Keyword

swaps

Description: Financial derivative contracts in which parties agree to exchange specified cash flows or financial instruments at predetermined times.

Primary topic: Risk Management in Financial Firms (28%)

Wikidata ID: wiki/Q1136583

OpenAlex ID: keywords/swaps

Pricing Derivatives on Financial Securities Subject to Credit Risk

1995 · ROBERT A. JARROW, STUART M. TURNBULL · The Journal of Finance · 1,933

On the Determinants of Corporate Hedging

1993 · DEANA R. NANCE, CLIFFORD W. SMITH, et al. · The Journal of Finance · 1,254

Options, Futures, and Other Derivative Securities.

1990 · Gerald D. Gay, John Hull · The Journal of Finance · 1,227

Risk management and financial institutions

2006 · John C. Hull · 781

Derivatives: The Theory and Practice of Financial Engineering

1998 · Paul Wilmott · Medical Entomology and Zoology · 552

Introduction to Mathematical Finance: Discrete Time Models

1997 · Stanley R. Pliska · 425

Pricing Derivatives on Financial Securities Subject to Credit Risk

1995 · Robert A. Jarrow, Stuart M. Turnbull · The Journal of Finance · 396

Options, futures & other derivatives

2003 · John Hull · Prentice Hall eBooks · 362

Mathematics of Financial Markets

1999 · Robert J. Elliott, P. Ekkehard Kopp · Springer finance · 338

Bond Liquidity Premia

2011 · Jean-Sébastien Fontaine, René Garcia · Review of Financial Studies · 288

Comparison of CERES, WOFOST and SWAP models in simulating soil water content during growing season under different soil conditions

2003 · J. Eitzinger, M. Trnka, et al. · Ecological Modelling · 272

Financial Institutions Management: A Modern Perspective.

1995 · Marie E. Sushka, Anthony Saunders · The Journal of Finance · 223

Futures, Options, and Swaps

1994 · Robert W. Kolb · 213

An Introduction to Derivatives and Risk Management

2000 · Don M. Chance, Robert Brooks · Repository of the University of Primorsk (University of Primorska) · 212

Commercial bank management

2002 · Peter S. Rose · 206

Data reorganization in memory using 3D-stacked DRAM

2015 · Berkin Akin, Franz Franchetti, et al. · Proceedings - International Symposium on Computer Architecture/Proceedings · 158

Contract Types for Satisficing Task Allocation:I Theoretical Results

2002 · Tüomas Sandholm · 150

Managing financial risk : a guide to derivative products, financial engineering, and value maximization

1995 · Charles W. Smithson, Clifford W. Smith, et al. · University of Maribor digital library (University of Maribor) · 140

Tau exon 10, whose missplicing causes frontotemporal dementia, is regulated by an intricate interplay of cis elements and trans factors

2004 · Junning Wang, Qing‐Sheng Gao, et al. · Journal of Neurochemistry · 125

Introduction to Futures and Options Markets

1991 · John C. Hull · 117

A Set of Analytical Benchmarks to Test Numerical Models of Flow and Transport in Soils

2005 · J. Vanderborght, R. Kasteel, et al. · Vadose Zone Journal · 106

Principles of Financial Engineering

2015 · Elsevier eBooks · 103

Derivatives: Markets, Valuation, and Risk Management

2006 · Robert E. Whaley · 103

SWAP onboard PROBA 2, a new EUV imager for solar monitoring

2005 · D. Berghmans, J.F. Hochedez, et al. · Advances in Space Research · 99

International reserves before and after the global crisis: Is there no end to hoarding?

2014 · Joshua Aizenman, Yin-Wong Cheung, et al. · Journal of International Money and Finance · 98

Works count: 3,100

Citation count: 16,990