Results 51 to 60 of about 12,095 (163)

Defaultable Interest Rate Swap Explained

, 2022
https://www.infona.pl/resource/bwmeta1.element.ID-2baa0367-7dd1-4d8e-b1eb-8175579058db/tab ...
openaire   +1 more source

An Analysis of Implied Volatility, Sensitivity, and Calibration of the Kennedy Model

Mathematics
The Kennedy model provides a flexible and mathematically consistent framework for modeling the term structure of interest rates, leveraging Gaussian random fields to capture the dynamics of forward rates.
Dalma Tóth-Lakits, Miklós Arató, András Ványolos   +2 more
doaj   +1 more source

Price discovery and volatility spillovers in the interest rate derivatives market

Humanities & Social Sciences Communications
The interest rate derivatives market is an important force in promoting the development of the bond market and is an effective tool to manage interest rate risk.
Congxiao Chen, Wenya Chen, Li Shang, Haiqiao Wang, Decai Tang, David D. Lansana   +5 more
doaj   +1 more source

An Investigation of the Relationship Between Banks' Use of Derivative Products and Sectoral and Macroeconomic Factors: An Application on the Turkish Banking Sector

Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
This study aims to identify the factors determining the use of derivatives in the banking sector. The study sample consists of 23 deposit banks operating continuously in the Turkish banking sector between 2009 and 2022.
Ali Hepşen, Yusuf Pala
doaj   +1 more source

Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy

Energies
This article estimates the weighted average cost of capital (WACC) for the energy sector in Ecuador, a country with a dollarized economy and illiquid stock markets.
Victor Aguilar, Freddy Naula, Fanny Cabrera   +2 more
doaj   +1 more source

ANALISIS KOMPREHENSIF MANAJEMEN RISIKO KEUANGAN PADA PT TIMAH TBK

Jurnal Akuntansi: Kajian Ilmiah Akuntansi
Manajemen risiko keuangan merupakan aspek vital dalam menjaga stabilitas keuangan dan keberlangsungan bisnis perusahaan, terutama dalam industri pertambangan yang sangat dipengaruhi oleh dinamika eksternal.
Yusrotul Auroh, Ahmad Rifaldi, David Satria Arta, Lella Rukmana, Oktian Andy Cahyo, Denny Kurnia   +5 more
doaj   +1 more source

Reconciling Open Interest with Traded Volume in Perpetual Swaps

Ledger
Perpetual swaps are derivative contracts that allow traders to speculate on, or hedge, the price movements of cryptocurrencies. Unlike futures contracts, perpetual swaps have no settlement or expiration in the traditional sense. The funding rate acts
Ioannis Giagkiozis, Emilio Said
doaj   +1 more source

Analyzing the Impact of Carbon Risk on Firms’ Creditworthiness in the Context of Rising Interest Rates

Risks
Carbon risk, a type of climate risk, is expected to have a crucial impact, especially on high-carbon-emitting, “polluting” firms as opposed to less carbon-intensive, “clean” ones.
Aimee Jean Batoon, Edit Rroji
doaj   +1 more source

Hedging Interest Rate Swaps

, 2015
This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases.
openaire   +1 more source

Behavioural economics intervention to implement a nutrition ranking system in food pantries: Be Well cluster randomised controlled trial protocol. [PDF]

BMJ Public Health
Perez PD, Faulkner KC, Wu Y, Schwartz MB, Caspi C, Burgun R, Ortiz L, Jia J, Cheng J, Chang Y, Levy DE, Thorndike AN.   +11 more
europepmc   +1 more source