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Show Results For
- All HBS Web
(822)
- People (2)
- News (122)
- Research (624)
- Events (7)
- Multimedia (1)
- Faculty Publications (400)
- 19 Mar 2006
- Research & Ideas
Unlocking Your Investment Capital
Business Review, Merton, a Nobel laureate, urges senior corporate executives and boards to view derivative applications not just as tactical measures but as strategic tools that convey competitive advantage. A first step is distinguishing... View Details
- Web
Statistical Resources - Research Computing Services
standard errors using SAS An introduction to R The Cramer-Rao lower bound - derivation and examples Projection Matrices and Regression Sum of Squares The Frisch-Waugh-Lovell Theorem Matrix Derivation of the... View Details
- 31 Mar 2011
- News
Building an Online Swap Shop
Reinhart: Deriving success in derivative markets. thredUP, a children’s clothing swap Web site cofounded by HBS classmates James Reinhart and Chris Homer (MBA ’09), expanded into toys last fall, just in time... View Details
- Web
The Spread and Adoption of Option Pricing Models - Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton - Exhibits - Historical Collections
solution to the pricing of options and other derivatives spread quickly among receptive audiences. The Black and Scholes working papers, along with Merton's own handwritten notes and derivations of the... View Details
- 01 Jun 2010
- News
Powering Up
Watertown, Massachusetts. The company builds systems derived from innovative electricity-delivery technology developed by an MIT professor (Boston Globe, February 22, 2010). While initial applications — Giler thinks they will be... View Details
- 01 Sep 2012
- News
Case Study Pioneer
building the Intercollegiate Case Clearing House, an organization at HBS that was dedicated to US and international dissemination of cases written by faculty from Harvard and other universities. A legacy of his work is the Andrew R. Towl Endowment Fund at HBS for the... View Details
- February 2010
- Teaching Note
Saginaw Parts Co. and the General Motors Corp. Credit Default Swap (TN)
Teaching Note for [210056]. View Details
- May 2005 (Revised December 2005)
- Case
Nexgen: Structuring Collateralized Debt Obligations (CDOs)
A client asks Luc Giraud, CEO of the structured finance solutions provider Nexgen Financial Solutions, to put together a solution that allows the client to add AAA-rated bonds to its portfolio. The client cannot find suitably priced top-rated bonds in the market and... View Details
Keywords: Credit Derivatives and Swaps; Risk and Uncertainty; Debt Securities; Bonds; Financial Services Industry
Chacko, George C., Peter A. Hecht, Marti Subrahmanyam, Vincent Dessain, and Anders Sjoman. "Nexgen: Structuring Collateralized Debt Obligations (CDOs)." Harvard Business School Case 205-121, May 2005. (Revised December 2005.)
- April 2024
- Article
Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads
By: Samuel G. Hanson, Aytek Malkhozov and Gyuri Venter
We develop and test a model in which swap spreads are determined by end users' demand for
and constrained intermediaries’ supply of long-term interest rate swaps. Swap spreads reflect
compensation both for using scarce intermediary capital and for bearing convergence... View Details
Keywords: Swap Spreads; Credit Derivatives and Swaps; Interest Rates; Risk and Uncertainty; Volatility
Hanson, Samuel G., Aytek Malkhozov, and Gyuri Venter. "Demand-and-Supply Imbalance Risk and Long-Term Swap Spreads." Art. 103814. Journal of Financial Economics 154 (April 2024).
- 21 Jul 2010
- Research & Ideas
HBS Faculty Debate Financial Reform Legislation
everything I might have wanted, but the legislative process seldom produces that. Certain elements of this reform are positive and helpful, including the creation of a formal resolution authority and a systemic risk regulator; provisions requiring View Details
Keywords: by Staff
- June 2024
- Article
Counterparty Risk and Counterparty Choice in the Credit Default Swap Market
By: Wenxin Du, Salil Gadgil, Michael Gordy and Clara Vega
We investigate how market participants price and manage counterparty credit risk using confidential trade repository data on single-name credit default swap (CDS) transactions. We find that counterparty risk has a modest impact on the pricing of CDS contracts but a... View Details
Keywords: Credit Derivatives and Swaps; Market Participation; Risk and Uncertainty; Price; Financial Markets; Credit
Du, Wenxin, Salil Gadgil, Michael Gordy, and Clara Vega. "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market." Management Science 70, no. 6 (June 2024): 3808–3826.
- 5 PM – 10 PM EET, 30 Mar 2016
- Campaign
A Vision for the 21st Century - HBS in Istanbul
the HBS Events Office at alumni_events@hbs.edu or +1 (617) 495-6256. In order to register for this event you will need your LEFA. LEFA stands for Lifelong E-mail Forwarding Address. It is derived from a combination of the first... View Details
- 5 PM – 10 PM +03, 28 Mar 2016
- Campaign
A Vision for the 21st Century - HBS in Dubai
HBS Events Office at alumni_events@hbs.edu or +1 (617) 495-6256. In order to register for this event you will need your LEFA. LEFA stands for Lifelong E-mail Forwarding Address. It is derived from a combination of the first... View Details
- 01 Jun 2004
- News
New MBA Leadership Course
Pogossova (HBS ’05), LCA provided a richer understanding of complex issues and an international perspective. “In class, I could see where people were coming from and how their point of view is derived from their environment and their... View Details
- February 1986 (Revised January 1996)
- Background Note
Currency Swaps
Describes uses of foreign currency swaps and development of both interest rate and foreign currency swaps market. Emphasis on calculation of all-in costs using foreign currency swaps and conversion of basis points in one currency to basis points in a different... View Details
Mason, Scott P. "Currency Swaps." Harvard Business School Background Note 286-073, February 1986. (Revised January 1996.)
- Web
2.1.1 Citing Sources & Plagiarism | MBA
fully, including the page number(s) on which the quoted words appear in the original text. Paraphrasing : All paraphrased material must be acknowledged. Whenever ideas or facts are derived from a student’s reading and research or from a... View Details
- 24 Apr 2014
- News
Tapping into a sustainable enterprise that provides income for indigenous Mexican families
that allows indigenous Mexican populations to earn vital income by planting seedlings and developing pine-tree forests on their degraded lands. Arias-King, president of T&R Chemicals in Texas, uses natural pine resin tapped from trees to make View Details
- Portrait Project
Cyril Abel Vergis
As a first-generation, first-born American, I grew up believing that my motivation was derived from the self-imposed pressure to take advantage of the opportunities my parents did not have. I strove to make the right choices, to take... View Details
- 01 Mar 2007
- News
HBS Issues Upbeat 2006 Annual Report
generated by units that operate in competitive, customer-driven markets: Executive Education and Harvard Business School Publishing (HBSP). Another 22 percent of operating revenue was derived from current-use gifts and endowment... View Details
- 22 Sep 2009
- News
The Case for Regulatory Reform
overview by Treasury Secretary Timothy Geithner and Lawrence Summers, director of the National Economic Council, in the June 15 Washington Post. Among other things, the proposed reforms will raise capital and liquidity requirements for all financial institutions,... View Details