Results 21 to 30 of about 162,639 (312)
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
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Firm finances, weather derivatives and geography [PDF]
Geoforum, 2008 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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Journal of Inequalities and Applications, 2008 We generalize the square integral estimate for the derivative of the convex function by Shashiashvili (2005) to the case of the family of the weight functions, satisfying certain conditions.
M. Shashiashvili +2 more
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ACCOUNTING FOR EMBEDDED DERIVATIVES
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 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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Funding climate adaptation strategies with climate derivatives
Climate Risk Management, 2015 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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Journal of Function Spaces, 2021 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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Will and power: Investment diversification and systemic deviation from irrational risk
Cogent Economics & Finance, 2022 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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Legal structure and challenges of option contract [PDF]
مطالعات فقه و حقوق اسلامی, 2013 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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Should derivatives be privileged in bankruptcy? [PDF]
, 2014 Derivatives enjoy special status in bankruptcy: they are exempt from the automatic stay and effectively senior to virtually all other claims. We propose a corporate finance model to assess the effect of these exemptions on a firm's cost of borrowing and ...
Aghion +31 more
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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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