Results 291 to 300 of about 915,115 (354)

Functional Group Compatibility of the Oxidation-Resistant Benzoxaborolone Pharmacophore. [PDF]

J Org Chem
FitzGerald FG, Graham BJ, Zhang E, Raines RT.   +3 more
europepmc   +1 more source

Scope and Synthetic Applications of the Aryl-Alcohol Oxidase from <i>Streptomyces hiroshimensis</i> (<i>Sh</i>AAO). [PDF]

Org Lett
Ascaso-Alegre C, Cinca-Fernando P, Roberts TL, López-Fernández P, Herrera RP, Cosgrove SC, Ferreira P, Mangas-Sánchez J.   +7 more
europepmc   +1 more source

Role of Peptides in Skeletal Muscle Wasting: A Scoping Review. [PDF]

J Cachexia Sarcopenia Muscle
Naumovski P, De Spiegeleer B, Wakjira A, Van De Wiele C, Mouly V, Goljanek-Whysall K, da Costa KS, de Oliveira ECL, Wynendaele E, De Spiegeleer A.   +9 more
europepmc   +1 more source

Underwater: An ethnographic account of the relationship between bank and business owner in the aftermath of interest rate derivative sales

, 2018
S.J. Valkenburg
openalex   +1 more source

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Interest Rates and Interest Rate Derivatives

2010
The interest rate derivatives market is the largest derivatives market in the world. Mostly traded OTC, the interest rate securities are extremely popular especially among large institutional investors. Thus, the valuation of these instruments has been a major challenge of both practitioners and academics.
Jürgen Franke, Wolfgang Karl Härdle, Christian Matthias Hafner   +2 more
openaire   +1 more source

Interest Rate Derivatives: Interest Rate Models

2004
Abstract There are many examples of interest rate derivatives that are actively traded in over-the counter markets and in organized exchanges. Caps, floors, Treasury bond options, Treasury bond futures options, Eurodollar futures options, and swaptions are just some examples of this important class of derivatives in financial markets.
Thomas S Y Ho, Sang Bin Lee
openaire   +1 more source

Pricing Interest-Rate-Derivative Securities

Review of Financial Studies, 1990
This article shows that the one-state-variableinterest-rate models of Vasicek (1977) and Cox,Ingersoll, and Ross (1985b) can be extended sothat they are consistent with both the current termstructure of interest rates and either the currentvolatilities of all spot interest rates or the currentvolatilities of all forward interest rates.
Hull, John, White, Alan
openaire   +2 more sources