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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.
Giorgioni, G, Kiong Kok, S, Laws, J
core +6 more sources
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.
A. 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 +7 more sources
Esposito's temporality of finance: Endogeneity and revisability in derivative transactions [PDF]
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 +6 more sources
Banking on words: the failure of language in the age of derivative finance [PDF]
Social Semiotics, 2016 Bill Maurer
semanticscholar +5 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
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
openalex +5 more sources
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
Pricing and Applications of Digital Installment Options [PDF]
Journal of Applied Mathematics, 2012 For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance.
Pierangelo Ciurlia, Andrea Gheno
doaj +4 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