015, v. 96, n. 7, p. 21

By:

Barlas, Stephen

Publication type:

Article

Cross-Border Swaps Proposals Worry Business Groups.

Published in:

Strategic Finance, 2013, v. 95, n. 4, p. 23

By:

Barlas, Stephen

Publication type:

Article

The FASB Endorses Three Private Company Council Proposals.

Published in:

Strategic Finance, 2013, v. 95, n. 1, p. 20

By:

Barlas, Stephen;
Dowsett, Christopher

Publication type:

Article

House Starts to Move on Derivatives Bills...Again.

Published in:

Strategic Finance, 2013, v. 94, n. 11, p. 28

By:

Barlas, Stephen

Publication type:

Article

Treasury Exempts Foreign Exchange Swaps from Clearing.

Published in:: Strategic Finance, 2013, v. 94, n. 7, p. 22
Publication type:: Article

"Swap Dealer" Exemption Provides Temporary Relief.

Published in:: Strategic Finance, 2012, v. 94, n. 1, p. 23
Publication type:: Article

Margin Cost Ban for Derivatives End-Users Advances.

Published in:

Strategic Finance, 2012, v. 93, n. 9, p. 22

By:

Barlas, Stephen

Publication type:

Article