Oxford, OX1 5NY
United Kingdom
University of Oxford, Said Business School
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Cross Currency Swaps, Marked-to-Market, Notional Resetting, Counterparty Credit Risk, CSA, Collateral Posting, FX Forward Rates, Present Value, Pricing, Par Spread, Basis Spread
Interest Rate Swap, Asset Swap, Par Rate, Swap Rate, PV01, DV01, Duration, Convexity, Credit Risk, Asset Swap Spread, Yield-Yield Method, Par-Par Method, Par Adjustments, Excel Pricing & Risk
Vasicek Model, Short Rate Models, Bond Pricing
Tenor Basis Swaps, Basis Spread, Present Value, Pricing, Annuity
Asset Swap, Credit Risk, Asset Swap Spread, Yield-Yield Method, Par-Par Method, Par Adjustments, Accrued Interest, Dirty Price, Clean Price
Vasicek Model, Forward Measure, Bond Option Pricing, Jamshidian's Trick
Hull-White Model, Ho-Lee Model, Convexity Adjustments, Eurodollar Futures
Interest Rate Swaption, Generalized Black-Scholes, Black Model, European Swaption Pricing, Annuity Martingale Measure, Cash / Physical Settlement, Pricing Formulae, Cash Annuity, Swap Stubs
Short Rate Models, Vasicek Model, Hull-White Model, Negative Interest Rates, Gaussian Process, Normal Distribution
Interest Rate Swaps, Swaptions, European Swaption Pricing, Cash/Physical Settlement, Martingale Representation Theorem, Annuity Martingale Measure, Radon-Nikodym Derivative, Change of Measure, Generalized Black-Scholes, Black-76 Model
FX Forward Invariance, CSA, Standard CSA, Native CSA, Non-Standard CSA, Yield Curve, Collateralization, Discount Factors
Martingales, Numeraires, Measures, Change of Measure, Girsanov Theorem
Libor, Benchmark Reform, IBOR, Alternative Reference Rate, Risk-Free Rate, SOFR, ESTR, Secured, Unsecured, Yield Curves, Calibration, Risk
Generalized Black-Scholes, Derivation, Black Model, Cost of Carry, European Option Pricing, Put-Call Parity, Put-Call Super-Symmetry
Credit Derivatives, Credit Default Swaps, Credit Index, Credit Event, Credit Tightening, Credit Widening, Survival Probability, Default Probability, Hazard Rate, Loss Given Default (LGD), Recovery Rate, ISDA Standardization, Credit Spread, Par Spread, Risky Annuity, Risky Discount Factor
Central Clearing Counterparty, CCP, Central Clearing House, Cleared Transactions, Bilateral Trading, Exposure Profiles, Netting Sets, Counterparty Valuation Adjustments, XVA, CVA, Collateralization, Break-Clauses, Physical and Cash Settlement, ISDA Master Agreement, Credit Support Annex, Credit Thre
Algorithmic Trading, Systematic Trading, Efficient Market Hypothesis, Trading Systems, Fundamental Analysis, Technical Analysis, Machine Learning, Social Media, Alternative Reference Data, Operational Costs, Hedge Funds, Assets Under Management, High Frequency Trading, Trade Execution, Market Predic
Convexity Adjustments, Convexity Formulae, Convexity Conundrums, Change of Measure, Radon-Nykodym Derivative, Lognormal, Shifted-Lognormal, Normal, Hull's Method, Linear Swap Rate Method, Replication, Libor In-Arrears Swaps, Constant Maturity Swaps, CMS Caplets, Floorlets and Swaplets
Cross Currency Swaps, Xccy Swaps, Trading, Pricing Formula, PowerPoint Overview, Excel Pricing Examples, Rates Trading, Interest Rate Swaps, Yield Curve Construction
Libor, Libor Benchmark Reform, Alternative Reference Rates, ARRs, IOSCO Standards, ISDA Protocol, Fall-backs
Yield Curves, Yield Spreads, Term Structure, Inverted, Recession, Prediction, Early Economic Indicator, Federal Reserve
Capital Structure, Modigliani Miller, Trade-Off Theory, Tax-Shield, Bankruptcy Cost, Debt Financing, Equity Financing, Maximizing Firm Value
Project Finance, Cash Flow Statements, Working Capital, Cost of Capital, Evaluating Risk, Net Present Value, Optimal Investments, Superior Investment Strategies
Corporate Finance, Project Finance, Time Value of Money, Maximizing Returns, Growth Strategies, Cost of Capital, WACC, Discount Factors, Present Value, Perpetuity, Annuity, Firm Value, Debt Value, Takeovers, Acquisitions, Debt Financing
Corporate Finance, Japanese Megabanks, Core Competence, Sustainable Competitive Advantage, VRINO Analysis, Value Chain Analysis, Resource and Capability Assessment, SWOT Analysis
Corporate Finance, Japanese Megabanks, Competitor Analysis, Strategy Canvas, Critical Success Factors, Strategic Competitive Advantage, Blue Ocean Opportunities,
Corporate Finance, Macro Scenario Analysis, Financial Services, Japanese Megabanks, Corporate Strategy, PESTEL Analysis, Macro Prediction, Workforce Disruption, Green Finance, New Technologies, Digital Finance, Flexible Workforce, Quantitative Easing, Weak Economies, McKinsey Topology of Uncertainty
Corporate Finance, Japanese Megabanks, Porter's Five Forces, Rivalry, Substitution Threats, Buyer Power, Seller Power, New Market Entrants, Capital Costs, Alliances, Blue Ocean Opportunities
Stakeholder Prioritization, Corporate Strategy, Japanese Megabanks, Mission Statement, Incentives and Rewards, PESTEL Analysis, Growth Opportunities, Digital Finance, Social Media Trends, Green Finance, Climate Change, Cost-Cutting, Economies of Scale