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Статті в журналах з теми "European credit and interest rate markets"
Li, Jinzhi, and Shixia Ma. "Pricing Options with Credit Risk in Markovian Regime-Switching Markets." Journal of Applied Mathematics 2013 (2013): 1–9. http://dx.doi.org/10.1155/2013/621371.
Повний текст джерелаGruppe, Mario, Tobias Basse, Meik Friedrich, and Carsten Lange. "Interest rate convergence, sovereign credit risk and the European debt crisis: a survey." Journal of Risk Finance 18, no. 4 (August 21, 2017): 432–42. http://dx.doi.org/10.1108/jrf-01-2017-0013.
Повний текст джерелаVerga, Giovanni, and Nicoleta Vasilcovschi. "ROMANIAN INTERBANK INTEREST RATES AND CENTRAL BANK’S MONETARY POLICY." Scientific Annals of Economics and Business 66, no. 4 (2019): 487–506. http://dx.doi.org/10.47743/saeb-2019-0042.
Повний текст джерелаJung, Alexander. "Have money and credit data releases helped markets to predict the interest rate decisions of the European Central Bank?" Scottish Journal of Political Economy 65, no. 1 (October 12, 2017): 39–67. http://dx.doi.org/10.1111/sjpe.12143.
Повний текст джерелаDi Francesco, Marco. "A General Gaussian Interest Rate Model Consistent with the Current Term Structure." ISRN Probability and Statistics 2012 (September 5, 2012): 1–16. http://dx.doi.org/10.5402/2012/673607.
Повний текст джерелаBarradas, Ricardo. "The finance-growth nexus in the age of financialisation: An empirical reassessment for the European Union countries." Panoeconomicus 69, no. 4 (2022): 527–54. http://dx.doi.org/10.2298/pan180927014b.
Повний текст джерелаSotiropoulou, Theodora, Antonios Georgopoulos, and Stefanos Giakoumatos. "Causality between financial development, economic growth, and income inequality in EU countries." International Journal of Applied Research in Management and Economics 5, no. 1 (March 20, 2022): 1–13. http://dx.doi.org/10.33422/ijarme.v5i1.759.
Повний текст джерелаBobrov, A. "Transformation of the EU Monetary Policy in an Age of Financial Instability." World Economy and International Relations 66, no. 2 (2022): 33–41. http://dx.doi.org/10.20542/0131-2227-2022-66-2-33-41.
Повний текст джерелаVišić, Josipa, and Blanka Škrabić Perić. "The determinants of value of incoming cross-border mergers & acquisitions in European transition countries." Communist and Post-Communist Studies 44, no. 3 (August 10, 2011): 173–82. http://dx.doi.org/10.1016/j.postcomstud.2011.07.004.
Повний текст джерелаALÒS, E., F. ANTONELLI, A. RAMPONI, and S. SCARLATTI. "CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS." International Journal of Theoretical and Applied Finance 24, no. 02 (March 2021): 2150010. http://dx.doi.org/10.1142/s0219024921500102.
Повний текст джерелаДисертації з теми "European credit and interest rate markets"
Slinko, Irina. "Essays in option pricing and interest rate models." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögskolan i Stockholm] (EFI), 2006. http://www2.hhs.se/EFI/summary/706.htm.
Повний текст джерелаBali, Swain Ranjula. "Demand, segmentation and rationing in the rural credit markets of Puri." Doctoral thesis, Uppsala : Dept. of Economics [Nationalekonomiska institutionen], Univ, 2001. http://publications.uu.se/theses/91-87268-61-2/.
Повний текст джерелаSheu, Jen-wen, and 許介文. "A Closed-Form Approximation for Valuing European Basket Warrants under Credit Risk and Interest Rate Risk." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/40031676717453813238.
