Journal articles on the topic 'Swap quotes'
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Bai, Jennie, and Liuren Wu. "Anchoring Credit Default Swap Spreads to Firm Fundamentals." Journal of Financial and Quantitative Analysis 51, no. 5 (2016): 1521–43. http://dx.doi.org/10.1017/s0022109016000533.
Full textMICHIELON, MATTEO, ASMA KHEDHER, and PETER SPREIJ. "FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS." International Journal of Theoretical and Applied Finance 24, no. 03 (2021): 2150017. http://dx.doi.org/10.1142/s0219024921500175.
Full textLaghi, Enrico, Michele Di Marcantonio, and Eugenio D'Amico. "Estimating credit default swap spreads using accounting data, market quotes and credit ratings: the European Banks Case." FINANCIAL REPORTING, no. 2 (March 2015): 59–81. http://dx.doi.org/10.3280/fr2014-002003.
Full textEom, Young Ho, and Woon Wook Jang. "The Variance Swaps based on KOSPI200 Index and the Term Structure of Variance Risk Premium." Journal of Derivatives and Quantitative Studies 21, no. 4 (2013): 435–63. http://dx.doi.org/10.1108/jdqs-04-2013-b0004.
Full textNovák, Zsuzsanna, and Nikolett Sereg. "Hungarian forint FX swap spreads during and beyond crisis times." JOURNAL OF INTERNATIONAL STUDIES 15, no. 1 (2022): 26–46. http://dx.doi.org/10.14254/2071-8330.2022/15-1/2.
Full textGiribone, Pier Giuseppe, and Duccio Martelli. "Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing." Risk Management Magazine 16, no. 3 (2021): 54–69. http://dx.doi.org/10.47473/2020rmm0099.
Full textTEE, CHYNG WEN, and JEROEN KERKHOF. "A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS." International Journal of Theoretical and Applied Finance 24, no. 04 (2021): 2150026. http://dx.doi.org/10.1142/s0219024921500266.
Full textAcharya, Viral V., Stephen Schaefer, and Yili Zhang. "Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005." Quarterly Journal of Finance 05, no. 02 (2015): 1550006. http://dx.doi.org/10.1142/s2010139215500068.
Full textGubareva, Mariya, and Maria Rosa Borges. "Interest rate, liquidity, and sovereign risk: derivative-based VaR." Journal of Risk Finance 18, no. 4 (2017): 443–65. http://dx.doi.org/10.1108/jrf-01-2017-0018.
Full textBRIGO, DAMIANO, NICOLA PEDE, and ANDREA PETRELLI. "MULTI-CURRENCY CREDIT DEFAULT SWAPS." International Journal of Theoretical and Applied Finance 22, no. 04 (2019): 1950018. http://dx.doi.org/10.1142/s0219024919500183.
Full textSchwartz, James. "The SEC’s final rule regarding price quotes and research reports relating to security-based swaps." Journal of Investment Compliance 19, no. 3 (2018): 9–12. http://dx.doi.org/10.1108/joic-04-2018-0030.
Full textDE MALHERBE, ETIENNE. "CORRELATION ANALYSIS IN THE LIBOR AND SWAP MARKET MODEL." International Journal of Theoretical and Applied Finance 05, no. 04 (2002): 401–26. http://dx.doi.org/10.1142/s0219024902001481.
Full textLetschert, Jonas, Nicole Stollberg, Henrike Rambo, Alexander Kempf, Jörg Berkenhagen, and Vanessa Stelzenmüller. "The uncertain future of the Norway lobster fisheries in the North Sea calls for new management strategies." ICES Journal of Marine Science 78, no. 10 (2021): 3639–49. http://dx.doi.org/10.1093/icesjms/fsab204.
Full textAnanth, Majumdar. "Using Natural Language Understanding for Structured RFQ Negotiation in OTC Markets." European Journal of Advances in Engineering and Technology 6, no. 11 (2019): 82–84. https://doi.org/10.5281/zenodo.13326070.
Full textJenkins, David J., Andrew J. Murray, Andrew W. Claridge, Georgeanna L. Story, Helen Bradshaw, and Philip S. Craig. "The contribution of spotted-tailed quolls (Dasyurus maculatus) to the transmission of Echinococcus granulosus in the Byadbo Wilderness Area, Kosciuszko National Park, Australia." Wildlife Research 32, no. 1 (2005): 37. http://dx.doi.org/10.1071/wr03105.
Full textTrujillo-Ponce, Antonio, Reyes Samaniego-Medina, and Clara Cardone-Riportella. "EXAMINING WHAT BEST EXPLAINS CORPORATE CREDIT RISK: ACCOUNTING-BASED VERSUS MARKET-BASED MODELS." Journal of Business Economics and Management 15, no. 2 (2013): 253–176. http://dx.doi.org/10.3846/16111699.2012.720598.
