Return swaps

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  • In banking, especially in risk management, portfolio management, and structured finance, solid quantitative know-how becomes more and more important. We had a two-fold intention when writing this book: First, this book is designed to help mathematicians and physicists leaving the academic world and starting a profession as risk or portfolio managers to get quick access to the world of credit risk management. Second, our book is aimed at being helpful to risk managers looking for a more quantitative approach to credit risk. ...

    pdf285p vigro23 24-08-2012 107 51   Download

  • Additionally, Dodd-Frank imposes mandatory clear- ing and trade execution requirements on most standard- ized swaps. 4 Prior to the implementation of Dodd-Frank, over-the-counter swaps were largely unregulated. The terms of many swaps were negotiated between eligible contract participants and not materially impacted by Commodity Futures Trading Commission (“CFTC”) or SEC regulations. However, Dodd-Frank brings all swaps under CFTC or SEC regulation. 5 This article provides a brief overview of the new regulations....

    pdf8p hongphuocidol 04-04-2013 22 6   Download

  • Treatment of stock acquisition rights at the time of reorganization If the Company conducts a merger (only when the Company no longer exists due to the merger), acquisition and split, new establishment and split, equity swap, or stock transfer (hereinafter collectively referred to as the “Reorganization Acts”), it shall deliver stock acquisition rights of joint stock companies indicated in Article 236-1-8-(a) to (e) of the Companies Act (hereinafter referred to as the “Companies Subject to Reorganization”) to those qualified for receiving stock acquisition rights which are ou...

    pdf10p quaivattim 04-12-2012 27 1   Download

  • Our hypothesis generates the following two predictions. First, if some firms split their stocks to keep their equity value from falling (perhaps to delay a market correction of their overvalued equity), we expect these firms to have poorer long-run stock performance compared with firms that split stocks for nonmanipulative reasons.

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  • Rapid expansion in international credit bears watching because, in many boom-bust credit cycles in the past, such credit tended to grow faster than overall credit during the boom.5 We illustrate this broad finding with data from several European countries that have suffered credit booms and busts since 2000. Then, we draw a parallel with countries that were caught up in the Asian financial crisis of the late 1990s. By international credit, we refer to three components of total bank credit, the first two of which are types of cross-border credit.

    pdf5p enter1cai 12-01-2013 17 1   Download

  • Vấn ₫ề: Nhiều hàm chỉ khác nhau về kiểu dữ liệu tham số áp dụng, không khác nhau về thuật toán Ví dụ: int max(int a, int b) { return (a b)? a : b; } double max(double a, double b) { return (a b)? a : b; } ... Các ví dụ khác: các hàm swap, sort, find, select,... Bản chất của vấn ₫ề? Nằm ở ngôn ngữ lập trình còn thấp, chưa gần với tư duy của con người! Giải pháp: Tổng quát hóa các hàm chỉ khác nhau về kiểu dữ liệu áp dụng thành khuôn mẫu...

    pdf23p lqvang02 19-02-2013 21 3   Download

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