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...

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

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...

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...

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...

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

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...

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

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

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...

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...

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...

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...

Financial correlations measure the relationship between the changes of two or more financial variables over time. For example, the prices of equity stocks...

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...

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...

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...

Options on futures Swap (finance) Interest rate swap Basis swap Asset swap Forex swap Stock swap Equity swap Currency swap Variance swap Contract for difference...

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...

\operatorname {CNOT} \cdot \operatorname {SWAP} } where SWAP {\displaystyle \operatorname {SWAP} } is the SWAP gate. Barenco, Adriano; Bennett, Charles...

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...

quantum computation, quantum steering is a special kind of nonlocal correlation, which is intermediate between Bell nonlocality and quantum entanglement...

statistically violating Bell's inequality. This established that the correlations produced from quantum entanglement cannot be explained in terms of local...

liquidly traded corporate bonds or Credit Default Swaps, bond yield spreads and credit default swap spreads indicate market participants assessments of...

trillion in outright forwards $3.8 trillion in foreign exchange swaps $124 billion currency swaps $304 billion in options and other products Currency trading...