Zobrazeno 1 - 10
of 58
pro vyhledávání: '"Peter Caspers"'
Autor:
Peter Caspers
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::807f91504db9733e33d13fbf4f0216d4
https://doi.org/10.2139/ssrn.4317184
https://doi.org/10.2139/ssrn.4317184
Autor:
Jonathan Hourihane, Claudio Nico, Dhanis Lad, Gerwin Puppels, Carol Ni Chaoimh, Colin Wong, John Common, Peter Caspers, Alan Irvine
Publikováno v:
Journal of Allergy and Clinical Immunology. 151:AB146
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2d43f00eef04e1d59c7d0d78757341bc
https://doi.org/10.1016/j.jaci.2022.12.454
https://doi.org/10.1016/j.jaci.2022.12.454
Autor:
Gerwin Puppels, Claudio Nico, Dhanis Lad, Carol Ni Chaoimh, Peter Caspers, John Common, Alan Irvine
Publikováno v:
Journal of Allergy and Clinical Immunology. 151:AB151
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47ccd2e34ff59cf62f0b263a99df62b1
https://doi.org/10.1016/j.jaci.2022.12.471
https://doi.org/10.1016/j.jaci.2022.12.471
Autor:
Peter Caspers
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f6bb0b516547f39c152a4fdaafbf5d9
https://doi.org/10.2139/ssrn.3922089
https://doi.org/10.2139/ssrn.3922089
Autor:
Andrea Palermo, Peter Caspers
Publikováno v:
SSRN Electronic Journal.
In this short note we summarise one of the results achieved in a project conducted by SoftSolutions! with the goal of aligning some of the bond analytics result in their system nexRates with those that are produced in Bloomberg. By adding a global bo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::937839c21cdc06a88c726f72af229653
https://doi.org/10.2139/ssrn.3640517
https://doi.org/10.2139/ssrn.3640517
Autor:
Roland Lichters, Peter Caspers
Publikováno v:
SSRN Electronic Journal.
The introduction of mandatory margining for non-cleared portfolios has major implications for the pricing and risk measurement of OTC derivatives. In particular, it requires a model for estimating future initial margin to determine pricing adjustment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da534266ad2eb8c985a492e1afd422fc
https://doi.org/10.2139/ssrn.3132008
https://doi.org/10.2139/ssrn.3132008
Autor:
Gerwin Puppels, Peter Caspers, Tom Bakker Schut, Anouk Nouwen, Frank Weesie, Renate van den Bos, Pasmans S, Tamar Nijsten
Publikováno v:
Nederlands Tijdschrift voor Dermatologie & Venereologie, 28(10), 7-9. DCHG Partners in Mediscne Communicatie
EUR Research Portal
EUR Research Portal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::8ff9d633db7ff74d31d57c7b7f91cc5f
https://pure.eur.nl/en/publications/d3f3f2bb-c561-49d9-bfe2-4efa1ac46cdb
https://pure.eur.nl/en/publications/d3f3f2bb-c561-49d9-bfe2-4efa1ac46cdb
Autor:
Jörg Kienitz, Peter Caspers
This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swapti
Autor:
Jörg Kienitz, Peter Caspers
Publikováno v:
Interest Rate Derivatives Explained: Volume 2 ISBN: 9781137360182
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a570118acede77346d318e366372ac6c
https://doi.org/10.1057/978-1-137-36019-9_3
https://doi.org/10.1057/978-1-137-36019-9_3
Autor:
Peter Caspers, Jörg Kienitz
Publikováno v:
Interest Rate Derivatives Explained: Volume 2 ISBN: 9781137360182
In this section, we introduce a pricing model that is used to capture the joint dynamics of interest rates and credit spreads.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9645b954a5e545b1764c87e8b8c4785f
https://doi.org/10.1057/978-1-137-36019-9_10
https://doi.org/10.1057/978-1-137-36019-9_10