Повний текст джерела國立高雄第一科技大學
管理研究所
98
ABSTRACT Recently, a free global financial market has resulted in many economic uncertainties. To meet the need of hedging among more investors, financial derivatives have therefore been developed. Among those derivatives, basket warrants are of high leverage trading and options. In the evaluations of derivatives, basket warrants have long been lacking a formula to properly evaluate credit risk (Genlte, 1993; Huynh, 1994; Milevsky and Posner, 1998). In the consideration of credit risks (Klein and Inglis, 1999; Klein, 1996), current evaluation formulae are aiming at single-stock warrants and cannot be directly applied in the evaluation of basket warrants with high credit risks. Under a consecutive time model, this dissertation considers credit, interest rate risks and the relationships between properties with different risks; it also adopts martingale method to deduct an evaluation formula of call and put options of the vulnerable European basket warrants to make up for the deficiencies of basket warrants under different credit risks. Through examination, the deducted formula proposed in this dissertation proves to be a general solution to related evaluation formulae of warrants; it saves the trouble of re-deducting another new evaluation formula in the future and is more efficient in the process of calculation. Finally, this dissertation gives numerical examples and uses the interest rate model of Cox et al. (1985a) to illustrate the influences on the price range of vulnerable European basket warrants under different stock prices, weights, volatility of stock prices and asset-related conditions. The result of this evaluation formula goes as follows: the higher the price volatility of basket warrants or the percentage of stocks with high volatility, the higher the call options of basket warrants. When the debt ratio of the issuing firm is higher, the call option prices of the vulnerable European basket warrants are lower. While the value of the firm is in negative correlation with the stock price, the prices of call options of the vulnerable and non-vulnerable European basket warrants vary greatly; the higher the volatility of stock prices, the greater the prices vary. Due to the short-term validity of warrants, the value of a firm and the interest rate has limited influence on that of call options of the vulnerable European basket warrants. When the stocks targeted at by the warrants show their negative correlations, they can reduce the risks of different combinations of warrants, lowering the premium of the call options of the vulnerable European basket warrants. This evaluation formula not only combines basket warrants with different risk factors, but is more elastic and superior to the interpretation of the vulnerable European basket warrants offered by Klein and Inglis (1999) and can be more widely applied.
Книги з теми "European credit and interest rate markets"
Arvan, Lanny David. Efficient contracts in credit markets subject to interest rate risk: An application of Raviv's insurance model. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1985.
Знайти повний текст джерелаEuropean fixed income markets: Money, bond, and interest rate derivatives. Hoboken, NJ: John Wiley, 2004.
Знайти повний текст джерелаBianchetti, Bianchetti, Massimo Morini, and Marco Bianchetti. Modern Interest Rate Markets and Models: Multiple Curves, Collateral, Funding and Credit. Wiley & Sons, Incorporated, John, 2018.
Знайти повний текст джерелаBianchetti, Bianchetti, Massimo Morini, and Marco Bianchetti. Modern Interest Rate Markets and Models: Multiple Curves, Collateral, Funding and Credit. Wiley & Sons, Incorporated, John, 2018.
Знайти повний текст джерелаMorini, Massimo, and Marco Bianchetti. Modern Interest Rate Markets and Models: Multiple Curves, Collateral, Funding and Credit. Wiley & Sons, Incorporated, John, 2018.
Знайти повний текст джерелаMorini, Massimo, and Marco Bianchetti. Modern Interest Rate Markets and Models: Multiple Curves, Collateral, Funding and Credit. Wiley & Sons, Limited, John, 2012.
Знайти повний текст джерела(Editor), Jonathan A. Batten, Thomas A. Fetherston (Editor), and Peter G. Szilagyi (Editor), eds. European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series). Wiley, 2004.
Знайти повний текст джерелаFinancial markets: Federal Reserve Board opposition to credit card interest rate limits : briefing report to the Honorable Charles E. Schumer, House of Representatives. Washington, D.C: The Office, 1987.
Знайти повний текст джерелаFiordelisi, Franco, Corrado Meglio, Carlo Palego, Annalissa Richetto, Artem Danko, Maurizio Vallino, Pasqualina Porretta, Lorenzo Bocchi, Carlo Toffano, and Andrea Favretti. Pricing and risk adjusted measures. AIFIRM, 2021. http://dx.doi.org/10.47473/2016ppa00027.
Повний текст джерелаAkyüz, Yilmaz. External Vulnerabilities. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198797173.003.0004.
Повний текст джерелаЧастини книг з теми "European credit and interest rate markets"
Vorel, Petr. "Economical and political consequences of the limiting of the statutory maximum interest rate in Central Europe from 10% to 6% since 1543." In A History of the Credit Market in Central Europe, 177–87. 1 Edition. | New York : Routledge, 2020. |: Routledge, 2020. http://dx.doi.org/10.4324/9780429356018-18.
Повний текст джерелаHeinemann, Friedrich, and Martin Schüler. "Integration Benefits on EU Retail Credit Markets — Evidence from Interest Rate Pass-Through." In ZEW Economic Studies, 105–28. Heidelberg: Physica-Verlag HD, 2003. http://dx.doi.org/10.1007/978-3-642-57364-4_5.
