TITLE

Panelists Tell Issuers to Keep a Close Eye on Derivative Pricing

AUTHOR(S)
Stanton, Michael
PUB. DATE
November 2000
SOURCE
Bond Buyer;11/07/2000, Vol. 334 Issue 31012, p28
SOURCE TYPE
Trade Publication
DOC. TYPE
Article
ABSTRACT
Focuses on factors that bond issuers in the United States need to consider before pricing derivative securities according to participants of The Bond Buyer Financial Innovations and Derivatives Symposium in New York City.
ACCESSION #
3768125

 

Related Articles

  • DERIVATIVES & STRUCTURED PRODUCTS.  // Bond Buyer;12/14/2004, Vol. 350 Issue 32029, p6 

    The article analyzes derivatives and structured products through graphs and tables. The first graph is average yield on seven-day high-grade variable-rate demand obligations, as compiled by Municipal Market Data. A table contains average yield on seven-day high-grade variable-rate demand...

  • DERIVATIVES & STRUCTURED PRODUCTS.  // Bond Buyer;12/19/2000, Vol. 334 Issue 31040, p6 

    No abstract available.

  • Derivatives & structured products.  // Bond Buyer;10/13/97, Vol. 322 Issue 30250, p30 

    Reports on the performance of derivative securities as of October 8, 1997. Public Securities Association municipal swap index; Indexed municipal swaps; Swap rates versus bond yields.

  • Customizing Innovation. Fine, Jacob // Bond Buyer;11/07/2000, Vol. 334 Issue 31012, p1 

    Reports on the launching of issuer-specific derivatives by bond issuers in the United States. Techniques becoming more popular among issuers; Flexibility in market rates achieved by derivatives issuers.

  • Three Steps for Authorities to Ease Earning Contract Approval. Higginbotham, Stacey // Bond Buyer;11/08/2000, Vol. 334 Issue 31013, p36 

    Discusses how bond issuers can convince a board of directors or a state legislature to approve a derivatives contract in the United States. Education; Demonstration of a definitive need for the derivative; Identification of cost savings.

  • Derivatives & structured products.  // Bond Buyer;09/27/99, Vol. 329 Issue 30734, p9 

    Presents two graphs and a chart related to derivative securities and bonds in the United States as of September 27, 1999.

  • Forward purchase agreements.  // Bond Buyer;11/03/97, Vol. 322 Issue 30265, p33 

    Presents a chart about forward purchase agreements in the United States for the period ending October 30, 1997. 40 million dollars bond issue; 20 million dollars bond issue.

  • DERIVATIVES & STRUCTURED PRODUCTS.  // Bond Buyer;1/7/2003, Vol. 343 Issue 31547, p26 

    Focuses on graphical and tabular representation of performance of derivatives and bonds as of January 2003. Fluctuations in the weekly yields of municipal bonds from February-December 2002; Swap prices of municipal bonds; Comparison between swap rates and yields of bonds.

  • Pricing Interest Rate Derivatives: A General Approach. Chacko, George; Das, Sanjiv // Review of Financial Studies;Spring2002, Vol. 15 Issue 1, p195 

    The relationship between affine stochastic processes and bond pricing equations in exponential term structure models has been well established. We connect this result to the pricing of interest rate derivatives. If the term structure model is exponential affine, then there is a linkage between...

Share

Read the Article

Courtesy of VIRGINIA BEACH PUBLIC LIBRARY AND SYSTEM

Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics