Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Eurodollar"”.
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The term structure of interest rates: a comparative analysis of zero-coupon bond forward rates and Eurodollar futures rates
… be compared to the explicit futures rates of the Eurodollar. The evidence in this study suggests that the implied forward rates of the adjusted Anderson-Leies synthetic zero-coupon yield curve are not identical to the Eurodollar Futures rates. The adjusted forward rates were found, on average, to …
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Topics in Nonstationary Time Series
… market trading on a reference day for both the Eurodollar and T-Note futures market.
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Efficiency and Accuracy of Alternative Implementations of No-Arbitrage Term Structure Models of the Heath-Jarrow-Morton Class
… in the Heath-Jarrow-Morton framework using Eurodollar futures options data. We estimate a daily time series of forward rates within the HJM framework such that, by construction, the predicted futures prices from our model exactly match the observed futures prices. Next, we estimate a daily …
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The Effects of Multifactor Term Structure Models on the Valuation of Insurance
… applications are considered: (1) options on Eurodollar futures contracts, (2) dynamic financial analysis of property-liability insurance, and (3) whole life insurance. The approach of this study is to compare the results of the analysis under both a one- and a two-factor Hull-White term …
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The politics of the invisible: offshore finance and state power. A country-level comparison
… across all cases offshore money creation in the Eurodollar markets is more consequential for the power of the state than is offshore tax planning.
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The Euromarket and the making of the transnational network of finance 1959 - 1979
… role of the Euromarket, an offshore market for Eurodollars or expatriate US dollars, in the re-emergence of global finance during the 1960s and 1970s. It charts not only its Cold War origins and the development of various markets for Eurodollars, but also institutions and policies that shaped …