Results 11 to 20 of about 166,772 (294)
ACCOUNTING FOR EMBEDDED DERIVATIVES
The article analyzed the existing order of discounting in-built finance tools derivatives in accordance with international and Russian standards and found insufficient methodological development and questionability of many issues connected with ...
Yuliya A. Tarasova
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Derivative products and innovation in Islamic finance [PDF]
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.\ud 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 ...
Kiong Kok, S, Giorgioni, G, Laws, J
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Funding climate adaptation strategies with climate derivatives
Climate adaptation requires large capital investments that could be provided not only by traditional sources like governments and banks, but also by derivatives markets.
L. Richard Little +4 more
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The Black-Scholes model is well known for determining the behavior of capital asset pricing models in the finance sector. The present article deals with the Black-Scholes model via the Caputo fractional derivative and Atangana-Baleanu fractional ...
Saima Rashid +3 more
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Firm finances, weather derivatives and geography [PDF]
This paper considers some intellectual, practical and political dimensions of collaboration between human and physical geographers exploring how firms are using relatively new financial products – weather derivatives – to displace any costs of weather-related uncertainty and risk. The paper defines weather derivatives and indicates how they differ from
Pollard JS +3 more
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The mathematics of finance: pricing derivatives [PDF]
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.
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Will and power: Investment diversification and systemic deviation from irrational risk
Examining China’s stock market, mean variance is used to measure returns and risk and build an irrational risk-asset pricing model. The power of heterogeneous beliefs and risk-valuation deviation are found to affect capital asset pricing, presenting ...
Yaping Liu
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MODERN METHODS OF FINANCING DERIVATIVES
Under 2020 IFRS 7, an entity assesses whether an embedded derivative should be separated from the host contract and recognized as a derivative when the entity first becomes a party to the contract. Subsequent reassessments are not permitted unless a change is made to the terms of the contract that significantly modifies the cash flows that would ...
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Legal structure and challenges of option contract [PDF]
Financial derivative instruments, which are the innovations of finance professionals, play an important role in the booming of financial markets. These instruments which have been created to confront risks become more diverse and evolved day by day ...
M. Keshtkari, H. Olomi Yazdi
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Pricing and Applications of Digital Installment Options
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
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