1990 Euromoney Swaps Innovation
Study notes of Bodie, Kane & Marcus
An Overview of the CFTC and the Regulation of Derivatives Clearing Organizations James L. Carley Director Division of Clearing and Intermediary Oversight.
Michael V. Dunn Commissioner Commodity Futures Trading Commission Managing Counterparty and Systemic Risk Under Dodd-Frank November 17, 2010 1.
J. K. Dietrich - FBE 524 – Fall 2005 Financial System Overview and the Flow of Funds Week 1 – August 24, 2005.
The Capital Markets Board of Turkey & Wharton School 1 MODERNIZATION OF US FUTURES MARKETS AND POLICY IMPLICATIONS FOR TURKEY Ferhat OZCAM April 22, 2003.
Options Topic 9. I. Options n A. Definition: The right to buy or sell a specific issue at a specified price (the exercise price) on or before a specified.
Option Markets: Introduction. Buy - Long Sell – Short Call –Holder has the right to purchase an asset for a specified price Put –Holder has the right.
Are Options Mispriced? Greg Orosi. Outline Option Calibration: two methods Consistency Problem Two Empirical Observations Results.
Topic Seven Hedging exposures with swaps How do you convert a floating rate loan to a fixed rate loan, or a US dollar exposure to an Australian dollar.
Michael V. Dunn Commissioner Commodity Futures Trading Commission Agricultural Outlook Forum February 24, 2011 1.
Topic Six Valuing swap contracts How do you value a swap contract?
