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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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Star Wars at Central Banks

11 Feb 2021 RDP 2021-02
Adam Gorajek, Joel Bank, Andrew Staib, Benjamin Malin and Hamish Fitchett
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/2021/2021-02/read-me.html

Appendix B: Solving the Model

31 Dec 2013 RDP 2013-08
Alexandre Dmitriev and Ivan Roberts
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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Appendix B: Welfare Functions and Other Derivations

23 Mar 2009 RDP 2009-01
Charles Engel
Solve for C. t. :. Take first and second derivatives, evaluated at the non-stochastic steady state:.
https://www.rba.gov.au/publications/rdp/2009/2009-01/appendix-b.html

Appendix 3: Tests for Serial Correlation and Heteroskedasticity

1 Jul 1991 RDP 9105
Jerome Fahrer and Justin Myatt
The partial derivatives of g (denoted. ) with respect to each of the parameters b are calculated and evaluated at the parameter estimates.
https://www.rba.gov.au/publications/rdp/1991/9105/appendix-3.html

Introduction

31 Dec 2000 RDP 2000-01
Meredith Beechey, David Gruen and James Vickery
In examining the empirical evidence, we concentrate on the stock and foreign exchange markets, though much of the discussion is relevant to other asset markets, such as the bond and derivatives
https://www.rba.gov.au/publications/rdp/2000/2000-01/introduction.html

Appendix 2 Proof of Proposition 2

1 Oct 1987 RDP 8707
Malcolm L Edey
k – hσ. Let R –. where c. We wish to sign the derivatives of k with respect to.
https://www.rba.gov.au/publications/rdp/1987/8707/appendix-2.html

References

31 Dec 2004 RDP 2004-03
Ricardo J Caballero, Kevin Cowan and Jonathan Kearns
416. BIS (Bank for International Settlements) (2002), Triennial central bank survey: foreign exchange and derivatives market activity in 2001, BIS, Basle.
https://www.rba.gov.au/publications/rdp/2004/2004-03/references.html
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Appendix A: Data Description and Sources

31 Dec 2007 RDP 2007-07
Jarkko Jääskelä
Corporate debt to equity ratio: Market value of debt (net of derivatives and other accounts payable) divided by market value of listed and unlisted equity (ABS Cat No 5232.0).
https://www.rba.gov.au/publications/rdp/2007/2007-07/appendix-a.html

Appendix A: Data Sources

31 Dec 2001 RDP 2001-04
Luci Ellis
Derivatives and other securities that are unable to be allocated by currency are omitted.
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
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Background

1 Dec 2015 RDP 2015-10
Alexandra Rush
The derivative of the lifetime distribution function gives the event density function, which in this paper will be called the destruction function.
https://www.rba.gov.au/publications/rdp/2015/2015-10/background.html