• No results found

18 results with keyword: 'drivers pricing liquidity rate option markets'

The Drivers and Pricing of Liquidity in Interest Rate Option Markets

Although the liquidity costs in the two markets may be related, the bid-ask spreads for caps and floors directly capture the effect of various frictions in the interest rate

Protected

N/A

38
0
0
2021
Population Structure Of River Herring In Albemarle Sound, North Carolina, Inferred From Geometric Morphometrics And Otolith Shape Analysis

Classification matrix based on linear discriminant analysis of Procrustes coordinates derived from adult male Blueback Herring caught in North Carolina (Chowan and Yeopim rivers)

Protected

N/A

81
0
0
2021
Short-run subsidies, take-up, and long-run demand for off-grid solar for the poor: Evidence from large-scale randomized trials in Rwanda

3.1 Experimental Designs.. This project includes two large-scale randomized field experiments in a sample of over 5000 households, each with two different data collection

Protected

N/A

44
0
0
2021
A Semiparametric Estimation of Liquidity Effects on Option Pricing

We report the statistical significance of pricing errors between the semiparametric option pricing model with liquidity (WL) and the semiparametric option pricing model

Protected

N/A

59
0
0
2021
Steg3matrisGY11(1)

Kunskapskrav A Eleven visar sin förståelse genom att välgrundat redogöra för, diskutera och kommentera innehåll och detaljer samt genom att med gott resultat agera utifrån

Protected

N/A

6
0
0
2020
Determinants of financial distress in large financial institutions : evidence from U.S. bank holding companies.

(2) Of our two selected measures of BHC risk characteristic, the non-performing loan ratio is the most powerful indicator predicting default/insolvency risk among all the

Protected

N/A

43
0
0
2021
SCACS House and Senate Bill Introductions Week 5 February 10-12

TO VEHICLE REQUIREMENTS THAT ARE SUSPENDED DURING A STATE OF EMERGENCY, SO AS TO EXTEND 

Protected

N/A

5
0
0
2021
Comparative Analysis of AI Techniques to Correct the Inconsistency in the Analytic Hierarchy Process Matrix

This research paper makes a comparison between two artificial intelligence methods for diminishing the inconsistency in the AHP pairwise comparison matrixes, the

Protected

N/A

9
0
0
2021
2G Parameter List_ZTE

N value of pbgt handover UTRAN P value of pbgt handover UTRAN Traffic handover threshold(TrafficLevThs) Level offset during penalty(PenaltyLevOffset) Uplink interference

Protected

N/A

13
0
0
2021
Instruments Of Renewable Energy Crossword Clue

Concern in much different instruments renewable crossword puzzle answers for the processes, more renewable energy renewable energy will change cost of the state energy sources are

Protected

N/A

16
0
0
2022
An ontology enhanced parallel SVM for scalable spam filter training

Based on an average accuracy improvement of 4.6% over the baseline parallel SMO, Fig.16 shows that using the ontology augmented approach, the MapReduce based parallel

Protected

N/A

26
0
0
2021
Knockdown of EWSR1/FLI1 expression alters the transcriptome of Ewing sarcoma cells in vitro

This study explored the potential critical gene targets of EWSR1/FLI1 knockdown in Ewing sarcoma cells on the gene expression pro fi le based on online dataset, performed Limma

Protected

N/A

6
0
0
2021
Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles

We consider the following economic variables: the level of volatility of at-the-money interest rate options, the slope of the term structure at the short end (6 months to 5 years)

Protected

N/A

52
0
0
2021
Reflecting the European values on incompatibilities and conflicts of interest in the Romanian local public administration

Regarding the incompatibilities of mayors in the local public administration, the law provides that the mayor can not occupy the following features or attributes: local councilor,

Protected

N/A

8
0
0
2020
Pricing Liquidity in Electronic Markets

As the make/take fee breakdown has no effect on cum fee bid-ask spreads, it also does not affect the order flow composition (i.e., the ratio of market to limit orders over a given

Protected

N/A

27
0
0
2021
Public vs. Private School Education: The Case for Public School Vouchers in Primary and Secondary Education

The second opinion that opposes public funding of vouchers is the one that states that voucher programs are taking resources away from public schools, and putting them into

Protected

N/A

7
0
0
2022
The Role of Knowledge Economy in African Business

In doing business, we have also found that ICT: (i) has a negative effect on the cost of exports and trade tariffs (effects on trade); (ii) increases ICT

Protected

N/A

52
0
0
2021

Upload more documents and download any material studies right away!