Results 281 to 290 of about 3,221,413 (329)
Some of the next articles are maybe not open access.
Price Arbitrage for DeFi Derivatives
2023 IEEE International Conference on Blockchain and Cryptocurrency (ICBC), 2023Ivan Vakhmyanin, Yana Volkovich
openaire +1 more source
Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing
Computational Economics, 2017Ye Xiao, Xiaoqun Wang
semanticscholar +1 more source
Derivative pricing with options.
2017This thesis is not available on this repository until the author agrees to make it public. If you are the author of this thesis and would like to make your work openly available, please contact us: thesis@repository.cam.ac.uk.
openaire +1 more source
Price calculation of derivatives
2015The derivatives market is the financial market for derivatives, financial instruments like futures contracts or options, which are derived from other forms of assets. The market can be divided into two, that for exchange-traded derivatives and that for over-the-counter derivatives.
openaire +1 more source
Optimal search for parameters in Monte Carlo simulation for derivative pricing
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014Chuan-Ju Wang, M. Kao
semanticscholar +1 more source
Pricing Interest-Rate-Derivative Securities
, 1990J. Hull, Alan G. White
semanticscholar +1 more source
A Modified Empirical Martingale Simulation for Financial Derivative Pricing
, 2014ShihâFeng Huang
semanticscholar +1 more source
2001
The previous chapters consider the risk that a counterparty to a derivative contract defaults on its contractual obligations. Additionally, in Section 5.6.2, we address the pricing of default-free derivatives on credit-risky bonds. In this chapter, we look at derivative instruments with credit risk as their underlying variable determining the payoff of
openaire +1 more source
The previous chapters consider the risk that a counterparty to a derivative contract defaults on its contractual obligations. Additionally, in Section 5.6.2, we address the pricing of default-free derivatives on credit-risky bonds. In this chapter, we look at derivative instruments with credit risk as their underlying variable determining the payoff of
openaire +1 more source