Results 61 to 70 of about 223,224 (319)
CVA and FVA to Derivatives Trades Collateralized by Cash
, 2013 In this article, we combine replication pricing with expectation pricing for derivative trades that are partially collateralized by cash. The derivatives are replicated by underlying assets and cash, using repurchasing agreement (repo) and margining ...
Wu, Lixin
core +1 more source
Do Consumers Value Diversity in Agriculture? A Choice Experiment
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Farm ownership in the US today is racially and ethnically homogeneous. Diverse farmers and ranchers make up less than 10% of all producers, they tend to be less financially stable and have tighter profit margins. In the past few years, both government and industry programs have aimed to increase the participation and profitability of diverse ...
Maria Kalaitzandonakes +2 more
wiley +1 more source
Calibrating risk-neutral default correlation. [PDF]
The implementation of credit risk models has largely relied on the use of historical default dependence, as proxied by the correlation of equity returns. However, as is well known, credit derivative pricing requires risk-neutral dependence.
Elisa Luciano
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT Perennial bioenergy crops, such as miscanthus and switchgrass, and crop residues have the potential to scale up sustainable aviation fuel (SAF) production and mitigate carbon emissions. However, high establishment costs, delayed returns, and risk–return profiles that diverge from those of conventional crops can hinder incentives to adopt ...
Fahd Majeed, Madhu Khanna, Ruiqing Miao
wiley +1 more source
THE EFFECT OF DERIVATIVE FINANCIAL INSTRUMENTS ON BANK RISKS, RELEVANCE AND FAITHFUL REPRESENTATION: EVIDENCE FROM BANKS IN HUNGARY [PDF]
Annals of the University of Oradea: Economic Science, 2014 In a continuously changing business environment accounting data have to provide useful information in order to achieve relevant and faithful representation in financial statements.
Toth Kornel, , ,
doaj
Optimizing Ordering Policies for Imperfect Inventory Systems Integrating Trade Credit and Carbon Emission [PDF]
International Journal of Mathematical, Engineering and Management SciencesReducing carbon emissions is about protecting the future, in which the greatest treasures are clean air, a stable temperature and a thriving planet, not only about saving the environment.
Sahil Bhardwaj +4 more
doaj +1 more source
Credit derivatives: just-in-time provisioning for loan losses [PDF]
Credit derivative contracts offer a new route for managing counterparty exposures. This article discusses two formats of these contracts. The contracts have potential for providing portfolio managers with a cost effective, just-in-time source of ...
James T. Moser
core
Recent Developments in Credit Markets [PDF]
, 2018 We summarize recent developments in the credit derivative markets. We show the role of dependence between individual debtors in portfolio derivatives in a study of implied correlation.
Brommundt, Bernd +3 more
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Dollars for Drops: Abatement Cost of Water for Irrigation in the Colorado River Basin
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Colorado River is a lifeline for more than 40 million people in the western United States. However, with climate change diminishing snowpacks in the Rocky Mountains and increasing demands from agriculture and urban areas, the river's flow has become insufficient to meet all the competing needs.
Shahin Bahrami +2 more
wiley +1 more source
Financial Risks and Derivative Use of Non-financial Companies in Turkey
Frontiers in Applied Mathematics and Statistics, 2019 Companies are exposed to many risks in their life. Derivatives are one of the tools that companies commonly use in order to mitigate these risks. The fluctuations in the markets in recent years have increased companies' need to use derivatives.
Eser Yeşildağ
doaj +1 more source