Results 21 to 30 of about 73,615 (268)
Debt-for-Nature Swaps: The Belize 2021 Deal and the Future of Green Sovereign Finance
SSRN Electronic Journal, 2023 Stephanie Fontana-Raina, Sebastian Grund
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Currency Swaps: An Instrument of International Finance
Vikalpa: The Journal for Decision Makers, 1996 A currency swap involves exchange of principal and interest payments in two different currencies between two parties. Swaps are off balance sheet transactions and have grown at a phenomenal rate. This article by Sivaprakasam Sivakumar and Anita Mathew focuses on the development of the swap market, presents an ...
Sivaprakasam Sivakumar, Anita Mathew
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Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments [PDF]
, 2015 We develop a multi-curve term structure setup in which the modelling ingredients are expressed by rational functionals of Markov processes. We calibrate to LIBOR swaptions data and show that a rational two-factor lognormal multi-curve model is sufficient
Crepey, Stephane +3 more
core +2 more sources
Financial safety nets in Asia: genesis, evolution, adequacy, and way forward [PDF]
, 2012 This working paper discusses the need to for Australia to further strengthen its economic ties with other South East Asian nations, making particular reference to future international trade.
Hal Hill, Jayant Menon
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Affine LIBOR models with multiple curves: theory, examples and calibration [PDF]
, 2014 We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework.
Grbac, Zorana +3 more
core +5 more sources
On the American swaption in the linear-rational framework
, 2018 We study American swaptions in the linear-rational (LR) term structure model introduced in [5]. The American swaption pricing problem boils down to an optimal stopping problem that is analytically tractable.
Filipovic, Damir, Kitapbayev, Yerkin
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Molecular Oncology, EarlyView.Keratin 19 (KRT19) is overexpressed in high‐grade serous ovarian cancer with high levels of Kallikrein‐related peptidases (KLK) 4–7 and is associated with poor survival. In vivo analyses demonstrate that elevated KRT19 increases peritoneal tumour burden.
Sophia Bielesch +13 more
wiley +1 more source
Permanent trading impacts and bond yields [PDF]
, 2011 We analyze four years of transaction data for euro-area sovereign bonds traded on the MTS electronic platforms. In order to measure the informational content of trading activity, we estimate the permanent price response to trades. We find not only strong
Dufour, Alfonso, Nguyen, Minh
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Molecular Oncology, EarlyView.EXOSC10, an essential nuclear RNA exosome‐associated 3′‐5′ exoribonuclease, is inhibited by the anticancer drug 5‐fluorouracil (5‐FU), and EXOSC10 depletion increases 5‐FU sensitivity. The colon‐cancer variant EXOSC10S402T, located in a proteolysis motif, is stable and nuclear but nonfunctional in vivo.
Radhika Sain +10 more
wiley +1 more source
The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management [PDF]
, 2011 Once upon a time there was a classical financial world in which all the Libors were equal. Standard textbooks taught that simple relations held, such that, for example, a 6 months Libor Deposit was replicable with a 3 months Libor Deposits plus a 3x6 ...
Bianchetti, Marco
core +2 more sources