Results 261 to 270 of about 5,889 (311)

The VBHC big picture: an umbrella review. [PDF]

open access: yesBMC Health Serv Res
Moreira A, Crispim J.
europepmc   +1 more source

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 Derivatives in Zone Model

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

Pricing derivatives with fractional volatility

International Journal of Financial Engineering, 2016
This paper studies the effect of fractional volatility on path-dependent options, which are highly sensitive to the volatility structure of a targeted underlying asset process. To this end, we propose an approximation formula for average and barrier options when volatility follows a fractional Brownian motion. Furthermore, using the analytical formula,
openaire   +1 more source

Derivative Pricing and Hedging

2012
Chapter 1 begins with an overview of the ingredients of a financial market followed by a brief introduction to the idea of a derivative and the pricing problem for derivatives, using the case of a European call option as an example. It continues with a survey of the more common types of derivative (options, forwards, futures, swaps) and their uses in ...
Nigel J. Cutland, Alet Roux
openaire   +1 more source

Derivatives Pricing

This is a masters-level overview of the mathematical concepts needed to fully grasp the art of derivatives pricing, and a must-have for anyone considering a career in quantitative finance in industry or academia. Starting from the foundations of probability, this textbook allows students with limited technical background to build a solid knowledge of ...
openaire   +1 more source

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