Swap-Rate Analysis System: SRAS
نویسندگان
چکیده
منابع مشابه
What Is An Interest Rate Swap Anyway?
An investment officer at a community bank recently told me that he kept hearing and reading about “swap spreads” and “the swaps curve” and really didn’t know exactly what those things were. He was right to ask since a great deal of financial analysis these days relies on the swaps market as a source of information about expectations for interest rates, credit risk and bond market behavior. I wa...
متن کاملCredit contingent interest rate swap pricing
*Correspondence: [email protected] 1RBC Financial Group, 222 Bay St, M5K 1G8, Toronto, ON, Canada 2Department of Mathematics and Statistics, York University, 4700 Keele Street, M3J 1P3 Toronto, ON , Canada Full list of author information is available at the end of the article Abstract Credit value adjustment (CVA) is an adjustment to an existing trading price based on the counterparty-ri...
متن کاملThe Determinants of Exchange Rate System: an Empirical Analysis
Since the breakdown of the Bretton Woods System, exchange arrangements of countries have become flexible. Several attempts have been made to determine whether the theories of optimum currency areas adequately explain the choice of an exchange rate system. In this paper, the optimum currency area is retested. Using cross-section data, a regression analysis of the choice of an exchange rate syste...
متن کاملFASS : A Flash-Aware Swap System
Laptop computers and tablet PCs currently exploit swap system with their second storage media as a cost effective solution to extend limited memory space. The rapidly evolving flash memory technology starts to replace the magnetic disks of these computers by flash memory due to its advantageous characteristics such as energy efficiency and mechanical shock resistance. Thus, we can imagine that ...
متن کاملValuing Interest Rate Swap Contracts in Uncertain Financial Market
Abstract: Swap is a financial contract between two counterparties who agree to exchange one cash flow stream for another, according to some predetermined rules. When the cash flows are fixed rate interest and floating rate interest, the swap is called an interest rate swap. This paper investigates two valuation models of the interest rate swap contracts in the uncertain financial market. The ne...
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ژورنال
عنوان ژورنال: Kodo Keiryogaku (The Japanese Journal of Behaviormetrics)
سال: 1998
ISSN: 0385-5481,1880-4705
DOI: 10.2333/jbhmk.25.93