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Swaps - dedeklegacy.cz
Swaps - dedeklegacy.cz

... which he receives/pays the given fixed rate the difference between the two rates is the dealing spread the dealer earns on every matching pair of swaps swap rate is the average of bid and ask interest rates swap spread: a higher/lower quote means that the quoting dealer is willing to transact a swap ...
The information content of market liquidity: An empirical analysis of
The information content of market liquidity: An empirical analysis of

... investigation of the Norwegian market see Næs et al. [2009a]. ...
Game Management Annual Report 2015-16
Game Management Annual Report 2015-16

INSTITUTE OF ECONOMIC STUDIES Faculty of social sciences of
INSTITUTE OF ECONOMIC STUDIES Faculty of social sciences of

... which he receives/pays the given fixed rate the difference between the two rates is the dealing spread the dealer earns on every matching pair of swaps swap rate is the average of bid and ask interest rates swap spread: a higher/lower quote means that the quoting dealer is willing to transact a swap ...
Cross-Sectional Dispersion and Expected Returns
Cross-Sectional Dispersion and Expected Returns

Global Market Perspective
Global Market Perspective

RADIUS GOLD INC. (Form: 20-F, Received: 05/15
RADIUS GOLD INC. (Form: 20-F, Received: 05/15

... The following tables set forth and summarize selected consolidated financial data for the Company, prepared in accordance with International Financial Reporting Standards (“IFRS”) as issued by the International Accounting Standards Board (“IASB”) for 2011 and 2010 and in accordance with Canadian gen ...
The Performance of Norwegian Investment Grade
The Performance of Norwegian Investment Grade

... performance,  net  of  expenses.  To  our  knowledge,  Gjerde  and  Sættem  (1996)  is  the  only  paper   providing  evidence  from  the  Norwegian  market.  Compared  to  the  BRIX-­‐index,3  they  conclude   on  non-­‐superior  performance ...
Time-Zone Arbitrage in Vanguard International
Time-Zone Arbitrage in Vanguard International

... families that existed for as much of the 11 year period 1997 through 2007 as possible, with a preference for funds which closely tracked the European index, and had neither a value nor a growth orientation. As discussed below, we felt that the TZA opportunities were likely to be greatest for Europea ...
EFFECT OF BEHAVIOURAL BIASES ON INVESTMENT DECISIONS
EFFECT OF BEHAVIOURAL BIASES ON INVESTMENT DECISIONS

FX swap market dislocations
FX swap market dislocations

... An FX swap is a contract in which one party borrows a currency from, and lends another simultaneously to the same party. FX swaps can be viewed as effectively collateralised transactions, but the collateral does not cover the entire counterparty risk. For example, if the counterparty were to default ...
Examples
Examples

... Management) “Liquidity Risk and Venture Capital Finance” ...
Title of presentation
Title of presentation

Working Paper 135/13 THE PSYCHOLOGY AND ECONOMICS OF
Working Paper 135/13 THE PSYCHOLOGY AND ECONOMICS OF

Chapter 14
Chapter 14

Destabilizing Commodity Market Speculation
Destabilizing Commodity Market Speculation

... commitments made through the speculator’s demand/supply schedule will be fulfilled – that is, there is zero possibility of default. In that case, we show that the speculator using his carefully crafted “buy order schedule” can make each strategic seller to increase his/her own supply resulting in a ...
docx - ICEBUSS
docx - ICEBUSS

Chapter 11 Depreciation, Impairments
Chapter 11 Depreciation, Impairments

Non-Exclusive Competition under Adverse Selection
Non-Exclusive Competition under Adverse Selection

Fiscal Austerity, Growth Prospects, and Sovereign CDS Spreads
Fiscal Austerity, Growth Prospects, and Sovereign CDS Spreads

... sample has been particularly narrowed to those countries that undertook explicitly austerity through 2011. The panel data setting allows us to account for unobserved country-specific heterogeneity and time effects of common trends. In further analyses, to address potential endogeneity arise from sim ...
M-19
M-19

... down on the job in the 1980s and then got its act together afterwards? Not really. American business became less competitive in the 1980s because American dollars become worth more in terms of foreign currencies, making American goods more expensive relative to foreign goods. By the 1990s and 2000s, ...
valuing growth stocks: revisiting the nifty fifty
valuing growth stocks: revisiting the nifty fifty

We have made a final decision on Ausgrid`s distribution
We have made a final decision on Ausgrid`s distribution

... review of Ausgrid’s historical expenditure, shows its costs are above what a prudent and efficient operator would incur in delivering services to Ausgrid’s customers. We assessed that Ausgrid’s distribution services could be provided at a substantially lower cost while still maintaining safety and c ...
Iluka Resources Limited Company and Mineral Sands Sector
Iluka Resources Limited Company and Mineral Sands Sector

... This presentation contains forward-looking statements that are subject to risk factors associated with exploring for, developing, mining, processing and sale of minerals. Forward-looking statements include those containing such words as anticipate, estimates, should, will, expects, plans or similar ...
ACI Dealing Certificate syllabus
ACI Dealing Certificate syllabus

... for executing the payment orders of their clients. These two activities are considered to be ‘utility functions’ which are crucial for the economy. These responsiblities are part of what is commonly referred to as commercial banking. Apart from their utility functions, however, banks also perform ot ...
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Financial economics

Financial economics is the branch of economics characterized by a ""concentration on monetary activities"", in which ""money of one type or another is likely to appear on both sides of a trade"". Its concern is thus the interrelation of financial variables, such as prices, interest rates and shares, as opposed to those concerning the real economy. It has two main areas of focus: asset pricing (or ""investment theory"") and corporate finance; the first being the perspective of providers of capital and the second of users of capital.The subject is concerned with ""the allocation and deployment of economic resources, both spatially and across time, in an uncertain environment"". It therefore centers on decision making under uncertainty in the context of the financial markets, and the resultant economic and financial models and principles, and is concerned with deriving testable or policy implications from acceptable assumptions. It is built on the foundations of microeconomics and decision theory.Financial econometrics is the branch of financial economics that uses econometric techniques to parameterise these relationships. Mathematical finance is related in that it will derive and extend the mathematical or numerical models suggested by financial economics. Note though that the emphasis there is mathematical consistency, as opposed to compatibility with economic theory.Financial economics is usually taught at the postgraduate level; see Master of Financial Economics. Recently, specialist undergraduate degrees are offered in the discipline.Note that this article provides an overview and survey of the field: for derivations and more technical discussion, see the specific articles linked.
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