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Stock index dynamics and the valuation of stock index derivatives in a general equilibrium model with stochastic interest rates
Sørensen, Carsten - 1996
Persistent link: https://www.econbiz.de/10000950913
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OTC derivatives market in India : recent regulatory initiatives and open issues for market stability and development
Arora, Dayanand; Rathinam, Francis Xavier - 2010
complementary. Regarding the introduction of new derivative products for credit risk transfer, the recent announcement by the RBI …
Persistent link: https://www.econbiz.de/10003963572
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Are derivatives dangerous? : A literature survey
Capelle-Blancard, Gunther - 2010
Persistent link: https://www.econbiz.de/10008748169
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On finite dimensional HJM representations
Mikkelsen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613886
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The credit default swap market and the settlement of large defaults
Coudert, Virginie; Gex, Mathieu - 2010
Persistent link: https://www.econbiz.de/10008748212
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Contagion in the credit default swap market : the case of the GM and Ford crisis in 2005
Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2008
Persistent link: https://www.econbiz.de/10003750642
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Impact of QE on European sovereign bond market
Martin, Franck; Zhang, Jiangxingyun - 2017
Persistent link: https://www.econbiz.de/10011712977
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Carry trades, order flow and the forward bias puzzle
Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015
We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....
Persistent link: https://www.econbiz.de/10011396784
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Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin; Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746714
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188