KSIĄŻKI POWIĄZANE ZE SŁOWEM «LONG-DATED»
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1
Options: Recent Advances in Theory and Practice
For rational volatility forecasts, these should be the short-dated options, because
mean-reversion in volatility will make the implied volatilities of long-dated options
more stable than those of short-dated options. The jump risk, as reflected in the ...
Stewart Dimont Hodges, 1990
2
Bond and Money Markets: Strategy, Trading, Analysis
In both the United States and United Kingdom government markets extremely
long-dated bonds have been actively traded. These include “century” bonds in
the US and undated or irredeemable bonds in the UK, including gilt issues such
as ...
3
Principles of Financial Engineering
... of one- upmanship to the detrimentof their more naive interbank counterparties.
By taking into account the convexity effect on long-dated swaps, they have been
able to profit from the ignorance of their counterparties who saw no reason ...
4
Advanced Fixed Income Analysis
In both the United States and United Kingdom government markets extremely
long-dated bonds have been actively traded. These include 'century' bonds in the
US and undated or irredeemable bonds in the UK, including gilt issues such as ...
5
Option Spread Strategies: Trading Up, Down, and Sideways Markets
“moneyness” (the location of the underlying price relative to the strike price) than
that of a long-dated option. In other words, short-dated at-themoney options have
a greater gamma than longer-dated at-the-money options. Therefore, the long ...
6
Interest Rate Swaps and Other Derivatives
losses associated with terminating existing swaps with Lehman would be taken
up in bankruptcy courts.42 In particular, pension funds who have long-dated
liabilities had received on many long-dated swaps to hedge. When Lehman fell, it
...
7
Advanced Fixed Income Analytics
R., 221 Long,dated OTC implied volatilities. 123 Long,dated yields. 133 Longer,
dated caplets. Implied prepayments. 160 Implied prepayments hypothesis. 154
Implied volatilities. 37. 61. 64. 66. 71. 114,216. 217. See also Cap/ floor implied ...
Wesley Phoa, Michael Shearer, 1998
8
Modern Actuarial Theory and Practice, Second Edition
The levels of index-linked gilt yields from a representative stock and of average
long-dated conventional gilt yields in the years 1993, 1996, 1999 and 2003 are
shown in Table 2.2. It should, of course, be noted that the index- linked gilt yield
is ...
Philip Booth, Robert Chadburn, Steven Haberman, 2004
assessing whether to purchase long-dated or short-dated bonds. For instance, if
interest rates are expected to fall, investors will purchase long-dated bonds in
order to “lock in” the current high long-dated yield. If all investors act in the same
...
10
Derivatives Handbook: Risk Management and Control
Hedging long-dated obligations with short-dated derivatives involves a
potentially significant "rollover risk" because of the difficulty of predicting the term
structure of forward energy prices over long periods of time. Culp and Miller, in
contrast, ...
Robert J. Schwartz, Clifford W. Smith, 1997
WIADOMOŚCI, KTÓRE ZAWIERAJĄ SŁOWO «LONG-DATED»
Sprawdź, o czym dyskutuje się w prasie krajowej i zagranicznej oraz jak jest stosowane słowo
long-dated w wiadomościach.
Brisbane casino win to 'transform Echo Entertainment' | The Australian
Echo will also retain ownership of the existing Treasury casino buildings under a long-dated lease. Those buildings will be repurposed into ... «The Australian, Lip 15»
Corporate Bonds Face Tougher Times - WSJ
... for the first time since 2010, BNP Paribas notes: U.S. companies have been particularly busy, raising long-dated debt at startlingly low yields. «Wall Street Journal, Lip 15»
The Macro Environment Roundup - RealMoney.com - TheStreet
Unless long-dated swap spreads or CDS costs decline unexpectedly, the potential for a bullish shift in investment-grade corporate bonds will ... «TheStreet.com, Lip 15»
Medley Management Upgraded to “Hold” by Zacks (MDLY)
It manages two permanent capital vehicles, both of which are business development companies (NASDAQ:MDLY), as well as long-dated ... «Dakota Financial News, Lip 15»
Moody's upgrades ratings on USD 50.0 million of notes issued by …
5) Long-dated assets: The presence of assets that mature after the CLO's legal maturity date exposes the deal to liquidation risk on those ... «Moodys.com, Lip 15»
Moody's upgrades rating on $15.0 million of notes issued by …
6) Long-dated assets: The presence of assets that mature after the CLO's legal maturity date exposes the deal to liquidation risk on those ... «Moodys.com, Lip 15»
MSE index rises as investors' appetite grows
Price movements in long-dated issues were mixed. Gains were witnessed in the three per cent MGS 2040 (I) r and the 4.45 per cent MGS 2032 ... «Times of Malta, Lip 15»
Mark Carney trains his sights on asset managers - Telegraph
“A number of market participants may over-estimate the liquidity of [long-dated] securities. An example is the big increase in daily liquidity asset ... «Telegraph.co.uk, Lip 15»
Prices of U.S. Treasury Securities Mixed - WSJ
Signs of economic momentum and continued subdued inflation extended a weeklong pattern on Friday that supported prices of long-dated ... «Wall Street Journal, Lip 15»
As stimulus curtails, fundamentals will re-emerge as key drivers of …
“Although formerly high-yielding nations such as Spain no longer offer much absolute value, opportunities do remain, such as long-dated ... «Professional Planner, Lip 15»
