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A Survey on Quantum Computational Finance for Derivatives Pricing and VaR [PDF]
Archives of Computational Methods in Engineering, 2022 AbstractWe review the state of the art and recent advances in quantum computing applied to derivative pricing and the computation of risk estimators like Value at Risk. After a brief description of the financial derivatives, we first review the main models and numerical techniques employed to assess their value and risk on classical computers.
Andrés Gómez +6 more
semanticscholar +5 more sources
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting [PDF]
SSRN Electronic Journal, 2018 In this paper, we show how we can deploy machine learning techniques in the context of traditional quant problems.
Jan De Spiegeleer +3 more
semanticscholar +6 more sources
Derivative products and innovation in Islamic finance [PDF]
International Journal of Islamic and Middle Eastern Finance and Management, 2014 Purpose– The purpose of this paper is to highlight the possibility of structuring an Islamic option which includes an element of risk sharing as opposed to risk transfer.Design/methodology/approach– The approach adopted in this research involved a combination of a wa’ad (promise) and murabaha (cost plus sale) and examining if they could form a risk ...
Seng Kiong Kok +2 more
semanticscholar +4 more sources
The International Finance Index and its Derivatives [PDF]
SSRN Electronic Journal, 2007 The paper introduces three measures of the international financial sector and presents the ranking of countries based on these measures. The International Finance Index measures the absolute size, the International Finance Location Quotient measures the level of development, and the International Finance Diversity Index captures the degree of diversity
Dariusz Wójcik
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Esposito's temporality of finance: Endogeneity and revisability in derivative transactions
Finance and Society, 2020 Recent years have seen greater interest in the theoretical foundations of abstract finance and their intersection with questions of philosophy and sociology. In particular, exchanges between authors such as Donald MacKenzie, Timothy Johnson, Elie Ayache,
Conor Husbands
doaj +4 more sources
The Mathematics of Finance: Pricing Volatility derivatives
ITM Web of ConferencesIn the increasingly complex world of financial markets, the scope of mathematical finance has expanded beyond traditional stock trading to include derivatives on various financial indices. The trading of stock derivatives has become commonplace across global markets.
Parkpoom Phetpradap, Natkamon Sripanitan
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The Effects of Derivatives Regulation on Infrastructure Finance [PDF]
, 2019 This study seeks to assess the effects of post-crisis regulatory reforms on derivatives used to hedge infrastructure finance transactions in Emerging Market and Developing Economies (EMDEs). The motivation for this analysis stems from the importance of infrastructure in EMDEs, the mandate of ...
Ignacio Quintana +2 more
openalex +4 more sources
The mathematics of finance: pricing derivatives [PDF]
Quarterly of Applied Mathematics, 1998 Stephen A. Ross
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Quantum computational finance: Monte Carlo pricing of financial derivatives [PDF]
Physical Review A, 2018 Financial derivatives are contracts that can have a complex payoff dependent upon underlying benchmark assets. In this work, we present a quantum algorithm for the Monte Carlo pricing of financial derivatives. We show how the relevant probability distributions can be prepared in quantum superposition, the payoff functions can be implemented via quantum
Patrick Rebentrost +2 more
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Back Finance: Financial Derivatives and 2008 Process [PDF]
Economics World, 2017 Gürhan Uysal
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