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There are 28600 results for: content related to: Swaps: Plain and Fanciful

  1. On the Term Structure of Default Premia in the Swap and LIBOR Markets

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 1095–1115, Pierre Collin-Dufresne and Bruno Solnik

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00357

  2. The Impact of Collateralization on Swap Rates

    The Journal of Finance

    Volume 62, Issue 1, February 2007, Pages: 383–410, MICHAEL JOHANNES and SURESH SUNDARESAN

    Version of Record online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2007.01210.x

  3. Swap Rates and Credit Quality

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 921–949, DARRELL DUFFIE and MING HUANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02712.x

  4. An Econometric Model of the Term Structure of Interest-Rate Swap Yields

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1287–1321, DARRELL DUFFIE and KENNETH J. SINGLETON

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01111.x

  5. Interest Rate Swaps

    Chapter

    Handbook of Finance

    Frank J. Fabozzi and Gerald W. Buetow

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001044

  6. Valuing a Plain Vanilla Swap

    Chapter

    Handbook of Finance

    Gerald W. Buetow and Frank J. Fabozzi

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003044

  7. Dislocations in the Currency Swap and Interest Rate Swap Markets: The Case of Korea

    Journal of Futures Markets

    Volume 35, Issue 5, May 2015, Pages: 455–475, Hail Park

    Version of Record online : 8 APR 2014, DOI: 10.1002/fut.21675

  8. Market Models

    Standard Article

    Encyclopedia of Actuarial Science

    Antoon Pelsser

    Published Online : 15 SEP 2006, DOI: 10.1002/9780470012505.tam005

  9. Fixed Income Total Return Swaps

    Chapter

    Handbook of Finance

    Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry and Ren-Raw Chen

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001047

  10. Hedging Fixed Income Securities with Interest Rate Swaps

    Chapter

    Handbook of Finance

    Shrikant Ramamurthy

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof003020

  11. Market Models

    Standard Article

    Wiley StatsRef: Statistics Reference Online

    Antoon Pelsser

    Published Online : 29 SEP 2014, DOI: 10.1002/9781118445112.stat04708

  12. The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2067–2109, Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00399

  13. You have free access to this content
    The unaccountable risks of LIBOR

    The British Journal of Sociology

    Volume 67, Issue 1, March 2016, Pages: 71–96, Dick Bryan and Michael Rafferty

    Version of Record online : 15 FEB 2016, DOI: 10.1111/1468-4446.12177

  14. Municipal Debt and Marginal Tax Rates: Is There a Tax Premium in Asset Prices?

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 721–751, FRANCIS A. LONGSTAFF

    Version of Record online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01650.x

  15. ADMISSIBILITY OF GENERIC MARKET MODELS OF FORWARD SWAP RATES

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 728–761, Libo Li and Marek Rutkowski

    Version of Record online : 2 NOV 2012, DOI: 10.1111/mafi.12001

  16. THEORY AND CALIBRATION OF SWAP MARKET MODELS

    Mathematical Finance

    Volume 17, Issue 1, January 2007, Pages: 111–141, S. Galluccio, J.-M. Ly, Z. Huang and O. Scaillet

    Version of Record online : 14 DEC 2006, DOI: 10.1111/j.1467-9965.2007.00296.x

  17. Relative Value Analysis of Fixed-Income Products

    Chapter

    Encyclopedia of Financial Models

    Steven V. Mann and Frank J. Fabozzi

    Published Online : 15 DEC 2012, DOI: 10.1002/9781118182635.efm0017

  18. Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007–2009

    International Journal of Finance & Economics

    Volume 16, Issue 4, October 2011, Pages: 307–323, Cho-Hoi Hui, Hans Genberg and Tsz-Kin Chung

    Version of Record online : 12 JUL 2010, DOI: 10.1002/ijfe.427

  19. Property Derivatives for Managing European Real-Estate Risk

    European Financial Management

    Volume 16, Issue 1, January 2010, Pages: 8–26, Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru

    Version of Record online : 7 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00528.x

  20. Swaps for the Modern Investment Manager

    Chapter

    Handbook of Finance

    Steven I. Dym

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof002051