Results 31 to 40 of about 1,941,446 (311)
Weedy Finance: Weather Insurance and Parametric Life on Unstable Grounds
Based in the agrarian worlds of commercial sesame farming in northern Paraguay, where insurance companies are now selling weather derivatives to poor farmers, this article tracks financial practices that depend less on the healthy crops and more on the ...
C. Schuster
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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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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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trades,” which I find confusing: Can one really speak of selfinvasion?) of new trades such as the production and sale of paintings and new types of garments. But, here again, the reliance on local connections and collaborations and hence the inability to
Bill Maurer
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Quantification of risk in classical models of finance [PDF]
This paper treats optimal control problems and derivative pricing with regard to fixed levels of risk. We employ nested risk measures to quantify risk, investigate the limiting behavior of nested risk measures within the classical models in finance and ...
A. Pichler, Ruben Schlotter
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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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Gradient boosting for quantitative finance
In this paper, we discuss how tree-based machine learning techniques can be used in the context of derivatives pricing. Gradient boosted regression trees are employed to learn the pricing map for a couple of classical, time-consuming problems in ...
Jesse Davis+3 more
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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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Many useful numerical algorithms of the numerical solution are proposed due to the increasing interest of the researchers in fractional calculus. A new discretization of the competition model for the real statistical data of banking finance for the years
Meihua Huang +3 more
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