Results 21 to 30 of about 166,542 (298)
Pricing and Applications of Digital Installment Options
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
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Analysis of Fractional Order Chaotic Financial Model with Minimum Interest Rate Impact
Fractal and Fractional, 2020 The main objective of this paper is to construct and test fractional order derivatives for the management and simulation of a fractional order disorderly finance system.
Muhammad Farman +4 more
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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
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FROM SCHILLER'S 'TRILL' TO 'OIL' FROM RUSSIAN HYDROCARBONS
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 In conditions of budget deficit and difficulties in capital borrowing on global markets the issue of home borrowing is becoming more and more acute. A derivative profitable both for the government and citizens, who keep their savings in Russian banks ...
Anatoliy I. Vorobiev, Pavel A. Gudkov
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High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions [PDF]
, 2015 We present a high-order compact finite difference approach for a rather general class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in n spatial dimensions ...
Düring, Bertram, Heuer, Christof
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Detection and prevention of financial abuse against elders [PDF]
, 2012 This article is made available through the Brunel Open Access Publishing Fund. Copyright @ The Authors. This article is published under the Creative Commons Attribution (CC BY 3.0) licence.
B.C. Fraassen van +14 more
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Modified Mean-Variance Risk Measures for Long-Term Portfolios
Mathematics, 2021 This paper proposes modified mean-variance risk measures for long-term investment portfolios. Two types of portfolios are considered: constant proportion portfolios and increasing amount portfolios.
Hyungbin Park
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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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Optimal hedging of Derivatives with transaction costs
, 2005 We investigate the optimal strategy over a finite time horizon for a portfolio of stock and bond and a derivative in an multiplicative Markovian market model with transaction costs (friction).
Avellaneda M. +4 more
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An Extension of the Concept of Derivative: Its Application to Intertemporal Choice
Mathematics, 2020 The framework of this paper is the concept of derivative from the point of view of abstract algebra and differential calculus. The objective of this paper is to introduce a novel concept of derivative which arises in certain economic problems ...
Salvador Cruz Rambaud +1 more
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