Full textUkpong, Eno G., and Iniabasi Essien. "Credit Risk and Financial Performance of Quoted Commercial Banks in Nigeria." AKSU Journal of Administration and Corporate Governance 2, no. 4 (2022): 94–111. http://dx.doi.org/10.61090/aksujacog.2022.041.
Full textFu, Qiang, Liyan Yang, Heng Li, et al. "Study on the Optimization of Dry Land Irrigation Schedule in the Downstream Songhua River Basin Based on the SWAT Model." Water 11, no. 6 (2019): 1147. http://dx.doi.org/10.3390/w11061147.
Full textА.В., Череп, та Каткова Н.В. "ХЕДЖУВАННЯ ЕКОЛОГІЧНИХ РИЗИКІВ ПІДПРИЄМНИЦЬКОЇ ДІЯЛЬНОСТІ: МІЖНАРОДНА ПРАКТИКА". Economics and Management, № 86(2) (22 травня 2020): 30–36. http://dx.doi.org/10.36919/2312-7812.2.2020.30.
Full textTang, Jiangying. "Option Pricing Practices Based on the B-S-M Model in Carbon Markets." Highlights in Business, Economics and Management 21 (December 12, 2023): 21–26. http://dx.doi.org/10.54097/hbem.v21i.13599.
Full textJonzon, Kristin. "”Han kun int spela sôm I sang.”." Musikk og Tradisjon 38 (January 20, 2025): 39–63. https://doi.org/10.52145/mot.v38i.2357.
Full textSolodzhuk, Tetiana, and Tetiana Myhovych. "Assessment of an Exchange Rate’s Fluctuations Impact on the Foreign Exchange Market." Journal of Vasyl Stefanyk Precarpathian National University 9, no. 3 (2022): 55–64. http://dx.doi.org/10.15330/jpnu.9.3.55-64.
Full textHenri Drouhin, Pierre-Arnaud, and Arnaud Simon. "Are property derivatives a leading indicator of the real estate market?" Journal of European Real Estate Research 7, no. 2 (2014): 158–80. http://dx.doi.org/10.1108/jerer-08-2013-0014.
Full textRosalina, Rosalina, Genta Sahuri, and Simplisius Leandro Okhotan3. "Peningkatan Layanan Kesehatan Karyawan Melalui Sistem Informasi Perlindungan, Pelacakan, dan Pengawasan Covid-19." Jurnal Pengabdian Masyarakat Nusantara (JPMN) 3, no. 1 (2023): 1–10. http://dx.doi.org/10.35870/jpmn.v3i1.832.
Full textRuykys, Laura, David A. Taggart, William G. Breed, and David Schultz. "Sarcoptic mange in southern hairy-nosed wombats (Lasiorhinus latifrons): distribution and prevalence in the Murraylands of South Australia." Australian Journal of Zoology 57, no. 2 (2009): 129. http://dx.doi.org/10.1071/zo09010.
Full textJaiswal, Mayank, and Daniel Josephs. "COVID’s impact on small business: the case of SPR industries a distributor of PPEs." CASE Journal 18, no. 1 (2021): 55–71. http://dx.doi.org/10.1108/tcj-05-2021-0069.
Full textPatil, Shital, and Sanidhaya Tak. "Unilateral Lung Parenchymal Infiltrates with GGO & Evolving Consolidation as Presenting Feature of Sporadic COVID-19 Pneumonia in Post Pandemic Era in a Patient with Acute Febrile Respiratory Illness." SAR Journal of Medicine 5, no. 01 (2024): 14–25. http://dx.doi.org/10.36346/sarjm.2024.v05i01.003.
Full textMichielon, Matteo, Asma Khedher, and Peter Spreij. "Proxying credit curves via Wasserstein distances." Annals of Operations Research, February 16, 2022. http://dx.doi.org/10.1007/s10479-022-04552-3.
Full textDaluiso, Roberto. "Fast and stable second-order credit sensitivities of credit valuation adjustment." International Journal of Financial Engineering, September 10, 2024. http://dx.doi.org/10.1142/s2424786324500129.
Full textBallabio, Luigi. "Adding a new cash flow to QuantLib, part I." Wilmott 2024, no. 132 (2024). http://dx.doi.org/10.54946/wilm.12055.
Full textGross–Humbert, Nathanaël, Nawal Benabbou, Aurélie Beynier, and Nicolas Maudet. "Sequential and Swap Mechanisms for Public Housing Allocation with Quotas and Neighbourhood-based Utilities." ACM Transactions on Economics and Computation, March 3, 2023. http://dx.doi.org/10.1145/3569704.
