Zobrazeno 1 - 10
of 2 625
pro vyhledávání: '"forward rate agreement"'
Autor:
Lee, David
It has been well known that a convexity adjustment must be considered in pricing a set-in-arrear forward rate agreement (FRA). It also becomes market convention to do so.
https://finpricing.com/lib/FiBondAccrual.html
https://finpricing.com/lib/FiBondAccrual.html
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6432dc452a887697b6a5b79f8e8a0f66
Autor:
David Lee
A forward rate agreement, or FRA, is a forward contract between two parties in which one party will pay a fixed rate while the other party will pay a reference interest rate for a set future period. Similar to a swap, a FRA has two legs: a fixed leg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e1cf33bcbdbbfc8eb2466001c5d88b5a
Autor:
Kedar Nath Mukherjee
Publikováno v:
Demystifying Fixed Income Analytics ISBN: 9781003045168
Demystifying Fixed Income Analytics
Demystifying Fixed Income Analytics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7fe37b40369924bd20a21f71cf3392c
https://doi.org/10.4324/9781003045168-10
https://doi.org/10.4324/9781003045168-10
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Finance and Banking, 6 ed., 2018.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780198789741.001.0001/acref-9780198789741-e-4660
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Finance and Banking, 6 ed., 2018.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780198789741.001.0001/acref-9780198789741-e-1505
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Accounting, 5 ed., 2016.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780198743514.001.0001/acref-9780198743514-e-1602
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Finance and Banking, 5 ed., 2014.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780199664931.001.0001/acref-9780199664931-e-4660
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Finance and Banking, 5 ed., 2014.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780199664931.001.0001/acref-9780199664931-e-1505
Publikováno v:
A Dictionary of Accounting, 4 ed., 2010.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780199563050.001.0001/acref-9780199563050-e-1602
Autor:
Law, Jonathan
Publikováno v:
A Dictionary of Business and Management, 5 ed., 2009.
Externí odkaz:
http://www.oxfordreference.com/view/10.1093/acref/9780199234899.001.0001/acref-9780199234899-e-2682