Derivatives

“Foreign reserves and the exchange rate.” Country Profile. China (2006): 53-54. Business Source Premier. 5 July 2006. http://search.epnet.com.

Nakamura, Masao, Nakashima, Tomoaki, and Takahide Niimura. “Electricity markets volatility: estimates, regularities and risk management applications.” Energy Policy 34.14 (2006): 1736-1749. Business Source Premier. 5 July 2006. http://search.epnet.com.

Kim, Young Sang, Mathur, Ike, and Jouahn Nam. “Is operational hedging a substitute for or a complement to financial hedging?.” Journal of Corporate Finance 12.4 (2006): 834-853. Business Source Premier. 5 July 2006. http://search.epnet.com.

Lavelle, Marianne. “HOT, COLD, AND JUST RIGHT.” U.S. News & World Report 141.1 (2006): 38-39. Business Source Premier. 5 July 2006. http://search.epnet.com.

Lasserre, J. B., Prieto-Rumeau, T., and M. Zervos. “PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS.” Mathematical Finance 16.3 (2006): 469-494. Business Source Premier. 5 July 2006. http://search.epnet.com.

Corielli, Francesco. “HEDGING WITH ENERGY.” Mathematical Finance 16.3 (2006): 495-517. Business Source Premier. 5 July 2006. http://search.epnet.com.

Cont, Rama. “MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS.” Mathematical Finance 16.3 (2006): 519-547. Business Source Premier. 5 July 2006. http://search.epnet.com.

Diehl, Moritz, Bock, Hans Georg, and Ekaterina Kostina. “An approximation technique for robust nonlinear optimization.” Mathematical Programming 107.1/2 (2006): 213-230. Business Source Premier. 5 July 2006. http://search.epnet.com.

Caudill, Steven B. “Estimating the circle closest to a set of points by maximum likelihood using the BHHH algorithm.” European Journal of Operational Research 172.1 (2006): 120-126. Business Source Premier. 5 July 2006. http://search.epnet.com.

“‘Portable Alpha’ Investment Strategy: A Better Mousetrap or Overly Risky?.” Wall Street Journal – Eastern Edition 247.151 (2006): C1-C4. Business Source Premier. 5 July 2006. http://search.epnet.com.

Laughlin, Kate. “CDS: Adding Fuel To Next Downturn?.” Investment Dealers’ Digest 72.25 (2006): 12-12. Business Source Premier. 5 July 2006. http://search.epnet.com.

K. L. “CDS: Driving Or Mollifying The Next Downturn? (Cover story).” High Yield Report 17.25 (2006): 1-11. Business Source Premier. 5 July 2006. http://search.epnet.com.

“South Africa: IRS And FRA Markets Become More Hawkish.” Emerging Markets Monitor 12.12 (2006): 21-21. Business Source Premier. 5 July 2006. http://search.epnet.com.

A. P. “New DPCs to bring liquidity to market. (Cover story).” Asset Securitization Report 6.25 (2006): 1-16. Business Source Premier. 5 July 2006. http://search.epnet.com.

“UPCOMING EVENTS.” Asset Securitization Report 6.25 (2006): 3-3. Business Source Premier. 5 July 2006. http://search.epnet.com.

Ricadela, Aaron. “The M&A Newbie.” InformationWeek (2006): 46-48. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Chinese Executive Gets 15 Years.” Wall Street Journal – Eastern Edition 247.147 (2006): B2. Business Source Premier. 5 July 2006. http://search.epnet.com.

Weber, Joseph. “Boom Times for the Powerhouse Banks.” Business Week Online (2006): 14-14. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Man Unit Names Finance Chief.” Wall Street Journal – Eastern Edition 247.146 (2006): B5. Business Source Premier. 5 July 2006. http://search.epnet.com.

K. L. “Confab Roundup: High Yield Buy-Side Voices Concerns.” High Yield Report 17.24 (2006): 2-2. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Reuters Stakes Derivatives Position With Application Networks Buyout. (Cover story).” Securities Industry News 18.24 (2006): 1-45. Business Source Premier. 5 July 2006. http://search.epnet.com.

“ASF Crowd Bullish on ABS Derivatives.” Securities Industry News 18.24 (2006): 16-17. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Kazakhstan: Ratings Upgrade Ahead, But Watch The Glass Ceiling.” Emerging Markets Monitor 12.11 (2006): 19-19. Business Source Premier. 5 July 2006. http://search.epnet.com.

de Frutos, Javier. “Implicit–explicit Runge–Kutta methods for financial derivatives pricing models.” European Journal of Operational Research 171.3 (2006): 991-1004. Business Source Premier. 5 July 2006. http://search.epnet.com.

