Interest-rate and currency swaps
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- Dodd–Frank Swaps Clearing Requirement and Possible
Impact on Securitization TransactionsKenneth P. Marin and Samuel HuThe Journal of Structured Finance July 2013, 19 (2) 10-15; DOI: https://doi.org/10.3905/jsf.2013.19.2.010 - Swaps Regulation: Commodity Pools, Clearing, and MarginEllen L. MarksThe Journal of Structured Finance April 2013, 19 (1) 98-101; DOI: https://doi.org/10.3905/jsf.2013.19.1.098
- ABSTRAK and the Greeks: The Mathematics of Valuing Structured Securities in the Secondary MarketIuliia Palamar, David Abitbol, Ann Rutledge and Sylvain RaynesThe Journal of Structured Finance October 2011, 17 (3) 42-50; DOI: https://doi.org/10.3905/jsf.2011.17.3.042
- Derivatives in Bankruptcy: Some Lessons from Lehman BrothersHenry A. BarkhausenThe Journal of Structured Finance January 2010, 15 (4) 7-10; DOI: https://doi.org/10.3905/JSF.2010.15.4.007
- A Posteriori Multistage Optimal Trading under Transaction Costs and a Diversification ConstraintMogens Graf Plessen and Alberto BemporadThe Journal of Trading July 2018, 13 (3) 67-83; DOI: https://doi.org/10.3905/jot.2018.1.064
- A Unified Willow Tree Framework for One-Factor Short-Rate ModelsGuangguang Wang and Wei XuThe Journal of Derivatives February 2018, 25 (3) 33-54; DOI: https://doi.org/10.3905/jod.2018.1.064
- It Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Derivatives February 2018, 25 (3) 89-103; DOI: https://doi.org/10.3905/jod.2018.25.3.089
- Ripple Effects, the Long-Run Relationship, and Dynamic Corrections among Interest Rate Swap SpreadsKenneth A. Tah and Geoffrey NgeneThe Journal of Fixed Income March 2018, 27 (4) 40-52; DOI: https://doi.org/10.3905/jfi.2018.1.060
- Currency Target Zones as Mirrored OptionsSandro Claudio Lera, Matthias Leiss and Didier SornetteThe Journal of Derivatives February 2019, 26 (3) 53-67; DOI: https://doi.org/10.3905/jod.2019.26.3.053
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