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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
Derivative products and innovation in Islamic finance [PDF]
, 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.
Seng Kiong Kok +2 more
core +4 more sources
Computation, 2021 In the finance market, the Black–Scholes equation is used to model the price change of the underlying fractal transmission system. Moreover, the fractional differential equations recently are accepted by researchers that fractional differential equations
Sirunya Thanompolkrang +2 more
doaj +2 more sources
Atomic Swaps As Options: A Derivative Finance Approach
SSRN Electronic Journal, 2022 Jonathan Reiter
semanticscholar +3 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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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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Mathematics, 2021 In the finance market, it is well known that the price change of the underlying fractal transmission system can be modeled with the Black-Scholes equation.
Sivaporn Ampun, Panumart Sawangtong
doaj +2 more sources
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 +2 more sources
Discrete Dynamics in Nature and Society, 2020 The value of an option plays an important role in finance. In this paper, we use the Black–Scholes equation, which is described by the nonsingular fractional-order derivative, to determine the value of an option. We propose both a numerical scheme and an
Ndolane Sene +3 more
doaj +2 more sources
Implications of Behavioural Finance in the Derivative Segment
International Journal for Research in Applied Science and Engineering Technology, 2023 Abstract: The field of finance has evolved significantly over the years, and with the advent of behavioural finance, a new perspective has emerged in the way market participants behave and make decisions. This article conceptually explores the implications of behavioural finance in the derivatives segment, which is a complex and sophisticated financial
V.R. Nair
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