“The GASB Issues Preliminary Views Document on Derivatives. (Cover story).” Miller Governmental GAAP Update Service 6.11 (2006): 1-4. Business Source Premier. 5 July 2006. http://search.epnet.com.

Haughney, Christine. “Real Estate CDO Standards Emerge.” Wall Street Journal – Eastern Edition 247.138 (2006): B7. Business Source Premier. 5 July 2006. http://search.epnet.com.

Demos, Telis. “What’s Driving the Stock Exchange Merger Binge?.” Fortune (Europe) 153.10 (2006): 14-14. Business Source Premier. 5 July 2006. http://search.epnet.com.

“NYSE’s IT consolidation.” eWeek 23.24 (2006): 34-34. Business Source Premier. 5 July 2006. http://search.epnet.com.

“INDUSTRY OUTLOOK.” Aviation Week & Space Technology 164.24 (2006): 14-14. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Out in Africa.” Economist 379.8481 (2006): 72-72. Business Source Premier. 5 July 2006. http://search.epnet.com.

Kulikowski, Laurie. “Bank of N.Y. Unit Targets Product Creation.” American Banker 171.110 (2006): 7-7. Business Source Premier. 5 July 2006. http://search.epnet.com.

Meyers, Maxwell. “UBS’ Reorganization Takes Shape. (Cover story).” Bond Buyer 356.32398 (2006): 1-7. Business Source Premier. 5 July 2006. http://search.epnet.com.

Reilley, David. “An Arcane Corner of Finance Creates a London Billionaire.” Wall Street Journal – Eastern Edition 247.133 (2006): A1-A15. Business Source Premier. 5 July 2006. http://search.epnet.com.

Lucchetti, Aaron, and Peter A. McKay. “NYSE Cranks Up a Derivatives Machine.” Wall Street Journal – Eastern Edition 247.131 (2006): C1-C4. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Fitch Recovery Ratings.” High Yield Report 17.22 (2006): 6-6. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Merger Advances.” Securities Industry News 18.22 (2006): 3-3. Business Source Premier. 5 July 2006. http://search.epnet.com.

Sandman, John. “Swift and FpML Work on Post-Trade Derivatives Standard.” Securities Industry News 18.22 (2006): 8-9. Business Source Premier. 5 July 2006. http://search.epnet.com.

Kentouris, Chris. “Back-Office Prescriptions.” Securities Industry News 18.22 (2006): 10-20. Business Source Premier. 5 July 2006. http://search.epnet.com.

Sandman, John. “CDS Automation: A Way Forward.” Securities Industry News 18.22 (2006): 10-13. Business Source Premier. 5 July 2006. http://search.epnet.com.

Wold, Melanie. “SwapsWire Gains From Derivatives Products, Buy Side.” Securities Industry News 18.22 (2006): 16-20. Business Source Premier. 5 July 2006. http://search.epnet.com.

Cheney, Glenn. “GASB delves boldly into crazy world of derivatives.” Accounting Today 20.10 (2006): 5-44. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Deutsche Hires CDO Distribution Chief.” American Banker 171.106 (2006): 18-18. Business Source Premier. 5 July 2006. http://search.epnet.com.

A. P. “CLO market prepares for LCDS.” Asset Securitization Report 6.22 (2006): 9-11. Business Source Premier. 5 July 2006. http://search.epnet.com.

Lavelle, Marianne. “Insurers May Cash In on Climate Change. (Cover story).” U.S. News & World Report 140.21 (2006): 42-43. Business Source Premier. 5 July 2006. http://search.epnet.com.

Thayer, J.R., Rao, Srinivasa, and Shaofeng Xie. “Resolution of Oligonucleotides and their Derivatives on ProSwift™ Anion-Exchange Monoliths.” LC-GC North America 24 (2006): 15-15. Business Source Premier. 5 July 2006. http://search.epnet.com.

Matilin, Ben. “Derived Value.” Global Finance 20.6 (2006): 33-36. Business Source Premier. 5 July 2006. http://search.epnet.com.

“COUNTRY WINNERS: EUROPE.” Global Finance 20.6 (2006): 61-62. Business Source Premier. 5 July 2006. http://search.epnet.com.