Full textMadan, Dilip B., and King Wang. "Quadratic variation, models, applications and lessons." Frontiers of Mathematical Finance, 2021, 0. http://dx.doi.org/10.3934/fmf.2021007.
Full textGoyal, Tanushree. "Local political representation as a pathway to power: A natural experiment in India." American Journal of Political Science, March 19, 2024. http://dx.doi.org/10.1111/ajps.12840.
Full textBalke, Florian, Andreas Barth, Arne Reichel, and Mark Wahrenburg. "Peg Abandonment and Cross-Currency Contagion." Management Science, April 15, 2024. http://dx.doi.org/10.1287/mnsc.2022.01117.
Full textTomlinson, Ashley, Leigh Kelliher, and Chris Jones. "P37 COVID-19 and non-emergency cancer operating: Implementing a successful testing system." BJS Open 5, Supplement_1 (2021). http://dx.doi.org/10.1093/bjsopen/zrab032.036.
Full textHegedus, Eva. "Two Facets of ‘Southern Opening’." Journal of Central and Eastern European African Studies 2, no. 3 (2024). https://doi.org/10.59569/jceeas.2022.2.3.73.
Full textKariseb, Kennedy. "Signs of triumph, trial and tribulation: reflections on the domestication and implementation of article 9 of the Women’s Rights Protocol in Namibia." African Human Rights Yearbook / Annuaire Africain des Droits de l’Homme 2 (March 3, 2022). http://dx.doi.org/10.29053/2523-1367/2018/v2n1a6.
Full textRyan, John C., Danielle Brady, and Christopher Kueh. "Where Fanny Balbuk Walked: Re-imagining Perth’s Wetlands." M/C Journal 18, no. 6 (2016). http://dx.doi.org/10.5204/mcj.1038.
Full textMeilisa, Atika Dwi, and Suci Megawati. "IMPLEMENTASI MODEL PEMBELAJARAN HYBRID PADA PEMBELAJARAN TATAP MUKA TERBATAS DI SMA NEGERI 13 SURABAYA." Publika, January 4, 2023, 1629–42. http://dx.doi.org/10.26740/publika.v11n1.p1629-1642.
Full textBahjat, Safaa T. "Fear not the path of righteousness for the lack of people walking on it." World Family Medicine Journal /Middle East Journal of Family Medicine 23, no. 3 (2025). https://doi.org/10.5742/mewfm.2025.695257866.
Full textSerra, Gregorio, Lucia Lo Scalzo, Maria Giordano, et al. "Group B streptococcus colonization in pregnancy and neonatal outcomes: a three-year monocentric retrospective study during and after the COVID-19 pandemic." Italian Journal of Pediatrics 50, no. 1 (2024). http://dx.doi.org/10.1186/s13052-024-01738-2.
Full textBruns, Axel. "Fight for Survival." M/C Journal 6, no. 1 (2003). http://dx.doi.org/10.5204/mcj.2142.
Full textKabir, Nahid, and Mark Balnaves. "Students “at Risk”: Dilemmas of Collaboration." M/C Journal 9, no. 2 (2006). http://dx.doi.org/10.5204/mcj.2601.
Full textPhillips, Jennifer Anne. "Closure through Mock-Disclosure in Bret Easton Ellis’s Lunar Park." M/C Journal 12, no. 5 (2009). http://dx.doi.org/10.5204/mcj.190.
Full textLee, C. Jason. "I Love To Hate You/All You Need Is Hate." M/C Journal 5, no. 6 (2002). http://dx.doi.org/10.5204/mcj.2011.
Full textWebb, Patricia. "Metaphors for Wellbeing." M/C Journal 26, no. 4 (2023). http://dx.doi.org/10.5204/mcj.2979.
Full textRiccardo, Polosa, Spinicci Michele, and Prisco Domenico. ""COVID-19: diagnosis, management and prognosis": a new topical collection of Internal and Emergency Medicine." July 30, 2020. https://doi.org/10.1007/s11739-020-02461-6.
Full textConnor, J. D. "The Persistence of Fidelity." M/C Journal 10, no. 2 (2007). http://dx.doi.org/10.5204/mcj.2652.
Full textBartlett, Lexey A. "Who Do I Turn (in)to for Help?" M/C Journal 10, no. 2 (2007). http://dx.doi.org/10.5204/mcj.2627.
Full textDavis, Susan. "Wandering and Wildflowering: Walking with Women into Intimacy and Ecological Action." M/C Journal 22, no. 4 (2019). http://dx.doi.org/10.5204/mcj.1566.
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