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Quantum circuit simulation with a local time-dependent variational principle
Eisert J +8 more
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Swap rate variance swaps [PDF]
Quantitative Finance, 2008 We study the hedging and valuation of generalized variance swaps defined on a forward swap interest rate. Our motivation is the fundamental role of variance swaps in the transfer of variance risk, and the extensive empirical evidence documenting that the variance realized by interest rates is stochastic.
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SSRN Electronic Journal, 2008 In [10] we presented a reduced form of risky bond pricing. At the default date a bond seller fail to continue fulfill his obligation and the price of the bond sharply drops down. If the face value of the defaulted bond for no-default scenarios is $1 then the bond price just after default is called its recovery rate (RR). Rating agencies and theoretical
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Information Processing Letters, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amir, Amihood +2 more
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Amir, Amihood +2 more
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Proceedings of the 3rd International Conference on High Performance Compilation, Computing and Communications, 2019
Network traffic measurement is a fundamental part of many network applications, such as DDOS detection, capacity planning, and quality-of-service improvement. To achieve this, we need to count the number of packets passed during a past time interval. Traditionally, switches sample the packets and send them to the CPU for analysis.
Zijun Hang +4 more
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Network traffic measurement is a fundamental part of many network applications, such as DDOS detection, capacity planning, and quality-of-service improvement. To achieve this, we need to count the number of packets passed during a past time interval. Traditionally, switches sample the packets and send them to the CPU for analysis.
Zijun Hang +4 more
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1993
The swap in its simplest form can be described as a periodic exchange (or ‘swap’) of payments between two counterparties for a specified period of time; the exchange is generally based on interest rates, currency rates or commodity prices. The actual exchange of payments is governed by a contractual agreement between the participants and is reflected ...
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The swap in its simplest form can be described as a periodic exchange (or ‘swap’) of payments between two counterparties for a specified period of time; the exchange is generally based on interest rates, currency rates or commodity prices. The actual exchange of payments is governed by a contractual agreement between the participants and is reflected ...
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������������������ ������������������������������������ �������������������� (Swaps)
2007A swap is a derivative, where two counterparties exchange one stream of cash flows against another stream. These streams are called the legs of the swap. The cash flows are calculated over a notional principal amount swaps are often used to hedge certain risks. For instance interest rate risk. Another use is speculation. Swaps are over the counter (OTC)
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Foreign exchange swaps and cross-currency swaps
SSRN Electronic Journal, 2022openaire +1 more source