“Untitled.” Journal of Derivatives 13.4 (2006): 1-1. Business Source Premier. 5 July 2006. http://search.epnet.com.

Figlewski, Stephen. “Untitled.” Journal of Derivatives 13.4 (2006): 2-2. Business Source Premier. 5 July 2006. http://search.epnet.com.

Mortensen, Allan. “Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models.” Journal of Derivatives 13.4 (2006): 8-26. Business Source Premier. 5 July 2006. http://search.epnet.com.

“ISDA Eyes Additions For Next FpML Version.” Operations Management 13.5 (2006): 3-3. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Markit Releases Loan CDS Product.” Operations Management 13.5 (2006): 9-9. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Statement of Financial Accounting Standards No. 155–Accounting for Certain Hybrid Financial Instruments.” Journal of Accountancy 201.4 (2006): 96-99. Business Source Premier. 25 June 2006. http://search.epnet.com.

“CME Clearing Ramps Up OTC Services.” Operations Management 12.3 (2006): 3-3. Business Source Premier. 25 June 2006. http://search.epnet.com.

Schieffer, Julia. “Market Paves Way For New CDS Settlement Process.” Operations Management 12.3 (2006): 12-12. Business Source Premier. 25 June 2006. http://search.epnet.com.

Schieffer, Julia. “Managers To Outsource Derivs Ops?.” Operations Management 12.3 (2006): 13-13. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Tackling Backlogs, Taking Aim At T30 And Credit Events.” Operations Management 12.3 (2006): 19-19. Business Source Premier. 25 June 2006. http://search.epnet.com.

Fernandez, Vivian. “Emerging Derivatives Markets.” Emerging Markets Finance & Trade 42.2 (2006): 63-92. Business Source Premier. 25 June 2006. http://search.epnet.com.

Choi, Stephen J., and G. Mitu Gulati. “CONTRACT AS STATUTE.” Michigan Law Review 104.5 (2006): 1129-1173. Business Source Premier. 25 June 2006. http://search.epnet.com.

Wood, Duncan. “The Grass May Look Greener, But Each Side Has Problems.” Treasury & Risk Management 16.3 (2006): 48-50. Business Source Premier. 25 June 2006. http://search.epnet.com.

Doyle, James, and David Hudd. “Drafting workshop: synthetic CDOs.” International Financial Law Review 25.2 (2006): 24-26. Business Source Premier. 25 June 2006. http://search.epnet.com.

Raisler, Kenneth, and Lauren Teigland-Hunt. “How Isda took on the confirmations backlog.” International Financial Law Review 25.2 (2006): 43-45. Business Source Premier. 25 June 2006. http://search.epnet.com.

Bartekova, A., et al. “Laboratory evaluation of volatile organic compounds emissions from coated and uncoated oriented strandboard.” Forest Products Journal 56.2 (2006): 85-90. Business Source Premier. 25 June 2006. http://search.epnet.com.

“BNY To Expand SmartSource To Support Alternatives.” Operations Management 12.2 (2006): 1-1. Business Source Premier. 25 June 2006. http://search.epnet.com.

Taylor, Jeremy. “Poor OTC Derivatives Operations Blamed, Say Asset Managers.” Operations Management 12.2 (2006): 8-8. Business Source Premier. 25 June 2006. http://search.epnet.com.

“UBS Unveils New Tech To Boost OTC Ops Service.” Operations Management 12.2 (2006): 15-15. Business Source Premier. 25 June 2006. http://search.epnet.com.

Johnson, Philip McBride. “Invited Editorial The CFTC and commodity-based exchange-traded funds.” Derivatives Use, Trading & Regulation 11.4 (2006): 303-307. Business Source Premier. 25 June 2006. http://search.epnet.com.

Kholodnyi, Valery A. “Derivatives Use Valuation and hedging of contingent claims on power with spikes: A non-Markovian approach.” Derivatives Use, Trading & Regulation 11.4 (2006): 308-333. Business Source Premier. 25 June 2006. http://search.epnet.com.

Nelken, Izzy. “Variance swap volatility dispersion.” Derivatives Use, Trading & Regulation 11.4 (2006): 334-344. Business Source Premier. 25 June 2006. http://search.epnet.com.

Das, Dilip K. “The dollar correction and the Asian currencies.” Derivatives Use, Trading & Regulation 11.4 (2006): 345-365. Business Source Premier. 25 June 2006. http://search.epnet.com.

