IMF Publications by Subject
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2011
Title: Country Insurance Using Financial Instruments
Series: Working Paper No. 2011/169
Date: July 1, 2011
Subject: Emerging and frontier financial markets Financial institutions Financial instruments Financial markets Financial regulation and supervision Financial services Hedging Options Yield curve
2010
Title: A New Framework to Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Series: Working Paper No. 2010/181
Date: August 1, 2010
Subject: Asset prices Commodities Commodity prices Futures Options
Title: United States: Publication of Financial Sector Assessment Program Documentation: Technical Note on Stress Testing
Series: Country Report No. 2010/244
Date: July 29, 2010
Subject: Banking Contingent liabilities Credit default swap Financial institutions Financial sector policy and analysis Loans Money Options Public financial management (PFM) Stress testing Systemic risk
2009
Title: The Derivatives Market in South Africa: Lessons for Sub-Saharan African Countries
Series: Working Paper No. 2009/196
Date: September 1, 2009
Subject: Derivative markets Financial institutions Financial markets Futures Futures markets Options Over-the-counter markets
Title: Incorporating Market Information into the Construction of the Fan Chart
Series: Working Paper No. 2009/178
Date: August 1, 2009
Subject: Asset prices GDP forecasting Inflation Oil prices Options
Title: Recent Advances in Credit Risk Modeling
Series: Working Paper No. 2009/162
Date: August 1, 2009
Subject: Asset prices Asset valuation Credit Credit risk Options
2008
Title: The Option-iPoD
Series: Working Paper No. 2008/194
Date: August 1, 2008
Subject: Asset prices Asset valuation Financial statements Options Stocks
Title: Financial Instruments to Hedge Commodity Price Risk for Developing Countries
Series: Working Paper No. 2008/006
Date: January 1, 2008
Subject: Commodities Commodity prices Credit default swap Hedging Options
2007
Title: Mexico: Financial Sector Assessment Program Update: Technical Note: Derivatives Market: Overview and Potential Vulnerabilities
Series: Country Report No. 2007/169
Date: May 15, 2007
Subject: Derivative markets Expenditure Financial institutions Financial markets Futures Options Over-the-counter markets Pension spending
2006
Title: Recent Dynamics of Crude Oil Prices
Series: Working Paper No. 2006/299
Date: December 1, 2006
Subject: Asset prices Commodities Financial institutions Futures Oil Oil prices Options Prices