Similar Search Results

Finansielle markeder i samfundsøkonomisk sammenhæng

Skak, Morten - 1991 - 1. udg., 1. opl

Persistent link: https://www.econbiz.de/10000832549

Measuring value-at-risk for mortgage backed securities

Jakobsen, Svend - 1995

Persistent link: https://www.econbiz.de/10000922088

Measuring value-at-risk for mortgage backed securities

Jakobsen, Svend - In: Risk management in volatile financial markets, (pp. 184-206). 1996

Persistent link: https://www.econbiz.de/10001319225

The Effects on Implied Volatility by Testing Separately an Option and a Swap Contract and Then Integrating Them in a Swaption. Evidence From the Danish Option Market

Guirguis, Michel - 2021

A standardized swap contract involves the exchange of principals, regular coupon payments and return back of the principal in addition to the last interest payment at the expiration of the swap agreement. The most common contracts are plain vanilla interest rate, commodity or foreign exchange...

Persistent link: https://www.econbiz.de/10013232489

Comparing the Fluctuations of the Price of the T – Bill Futures Contracts and Treasury Bond Futures Contracts in Relation to the Term Structure of Interest Rates. Evidence From the Danish Market

Guirguis, Michel - 2021

In this article, we compare the fluctuations of the price of the T - bill futures contracts and Treasury bond futures contracts in relation to the term structure of interest rates. The sample investigated is over the period 2000 to 2020. We test 50 T - bill futures contracts and 50 Treasury bond...

Persistent link: https://www.econbiz.de/10013232521