Search: derivative

Sort by: Relevance Date
13 of 3 collapsed search results for 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.

Search Results

Emergency Liquidity Injections

1 Oct 2019 RDP 2019-10
Nicholas Garvin
L. D. 0. ,. M. (. l. ). <. 1. , and that the first derivative of M, written M′, is continuous and positive for all L.
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html

Appendix B: Proofs

9 Oct 2019 RDP 2019-10
Nicholas Garvin
b. In such cases the generalised derivatives of. Π. i. with respect to s. ... b. i. is unique and Lipschitz continuous. Further, discontinuities in the derivatives of g.
https://www.rba.gov.au/publications/rdp/2019/2019-10/appendix-b.html

The Model

9 Oct 2019 RDP 2019-10
Nicholas Garvin
L. D. 0. ,. M. (. l. ). <. 1. , and that the first derivative of M, written M′, is continuous and positive for all L.
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html