Results 291 to 300 of about 5,889 (311)

Derivative Pricing

2018
openaire   +1 more source

Pricing Derivative Credit Risk

1999
openaire   +3 more sources

Pricing Weather Derivatives

2007
ABSTRACT Weather makes influence on our daily lives and choices and has substantial impact on corporate revenues and earnings. The impact of weather on business activities is significant and varies both geographically and seasonally. Almost every industry is affected by the weather, among which is agriculture, energy, entertainment, travel ...
openaire   +1 more source

Pricing and hedging derivative securities with neural networks and a homogeneity hint

Journal of Econometrics, 2000
René Garcia, Ramazan Gençay
exaly  

MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS

Mathematical Finance, 2006
Rama Cont
exaly  

Quantifying risks with exact analytical solutions of derivative pricing distribution

Physica A: Statistical Mechanics and Its Applications, 2017
Erkang Wang, Jin Wang
exaly  

Basics of electricity derivative pricing in competitive markets

Applied Mathematical Finance, 2002
Iivo Vehviläinen
exaly  

Pricing of Power Derivatives

2014
The main target of this thesis is to summarize and demonstrate the main characteristic of power markets and trying to find out electricity spot model. Thesis starts with definition of market subjects, typology of traded contracts and description of market development with focus on South Easter Europe.
openaire   +1 more source

Derivative Security Pricing

2015
Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos   +2 more
openaire   +1 more source

Real-Time Derivative Pricing and Hedging with Consistent Metamodels

INFORMS Journal on Computing
Guangxin Jiang, L Jeff Hong, Haihui Shen   +2 more
exaly