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Beyond performativity: Material futures of finance
Economy and Society, 2020In the wake of the financial crisis of 2008, temporality and futurity have become key terms in efforts to rethink finance. Thus far, the debate has revolved around the question of how knowledge practices or their functional equivalents – such as trust ...
U. Tellmann
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Energy Finance: the Case for Derivatives Markets
2009For several years, the number of energy derivatives markets has been increasing at a tremendous rate. The same is true for the prices and the transactions volumes of energy futures contracts, with the noticeable exception of the recent crisis, in 2008–9. Such sustained growths naturally give rise to questions.
Lautier, Delphine, Simon, Yves
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, 2019
Arbitrage pricing theory underpins the historical growth and contemporary importance of financial derivative markets. The theory is developed systematically for equity, FX, commodity, fixed income, and credit markets. Discrete and continuous time dynamic
M. Mariani, I. Florescu
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Arbitrage pricing theory underpins the historical growth and contemporary importance of financial derivative markets. The theory is developed systematically for equity, FX, commodity, fixed income, and credit markets. Discrete and continuous time dynamic
M. Mariani, I. Florescu
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Derivatives and Islamic Finance
2012Abstract This chapter studies how conventional derivatives—especially futures, options, and swaps—have been or may be based on bay’ salam, bay’ ʻurbun, and other traditional Islamic transaction structures. Bridging the gap between traditional Islamic transaction structures and conventional derivatives continues to be among the most ...
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Derivative Cash Flows and Corporate Investment
Journal of Banking & Finance, 2018According to an influential argument, corporate hedging supports corporate investment when internal cash flows are volatile and external financing is costly (Froot, Scharfstein and Stein, 1993).
Håkan Jankensgård, Reda M. Moursli
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Asian journal of control, 2018
In this paper, we deal with a new kind of partially observed nonzero‐sum differential game governed by stochastic differential delay equations. One of the special features is that the controlled system and the utility functionals involve both delays in ...
Bixuan Yang, T. Guo, Jinbiao Wu
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In this paper, we deal with a new kind of partially observed nonzero‐sum differential game governed by stochastic differential delay equations. One of the special features is that the controlled system and the utility functionals involve both delays in ...
Bixuan Yang, T. Guo, Jinbiao Wu
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Atomic sublattices and basic derivatives in finance
Positivity, 2019Sublattices of a vector lattice \(E\) where the order on \(E\) is defined by a countable family of linear functionals are considered. Extremal points (atoms) are characterized as vectors with minimal support sets with respect to functionals \(\{f_i\}\) defining the order. Here the support set of a vector \(u\) is \(\{ i: f_i(u) \ne 0\}\).
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Do derivatives affect the use of external financing?
Applied Economics Letters, 2012We examine whether derivatives use reduces the utilization of external financing for a large sample of nonfinancial firms over the period 2002 to 2004. Using the measures of net external finance as discussed in Bradshaw et al. (2006), we find a negative association between corporate derivative use and the use of external financing. Further, we find the
DaDalt, Peter J. +2 more
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