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Interest rate swaps allow counterparties to exchange fixed rate streams of payment for floating ones. The first swap was executed over thirty years ago, and since then, the interest rate swaps market and other related derivative markets have grown and diversified in phenomenal directions. Today interest rate swaps and other derivatives are used by myriad institutional investors for the purposes of risk management, expressing a view on the market, and exploiting market opportunities that are otherwise unavailable using more traditional financial instruments.In this volume, Howard M

Interest rate futures. --- Swaps (Finance) --- Interest rate swaps. --- Derivative securities. --- Finance

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stochastische modellen --- portfoliobeheer --- opties --- beurswezen --- swaps --- obligaties --- mathematische modellen, toegepast op economie --- beleggingen --- risk management

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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of various kinds of swaps, such as those for variance, volatility, covariance, correlation, for financial and energy markets with different stochastic volatilities, which include CIR process, regime-switching, delayed, mean-reverting, multi-factor, fractional, Levy-based, semi-Markov and COGARCH(1,1). One of the main methods used in this book is change of time method. The book outlines how the change of time method works for different kinds of models and problems a

Finance -- Mathematical models. --- Stochastic processes. --- Swaps (Finance) -- Mathematical models. --- Swaps (Finance) --- Finance --- Stochastic processes --- Business & Economics --- Investment & Speculation --- Mathematical models --- Mathematical models. --- Random processes --- Swap financing --- Probabilities --- Derivative securities --- E-books --- Finances --- Processus stochastiques --- Modèles mathématiques

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Die rechtliche Infrastruktur der Märkte für außerbörslich (OTC) gehandelte Finanzderivate wird von einer privaten Institution, der International Swaps and Derivatives Association (ISDA), geprägt. Aufgrund der massiven legislativen Tätigkeiten der ISDA ist es notwendig transnationale Pflichten aufzustellen, um die Lex Financiaria auf ein dogmatisches Fundament zu stellen.

International Swaps and Derivatives Association. --- Völkerrecht --- Rechtstheorie --- Transnationales Recht --- Finanzmarktrecht --- International Swaps and Derivatives Association --- OTC Derivate --- Völkerrecht, Europarecht --- Handels- und Gesellschaftsrecht, Wirtschaftsrecht, Steuerrecht --- Internationales Privatrecht, Ausländisches Recht, Rechtsvergleichung --- ISDA --- International Swap Dealers Association --- Law --- Law / Conflict of Laws --- Law / Commercial --- Law / Comparative --- Conflict of Laws. --- Commercial law. --- Comparative law. --- Conflict of laws.

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The finance literature looks at a number of factors to explain risk premia in corporate debt, such as liquidity effects, jump-to-default risk, and contagion risk. Stochastic recovery rates as a source of systematic risk have not received much attention so far, most likely due to the difficulties around decomposing the expected loss. Timo Schläfer exploits the fact that differently-ranking debt instruments of the same issuer face identical default risk but different default-conditional recovery rates. He shows that this allows isolating recovery risk without any of the rigid assumptions employed by priors and implements his approach using credit default swap data.

Credit derivatives. --- Default (Finance). --- Risk management. --- Swaps (Finance). --- Finance --- Management --- Business & Economics --- Management Theory --- Finance - General --- Swaps (Finance) --- Default (Finance) --- Swap financing --- Finance. --- Operations research. --- Decision making. --- Finance, general. --- Operation Research/Decision Theory. --- Finance, Public --- Repudiation --- Derivative securities --- Operations Research/Decision Theory. --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Funding --- Funds --- Economics --- Currency question --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management decisions --- Choice (Psychology) --- Problem solving --- Decision making