Derivatives & structured products
- Derivatives revenue jumped 26% in 3d quarter. McConnell, Bill // American Banker;12/23/1997, Vol. 162 Issue 245, p4
Reports on the performance of derivative trading in the United States during the third quarter of 1997. Statistics for the third quarter; Names of the institutions that accounted for the majority of the revenues; Increase in the number of commercial banks holding derivatives.
- DERIVATIVES & STRUCTURED PRODUCTS. // Bond Buyer;02/20/2001, Vol. 335 Issue 31080, p40
Presents statistics related to derivatives and structured products in the United States as of February 20, 2001. Data on interdealer swap prices on February 14, 2001.
- International Transactions and Positions in Financial Derivatives. // Survey of Current Business;Jul2010, Vol. 90 Issue 7, p102
The article presents statistics related to financial derivatives released from 2007 to 2009 in the U.S. including transactions in financial derivatives, fair value of financial derivatives by type of contract, and fair value of financial derivatives by area or country.
- Hindsight. // Risk Management (00355593);Jun2009, Vol. 56 Issue 5, p64
The article presents an assortment of statistics and quotations. These include quotes from media tycoon Rupert Murdoch commenting on climate change, investor Warren Buffet commenting on financial derivatives, and statistics related to hurricanes and global water supplies.
- STATISTICS. // Finweek;7/24/2008, p80
The article presents various statistics including commodity prices, fluctuation of gold price and domestic futures prices in South Africa.
- INTERNATIONAL STATISTICS. // Economic Indicators;Sep2014, p35
Statistics are given regarding the industrial production and consumer prices in major industrial countries including U.S., Canada and Japan from 2004-2014, and the U.S. international trade in goods and services, and international transactions in financial derivatives for the first quarter of 2014.
- Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach. DEVILLE, LAURENT; RIVA, FABRICE // Review of Finance;Sep2007, Vol. 11 Issue 3, p497
This paper examines the determinants of the time it takes for an index options market to return to no arbitrage values after put-call parity deviations, using intraday transactions data from the French index options market. We employ survival analysis to characterize how limits to arbitrage...
- Binomial Option Pricing with Stochastic Parameters: A Beta Distribution Approach. Lee, Jack C.; Lee, Cheng F.; Wei, K.C. John // Review of Quantitative Finance & Accounting;1991, Vol. 1 Issue 4, p435
This research extends the binomial option-pricing model of Cox, Ross, and Rubinstein (1979) and Rendleman and Barter (1979) to the case where the up and down percentage changes of stock prices are stochastic. Assuming stochastic parameters in the discrete-time binomial option pricing is...
- UNDERWRITERS & DEALERS. // Bond Buyer;11/14/2000, Vol. 334 Issue 31017, p6
Reports on statistics on bond issue derivatives and the municipal bond market in the United States as of November 10, 2000. Forward purchase agreements; Bond Market Association Municipal Swap Index.