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The mathematics of finance: pricing derivatives [PDF]
Quarterly of Applied Mathematics, 1998 This paper gives an overview about the derivative pricing models. It begins with describing derivative pricing problems especially the option pricing theory. It follows the binominal approach with the restrictions of the model, the binominal tree, and the investor's possible decisions. Two different situation of gross return are regarded.
Stephen A. Ross
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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
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Art and Finance: Fine Art Derivatives
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2014 This work is intended to introduce a new kind of asset, the so called art asset. This financial tool is an asset whose value is related to an art-work, and in particular to the artist reputation. It will be shown the evaluation of an art asset by using a particular kind of volatility, the α-hedging. This tool normalizes the prices volatility of the art-
Quattrocchi, Laura, Strati, Francesco
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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
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, 2011 The financial industry's invention of complex products such as credit default swaps and other derivatives has been widely blamed for triggering the global financial crisis of 2008. This book takes readers behind the scenes of the equity derivatives business at the bank before the crisis, providing a detailed firsthand account of the creation, marketing,
Vincent Lépinay
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Derivatives and Personal Finance: Structured Financial Products
Frontiers in Business, Economics and Management, 2022 In recent years, with the gradual development of interest rate liberalization, our country gradually entered the era of low interest rate. The income of all kinds of financial products can not meet investors' expectations gradually. And structured financial products as a new financial product, relies on its structural model by combining the basic ...
Zhengyan Guo
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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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The Mathematics of Finance: Pricing Volatility derivatives [PDF]
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.
Phetpradap Parkpoom, Sripanitan Natkamon
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Caching, Money, Magic, Derivatives, Mana and Modern Finance
SSRN Electronic Journal, 2008 This paper investigates the nature of investment devices in cross-cultural comparison, placing special attention on the new global issues of hedge fund contracts and side letters, derivatives and other risk spreading concepts and practices. The function of these are compared to the behavior of the inventors and practitioners in other cultures ...
Niccolo Caldararo
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Back Finance: Financial Derivatives and 2008 Process [PDF]
Economics World, 2017 Gürhan Uysal
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