Results 271 to 280 of about 19,361 (310)

Swaps and the swaps yield curve

2001
Interest rate swaps have become a popular financial derivative, and market watchers and economists are paying closer attention to them and their associated yield curves. This Commentary gives a brief introduction to swaps and their relation to other interest rates.
openaire  

Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching

Expert Systems With Applications, 2023
Sha Lin, Xin-Jiang He
exaly  

Credit Default Swaps and Debt Overhang

Management Science, 2022
Tak-Yuen Wong, Jin Yu
exaly  

Foreign exchange swaps and cross-currency swaps

SSRN Electronic Journal, 2022
openaire   +1 more source

Organ Swapping

The Hastings Center Report, 1999
openaire   +2 more sources

Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models

Applied Mathematical Finance, 2015
Wendong Zheng, Yue Kuen Kwok
exaly  

Swapping Germs

Scientific American, 2011
openaire   +2 more sources

Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

Applied Mathematical Finance, 2007
Robert J Elliott, Tak Kuen Siu, Leunglung Chan   +2 more
exaly  

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance, 2013
Robert J Elliott, Guang-Hua Lian
exaly  

Smart-Swaps — A decision support system for multicriteria decision analysis with the even swaps method

Decision Support Systems, 2007
Jyri Mustajoki, Raimo P Hämäläinen
exaly