interest rate derivative
101Zinsstrukturmodelle — Mit Hilfe von Zinsstrukturmodellen möchte man die empirisch beobachtbaren Zusammenhänge zwischen Zinssätzen unterschiedlicher Laufzeiten durch möglichst wenige Zinsstrukturfaktoren erklären, welche idealerweise voneinander unabhängig sind. Diese… …
102Rendleman-Bartter model — The Rendleman Bartter model in finance is a short rate model describing the evolution of interest rates. It is a type of one factor model as describes interest rate movements as driven by only one source of market risk. It can be used in the… …
103FRA — forward rate agreement (FRA) A customized agreement between two parties specifying the rate to be paid at some future date. Usually tied to LIBOR. American Banker Glossary (See: forward rate agreement) Agreement to borrow or lend at a specified… …
104Long-Term Capital Management — (LTCM) was a U.S. hedge fund which failed spectacularly in the late 1990s, leading to a massive bailout by other major banks and investment houses. [cite book |title=The Age of Turbulence: Adventures in a New World |last=Greenspan |first=Alan… …
105Hull-White model — In financial mathematics, the Hull White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no arbitrage models that are able to fit today s term structure of interest rates. It is relatively… …
106Eurostrip — A series of consecutive three month futures contracts based on U.S. dollar denominated deposits in foreign banks. Eurostrips, also called eurofutures strips or eurodollar futures strips, are a type of interest rate derivative and, like swaps, are …
107Zinsderivat — Ein Zinsderivat (engl.: Interest Rate Derivative) ist ein Derivat, dessen Basiswert (Underlying) ein Zins oder eine zinsbezogene Größe ist. Beispiele Einfache Zinsderivate sind z. B. Caps und Floors, FRA, Zinsswaps und Optionen auf Zinsswaps …
108IRD — or ird may refer to the following:* Ird (Bedouin), a Bedouin honor code for women;Abbreviations: *Inland Revenue Department in some countries *Integrated receiver/decoder * Institut de recherche pour le développement ( Institute of research for… …
109IMM — may be an abbreviation of: * IMM Shopping Mall, Singapore * Indian meal moth ( Plodia interpunctella ) * Institution of Mining and Metallurgy * Instant Mobile Messenger * International Mercantile Marine Co., a shipping trust in the early… …
110HSBC (France) — Infobox Company company name = HSBC S.A. company company type = Subsidiary of HSBC Holdings plc company slogan = Votre banque, partout dans le monde foundation = 1894 location = Paris, France key people = Charles Henri Filippi, Chairman Peter… …
