• A correlation swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the observed average correlation...
    2 KB (334 words) - 08:15, 19 March 2024
  • kind of spread trade is called a variance dispersion trade. Sell a correlation swap. In practice, exchange-traded funds (ETF's) are sometimes chosen instead...
    5 KB (616 words) - 04:25, 25 May 2025
  • driven by different factors and the correlation between those factors is less than one. Entering into a Basis Swap may offset the effect of gains or losses...
    2 KB (319 words) - 06:44, 29 September 2023
  • swaps can be used to hedge options on realized variance. Closely related strategies include straddle, volatility swap, correlation swap, gamma swap,...
    13 KB (2,172 words) - 00:42, 25 May 2025
  • In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...
    31 KB (5,437 words) - 21:11, 2 April 2025
  • Thumbnail for Credit default swap
    A credit default swap (CDS) is a financial swap agreement that the seller of the CDS will compensate the buyer in the event of a debt default (by the debtor)...
    129 KB (15,020 words) - 13:36, 11 May 2025
  • Power reverse dual-currency note (category Swaps (finance))
    volatility exposures and Basis swaps to reduce basis risk. Correlation exposure can be partially hedged with correlation swaps. While such hedges are theoretically...
    8 KB (1,326 words) - 21:09, 26 March 2023
  • Debt-for-nature swaps are financial transactions in which a portion of a developing nation's foreign debt is forgiven in exchange for local investments...
    21 KB (2,231 words) - 22:34, 10 November 2024
  • models of self and self-consciousness. In 2019, Lush et al. reported correlations between response to the rubber hand illusion and both response to imaginative...
    15 KB (2,034 words) - 13:35, 7 May 2025
  • In finance, a zero coupon swap (ZCS) is an interest rate derivative (IRD). In particular it is a linear IRD, that in its specification is very similar...
    13 KB (2,060 words) - 12:49, 15 September 2024
  • FTSE MTIRS Index (category Swaps (finance))
    MTIRS Indices are designed to accurately move in direct correlation to OTC Interest Rate Swaps market with a total of 45 indices covering the USD curve...
    2 KB (352 words) - 07:04, 23 July 2024
  • Thumbnail for Discrete Fourier transform
    swap ⁡ ( F ( swap ⁡ ( x ) ) ) {\displaystyle {\mathcal {F}}^{-1}(\mathbf {x} )={\frac {1}{N}}\operatorname {swap} ({\mathcal {F}}(\operatorname {swap}...
    76 KB (12,333 words) - 05:19, 3 May 2025
  • meant that changes in observed correlations on index tranches caused very large scale buying of CDS protection by swaps dealers during the 2008 financial...
    11 KB (1,442 words) - 11:34, 4 May 2025
  • (payer option) or sell protection (receiver option) as a credit default swap on a specific reference credit with a specific maturity. The option is usually...
    3 KB (300 words) - 16:31, 15 January 2022
  • the terms "swap", "security-based swap", "swap dealer", "security-based swap dealer", "major swap participant" and "major security-based swap participant")...
    90 KB (11,331 words) - 21:41, 24 May 2025
  • Thumbnail for Naxalism
    target area and depend on diverse resources. Studies have indicated correlation between the core area of insurgency and the areas with extensive natural...
    30 KB (3,049 words) - 09:40, 25 May 2025
  • named a Bell inequality. Bell then showed that quantum physics predicts correlations that violate this inequality. Multiple variations on Bell's theorem were...
    78 KB (9,867 words) - 02:47, 9 May 2025
  • physical settlement is used to avoid speculation in the market. An equity swap is an exchange of future cash flows between two parties that allows each...
    5 KB (636 words) - 13:45, 10 October 2023
  • Thumbnail for Cross-validation (statistics)
    bias and confounded model specification like swap sampling and prospective studies. Due to correlations, cross-validation with random splits might be...
    44 KB (5,781 words) - 09:14, 19 February 2025
  • j := 0 for i from 0 to 255 j := (j + S[i] + key[i mod keylength]) mod 256 swap values of S[i] and S[j] endfor For as many iterations as are needed, the...
    44 KB (5,055 words) - 08:30, 25 May 2025
  • In mathematics, the correlation immunity of a Boolean function is a measure of the degree to which its outputs are uncorrelated with some subset of its...
    2 KB (328 words) - 09:13, 3 June 2017
  • Thumbnail for Symmetric-key algorithm
    generator Theory block ciphers in stream mode shift register LFSR NLFSR T-function IV Attacks correlation attack correlation immunity stream cipher attacks...
    15 KB (1,540 words) - 19:12, 22 April 2025
  • Thumbnail for 2008 financial crisis
    recovery. May 19, 2005: Fund manager Michael Burry closed a credit default swap against subprime mortgage bonds with Deutsche Bank valued at $60 million...
    251 KB (26,127 words) - 17:30, 25 May 2025
  • finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade...
    10 KB (1,748 words) - 13:29, 10 January 2025
  • future Currency forward Non-deliverable forward Foreign exchange swap Currency swap Foreign exchange option Historical agreements Bretton Woods Conference...
    13 KB (1,785 words) - 01:20, 19 January 2025
  • Correlation attacks are a class of cryptographic known-plaintext attacks for breaking stream ciphers whose keystreams are generated by combining the output...
    15 KB (2,299 words) - 14:32, 17 March 2025
  • modified to capture a wider array of financial activity using credit default swap data. For example, Moody's uses it in the KMV model both to calculate the...
    9 KB (1,216 words) - 06:44, 19 October 2024
  • Thumbnail for VIX
    the square root of the implied volatility of a variance swap – and not that of a volatility swap, volatility being the square root of variance, or standard...
    31 KB (3,351 words) - 15:28, 21 May 2025
  • Thumbnail for First Secretary of State
    title was Dominic Raab from 2019 to 2021, which ended when the title was swapped for Deputy Prime Minister instead in 2022. Like the deputy prime minister...
    19 KB (980 words) - 23:14, 22 April 2025
  • because of unprecedented easing by central banks. The US stock market correlation became untenable to short sellers. The hedge fund industry today has...
    177 KB (17,469 words) - 07:15, 12 April 2025