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
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
Body transfer illusion (redirect from Body-swap illusion)
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
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
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
Discrete Fourier transform (redirect from Cross-correlation theorem)
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
Derivative (finance) (section Credit default swap)
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
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
Equity derivative (section Equity swap)
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
(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
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
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
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
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
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
Currency pair (redirect from Currency correlation)
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
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
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
Quanto (category Swaps (finance))
floating rate is set as USD LIBOR, would be considered a quanto swap. Quanto credit default swap, in which default protection is purchased on a notional amount...
5 KB (697 words) - 00:16, 16 March 2025
reserves. Also, during the 2008 crisis, the Federal Reserve instituted currency swap lines with several countries, alleviating liquidity pressures in dollars...
36 KB (4,440 words) - 10:12, 25 May 2025
mid-1960s incorporated a spinning magnetic disc onto which the acoustic correlation algorithms were etched but this was replaced by integrated circuit technology...
11 KB (1,043 words) - 05:56, 22 May 2025
Kendall tau distance (category Covariance and correlation)
also called bubble-sort distance since it is equivalent to the number of swaps that the bubble sort algorithm would take to place one list in the same...
9 KB (1,514 words) - 15:18, 17 April 2025
Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks...
29 KB (4,165 words) - 07:37, 11 November 2024
Kylie (2008). "Breast Size, Bra Fit and Thoracic Pain in Young Women: A Correlational Study". Chiropractic & Osteopathy. 16: 1. doi:10.1186/1746-1340-16-1...
109 KB (11,207 words) - 21:46, 21 May 2025