Повний текст джерелаGumata, Nombulelo, and Eliphas Ndou. "To What Extent Do Capital Inflows Impact the Response of the South African Economic Growth to Positive SA-US Interest Rate Differential Shocks?" In Capital Flows, Credit Markets and Growth in South Africa, 149–59. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30888-9_9.
Повний текст джерелаAbraham, Aby, John Casares, and Jibran Ali Shah. "Floating Rate Notes." In Debt Markets and Investments, 265–82. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0015.
Повний текст джерелаTaylan, Ali Sabri, and Hüseyin Tatlidil. "After 2008 Global Financial Crisis, Short-Term Dynamics of CDS, Bond, and Stock Markets in South Eastern European Economies." In Technology and Financial Crisis, 181–94. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-3006-2.ch016.
Повний текст джерелаDavis, Mark H. A. "3. The classical theory of option pricing." In Mathematical Finance: A Very Short Introduction, 30–60. Oxford University Press, 2019. http://dx.doi.org/10.1093/actrade/9780198787945.003.0003.
Повний текст джерелаKiymaz, Halil, and Koray D. Simsek. "Derivatives Markets." In Debt Markets and Investments, 151–66. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780190877439.003.0009.
Повний текст джерелаKlapkiv, Lyubov, and Faruk Ülgen. "Instytucjonalne uwarunkowania niestabilności na rynku ubezpieczeń. Studium przypadku holdingu American International Group, Inc." In Sektor ubezpieczeń w obliczu wyzwań współczesności, 83–97. Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu, 2022. http://dx.doi.org/10.18559/978-83-8211-131-6/6.
Повний текст джерелаGubareva, Mariya, and Maria Rosa Borges. "Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets." In Risk Management in Emerging Markets, 143–85. Emerald Group Publishing Limited, 2016. http://dx.doi.org/10.1108/978-1-78635-452-520161017.
Повний текст джерелаLie, Einar. "Downfall of the Regulatory System and Triumph of the Market." In Norges Bank 1816-2016, 230–50. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198860013.003.0013.
Повний текст джерелаТези доповідей конференцій з теми "European credit and interest rate markets"
"Dynamics of Interest Rate and Spanish Housing Markets." In 10th European Real Estate Society Conference: ERES Conference 2003. ERES, 2003. http://dx.doi.org/10.15396/eres2003_301.
Повний текст джерелаTufaner, Mustafa Batuhan, Sıtkı Sönmezer, and Ahmet Alkan Çelik. "Impact of Sovereign Credit Ratings on Capital Markets." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01914.
Повний текст джерелаKendirli, Selçuk, and Muhammet Çankaya. "Effects of USD Exchange Rate over the Istanbul Stock Market 30 Index and Investigation of the Relationship between Them." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01278.
Повний текст джерелаYılmaz, Durmuş. "Global Economy and Turkey: 2016 and Beyond." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01815.
Повний текст джерелаPerumal, Thamizoli, Balasubramanian Kothandaraman, and Kamaraj Keppanan. "Emergence of Traditional Women Goat Rearers to a Corporate Company: The Role of Open and Distance Learning and Life Long Learning Programme." In Tenth Pan-Commonwealth Forum on Open Learning. Commonwealth of Learning, 2022. http://dx.doi.org/10.56059/pcf10.5619.
Повний текст джерелаCipollone, Roberto, Davide Di Battista, and Angelo Gualtieri. "Energy Recovery From the Turbocharging System of Internal Combustion Engines." In ASME 2012 11th Biennial Conference on Engineering Systems Design and Analysis. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/esda2012-82302.
Повний текст джерелаЗвіти організацій з теми "European credit and interest rate markets"
Jenkins, Paul, and Carl Walsh. Real Interest Rate, Credit Markets, and Economic Stabilization. Cambridge, MA: National Bureau of Economic Research, March 1985. http://dx.doi.org/10.3386/w1575.
Повний текст джерелаMonetary Policy Report - July 2022. Banco de la República, October 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr3-2022.
Повний текст джерелаFinancial Stability Report - Second Semester of 2021. Banco de la República, September 2022. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2021.
Повний текст джерелаMonetary Policy Report - April 2022. Banco de la República, June 2022. http://dx.doi.org/10.32468/inf-pol-mont-eng.tr2-2022.
Повний текст джерела