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...

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...

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...

swaps can be used to hedge options on realized variance. Closely related strategies include straddle, volatility swap, correlation swap, gamma swap,...

In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient (after the Greek letter τ, tau), is a statistic...

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)...

volatility exposures and Basis swaps to reduce basis risk. Correlation exposure can be partially hedged with correlation swaps. While such hedges are theoretically...

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...

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...

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...

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...

swap ⁡ ( F ( swap ⁡ ( x ) ) ) {\displaystyle {\mathcal {F}}^{-1}(\mathbf {x} )={\frac {1}{N}}\operatorname {swap} ({\mathcal {F}}(\operatorname {swap}...

meant that changes in observed correlations on index tranches caused very large scale buying of CDS protection by swaps dealers during the 2008 financial...

(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...

the terms "swap", "security-based swap", "swap dealer", "security-based swap dealer", "major swap participant" and "major security-based swap participant")...

target area and depend on diverse resources. Studies have indicated correlation between the core area of insurgency and the areas with extensive natural...

named a Bell inequality. Bell then showed that quantum physics predicts correlations that violate this inequality. Multiple variations on Bell's theorem were...

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...

bias and confounded model specification like swap sampling and prospective studies. Due to correlations, cross-validation with random splits might be...

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...

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...

generator Theory block ciphers in stream mode shift register LFSR NLFSR T-function IV Attacks correlation attack correlation immunity stream cipher attacks...

recovery. May 19, 2005: Fund manager Michael Burry closed a credit default swap against subprime mortgage bonds with Deutsche Bank valued at $60 million...

finance, a volatility swap is a forward contract on the future realised volatility of a given underlying asset. Volatility swaps allow investors to trade...

future Currency forward Non-deliverable forward Foreign exchange swap Currency swap Foreign exchange option Historical agreements Bretton Woods Conference...

Correlation attacks are a class of cryptographic known-plaintext attacks for breaking stream ciphers whose keystreams are generated by combining the output...

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...

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...

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...

because of unprecedented easing by central banks. The US stock market correlation became untenable to short sellers. The hedge fund industry today has...