Results 21 to 30 of about 5,029 (264)
What Difference do Derivatives Make? From the Technical to the Political Conjuncture
Culture Unbound: Journal of Current Cultural Research, 2014 In the aftermath of the great bailout of capital in 2008 (and still ongoing) finance has often been seen as external and parasitical to the real economy. Instead, finance and other forms of capital have become more closely articulated and interwoven.
Randy Martin
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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.
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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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A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
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.
Gómez, Andrés +6 more
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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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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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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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