Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
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Appendix A: First-order Conditions for the Nonlinear Model
1 Sep 1998
RDP
9812
The derivative of U with respect to C. t. is:. ... then we have the derivatives of utility U with respect to C.
https://www.rba.gov.au/publications/rdp/1998/1998-12/appendix-a.html
References
6 Jun 2017
RDP
2017-03
The Review of Financial Studies. , 5(4), pp 637–667. Büyükşahin B, MS Haigh, JH Harris, JA Overdahl and MA Robe (2008), ‘Fundamentals, Trader Activity and Derivatives Pricing’, Commodity Futures Trading
https://www.rba.gov.au/publications/rdp/2017/2017-03/references.html
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Results
31 Dec 2005
RDP
2005-04
Finally, it has the property that. when this derivative is evaluated at. ,
https://www.rba.gov.au/publications/rdp/2005/2005-04/results.html
Read me
25 Aug 2020
RDP
2020-05
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2020/2020-05/read-me.html
Appendix A: Derivation of Theoretical Model | RDP 33 Inflation: Prices and Earnings in Australia
1 Apr 1974
RDP
33
of. and. As in the case of the functions for SN, ST and DL the partial derivatives of these functions will not necessarily be constants. ... dots denote a proportionate rate of change such that –. Setting in accordance with the signs on the partial
https://www.rba.gov.au/publications/rdp/1974/33/appendix-a.html
Introduction | Conference – 2013
19 Aug 2013
Conferences
A key element of the post-crisis reform agenda has been to strengthen counterparty risk management and reduce interconnectedness in over-the-counter (OTC) derivative markets by requiring that exposures be ... Given assumptions about the structure of OTC
https://www.rba.gov.au/publications/confs/2013/intro-2013.html
References
27 Oct 2008
RDP
2008-06
FRBNY (Federal Reserve Bank of New York) (2008), ‘Statement Regarding June 9 Meeting on Over-the-Counter Derivatives’, Press Release, 9 June. ... Available at <http://works.bepress.com/joshuagans/17/>. Ledrut E and C Upper (2007), ‘Changing
https://www.rba.gov.au/publications/rdp/2008/2008-06/references.html
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Appendix: Derivation of Underlying Inflation Estimators
31 Dec 2005
RDP
2005-05
Differentiating with respect to. and setting the partial derivative equal to zero, we have:.
https://www.rba.gov.au/publications/rdp/2005/2005-05/appendix.html
Do Interest Rates Affect Business Investment? Evidence from Australian Company-level Data
1 Apr 2018
RDP
2018-05
If you make use of any of these files you should clearly attribute the authors in any derivative work.
https://www.rba.gov.au/publications/rdp/2018/2018-05/read-me.html
Appendix B: Solving the Model
31 Dec 2013
RDP
2013-08
1. () is the partial derivative of u with respect to its first argument. ... We use the same notation to denote the other partial derivatives.
https://www.rba.gov.au/publications/rdp/2013/2013-08/appendix-b.html
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