Can somebody help me to find some recent papers in this issue?I only know one or two~~

QuoteOriginally posted by: AnthisIn what time frame?can you give an analysis in different time-frame??

Is the statement true or false?"The USD will fall further relative to other currencies as the new US government continues to borrow very large sums of money in order to rduce the negative impact of the financial crisis on both financial intermediaries and on the real economy"?

Hi, can you explain me how to replicate CMS Swaps with Cash-Settled Swaptions? Many thanks..

<t> Now I am reading the paper: "Swaption skews and convexity adjustments" by Mercurio and Pallavicini,2006. Where they adjust the standard convexity adjustment when a smile of swaption is present. The conclude the convexity adjustment is completely determined by to smile of swaption. They link the ...