PALAVRAS EM INGLÊS RELACIONADAS COM «LONG-DATED»
long-dated
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options
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gilts
warrants
forward
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investopedia
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examples
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gilt
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having
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compare
medium
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also
found
valuation
stanford
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show
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pricing
broad
class
driven
even
claims
market
lognormal
world
sharpe
ratio
funds
raise
exposure
rotation
equities
into
being
pension
plans
locking
their
gains
from
stocks
jane
again
trustnet
investors
once
afford
portfolio
they
offer
fair
value
according
david
pictured
dict
wörterbuch
für
collins
always
result
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yield
curve
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this
quarter
those
hold
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today
10 LIVROS EM INGLÊS RELACIONADOS COM «LONG-DATED»
Descubra o uso de
long-dated na seguinte seleção bibliográfica. Livros relacionados com
long-dated e pequenos extratos deles para contextualizar o seu uso na literatura.
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
10 NOTÍCIAS NAS QUAIS SE INCLUI O TERMO «LONG-DATED»
Conheça de que se fala nos meios de comunicação nacionais e internacionais e como se utiliza o termo
long-dated no contexto das seguintes notícias.
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, jul 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, jul 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, jul 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, jul 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, jul 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, jul 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, jul 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, jul 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, jul 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, jul 15»
