A Correlation Swap is a contract whose payoff at maturity is the difference between the realized correlation and the strike. The realized correlation has two main components: historical correlation part and future realized correlation part.https://ia803401.us.archive.org/11/items/eq-correlation-swap-26/EqCorrelationSwap-archive.pd
Data about swap rates and impinging variables were taken from multiple sources and examined using re...
A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity fu...
A variance swap is an instrument which allows investors to trade future realized (historical) volati...
A Correlation Swap is a contract whose payoff at maturity is the difference between the realized cor...
A Correlation Swap is a contract in which the option buyer receives the difference between the obser...
A Correlation Swap is a contract in which the option buyer receives the difference between the obser...
A futures contract is an agreement between the two parties to buy or sell an asset at a certain time...
Although traded as distinct products, caps and swaptions are linked by no-arbitrage relations throug...
A variance swap is a forward contract on annualized variance, the square of the realized volatility....
In the recent years, banks have sold structured products such as Worst-of options, Everest and Himal...
An FX swap agreement is a contract in which both parties agree to exchange one currency for another...
A range accrual swap is a swap where in the payoff is dependent on the reference rate falling within...
In the recent years, banks have sold structured products such as worst-of options, Everest and Himal...
An early start swap is a swap that has an American style option for the counterparty of starting the...
This research investigates that the price relationship between a stock index and its associated near...
Data about swap rates and impinging variables were taken from multiple sources and examined using re...
A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity fu...
A variance swap is an instrument which allows investors to trade future realized (historical) volati...
A Correlation Swap is a contract whose payoff at maturity is the difference between the realized cor...
A Correlation Swap is a contract in which the option buyer receives the difference between the obser...
A Correlation Swap is a contract in which the option buyer receives the difference between the obser...
A futures contract is an agreement between the two parties to buy or sell an asset at a certain time...
Although traded as distinct products, caps and swaptions are linked by no-arbitrage relations throug...
A variance swap is a forward contract on annualized variance, the square of the realized volatility....
In the recent years, banks have sold structured products such as Worst-of options, Everest and Himal...
An FX swap agreement is a contract in which both parties agree to exchange one currency for another...
A range accrual swap is a swap where in the payoff is dependent on the reference rate falling within...
In the recent years, banks have sold structured products such as worst-of options, Everest and Himal...
An early start swap is a swap that has an American style option for the counterparty of starting the...
This research investigates that the price relationship between a stock index and its associated near...
Data about swap rates and impinging variables were taken from multiple sources and examined using re...
A commodity futures (contract) swap (CFS) is a linear portfolio of forward contracts on commodity fu...
A variance swap is an instrument which allows investors to trade future realized (historical) volati...
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