Sribunnak, Visarut, and M. H. Franco Wong. “The Impact of Excluding Nonfinancial Exposure on the Usefulness of Foreign Exchange Sensitivity-Analysis Risk Disclosures. (Cover story).” Journal of Accounting, Auditing & Finance 21.1 (2006): 1-25. Business Source Premier. 25 June 2006. http://search.epnet.com.

Yi-Chein Chiang, and Hui-Ju Lin. “The Use of Foreign Currency Derivatives and Foreign-Denominated Debts to Reduce Exposure to Exchange Rate Fluctuations.” International Journal of Management 22.4 (2005): 598-604. Business Source Premier. 25 June 2006. http://search.epnet.com.

Figlewski, Stephen. “Untitled.” Journal of Derivatives 13.2 (2005): 1-2. Business Source Premier. 25 June 2006. http://search.epnet.com.

“The Hidden Business Values Of XBRL.” Operations Management 11.31 (2005): 4-4. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Interactive Voting Spices Up Audience Participation.” Operations Management 11.31 (2005): 12-12. Business Source Premier. 25 June 2006. http://search.epnet.com.

Schieffer, Julia. “Equity Derivatives Seen As Next Ops Woe.” Operations Management 11.31 (2005): 17-17. Business Source Premier. 25 June 2006. http://search.epnet.com.

Satchell, Stephen E. “Editorial.” Derivatives Use, Trading & Regulation 11.3 (2005): 209-209. Business Source Premier. 25 June 2006. http://search.epnet.com.

Wilkens, Sascha. “Derivatives Use Option pricing based on mixtures of distributions: Evidence from the Eurex index and interest rate futures options market.” Derivatives Use, Trading & Regulation 11.3 (2005): 213-231. Business Source Premier. 25 June 2006. http://search.epnet.com.

Muralidhar, Arun S. “Why maximising information ratios is incorrect.” Derivatives Use, Trading & Regulation 11.3 (2005): 233-244. Business Source Premier. 25 June 2006. http://search.epnet.com.

Robbani, Mohammad G., and Rafiqul Bhuyan. “Derivatives Trading Introduction of futures and options on a stock index and their impact on the trading volume and volatility: Empirical evidence from the DJIA components.” Derivatives Use, Trading & Regulation 11.3 (2005): 246-260. Business Source Premier. 25 June 2006. http://search.epnet.com.

Maguire, Frances. “Derivatives Regulation Cross-asset trading and risk management.” Derivatives Use, Trading & Regulation 11.3 (2005): 263-267. Business Source Premier. 25 June 2006. http://search.epnet.com.

Marsh, Jonathan. “Derivatives Regulation UK legal and regulatory developments Hedge funds: A discussion of risk and regulatory engagement.” Derivatives Use, Trading & Regulation 11.3 (2005): 268-278. Business Source Premier. 25 June 2006. http://search.epnet.com.

Cuillerier, Ian. “US legal and regulatory developments Registration under the Investment Advisers Act of 1940 of certain hedge fund advisers.” Derivatives Use, Trading & Regulation 11.3 (2005): 279-286. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Exchange New Product News.” Derivatives Use, Trading & Regulation 11.3 (2005): 287-295. Business Source Premier. 25 June 2006. http://search.epnet.com.

Gregoriou, Greg N. “Book Reviews.” Derivatives Use, Trading & Regulation 11.3 (2005): 297-300. Business Source Premier. 25 June 2006. http://search.epnet.com.

Abhayawansa, Subhash, and Indra Abeysekera. “IAS 39. (Cover story).” Financial Management (Caspian Publishing) ([YEAR]): 22-23. Business Source Premier. 25 June 2006. http://search.epnet.com.

Bizid, Abdelhamid, and Elyès Jouini. “Equilibrium Pricing in Incomplete Markets.” Journal of Financial & Quantitative Analysis 40.4 (2005): 833-848. Business Source Premier. 25 June 2006. http://search.epnet.com.

Christian, Cal. “Accounting for Derivatives at Fannie Mae.” Bank Accounting & Finance (Aspen Publishers Inc.) 19.1 (2005): 13-48. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Conferences.” NBER Reporter (2005): 24-35. Business Source Premier. 25 June 2006. http://search.epnet.com.

“Risks of Financial Institutions.” NBER Reporter (2005): 24-24. Business Source Premier. 25 June 2006. http://search.epnet.com.

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