Results 211 to 220 of about 2,133 (266)

Market clearing and derivative pricing [PDF]

open access: possibleEconomic Theory, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
RAIMONDO, ROBERTO, Anderson, R.
openaire   +4 more sources

Bunker price derivatives

2021
This chapter outlines the use of “modern” methods of risk management with the use of bunker derivatives for hedging the fluctuations in bunker prices. It presents an overview of the bunker market. The chapter considers key economic variables affecting bunker prices.
Manolis G. Kavussanos   +2 more
openaire   +1 more source

Pricing Interest-Rate-Derivative Securities

Review of Financial Studies, 1990
This article shows that the one-state-variableinterest-rate models of Vasicek (1977) and Cox,Ingersoll, and Ross (1985b) can be extended sothat they are consistent with both the current termstructure of interest rates and either the currentvolatilities of all spot interest rates or the currentvolatilities of all forward interest rates.
Hull, John, White, Alan
openaire   +2 more sources

Pricing Temperature Derivatives

2012
In this chapter, pricing formulas for weather derivatives on various temperature indices will be derived. The model that developed in the previous chapter described the daily dynamics of the temperature. Hence, it can be applied in order to estimate the various indices.
Antonis K. Alexandridis   +1 more
openaire   +1 more source

Pricing Derivatives in Zone Model

Asia-Pacific Financial Markets, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

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