Results 21 to 30 of about 532,340 (297)

MAKING MORE ACTIVE THE SECURITIES MARKET AND MECHANISMS OF STATE PARTICIPATION

Финансы: теория и практика, 2017
The scope and methods of attracting financial resources in different countries have specific features; however at the current stage of the global financial market development, a significant part of financial resources is attracted by issuing securities ...
S. D. Cholbaeva
doaj   +1 more source

The usage of financial derivatives in financial risk management by non- financial companies in Serbia [PDF]

Industrija, 2017
In this paper we analyse the research results on corporate risk management practices, notably in light of the derivatives use in the large Serbian non-financial companies.
Živanović Branko, Mina Kobilarev
doaj   +1 more source

Information technology and risk factors for evaluating the banking industry in the Taiwan: an application of a Value Chain DEA

Journal of Business Economics and Management, 2015
The main purpose of the paper is utilizing a new tool to measure the marginal benefits of information technology on productivity based upon identifying the two-stage best practice frontier.
Mu-Shun Wang, Shih-Tong Lu
doaj   +1 more source

A Generalized Model for Pricing Financial Derivatives Consistent with Efficient Markets Hypothesis—A Refinement of the Black-Scholes Model

Risks, 2023
This research article provides criticism and arguments why the canonical framework for derivatives pricing is incomplete and why the delta-hedging approach is not appropriate.
Jussi Lindgren
doaj   +1 more source

Pricing of Commodity and Energy Derivatives for Polynomial Processes

Mathematics, 2021
Operating in energy and commodity markets require a management of risk using derivative products such as forward and futures, as well as options on these.
Fred Espen Benth
doaj   +1 more source

Strong Approximations and Irrationality in Financial Networks with Financial Derivatives

CoRR, 2021
Financial networks model a set of financial institutions (firms) interconnected by obligations. Recent work has introduced to this model a class of obligations called credit default swaps, a certain kind of financial derivatives. The main computational challenge for such systems is known as the clearing problem, which is to determine which firms are in
Stavros D. Ioannidis, Bart de Keijzer, Carmine Ventre   +2 more
openaire   +2 more sources

In Defense of the Dealers: Why the SEC Should Allow Substituted Compliance with the European Union for Security-Based Swap Dealers [PDF]

, 2016
Following the 2008–2009 financial crisis, legislators around the world enacted laws that regulated the over-the-counter (OTC) derivatives markets for the first time.
Welling, John
core   +2 more sources

RISK MANAGEMENT WITH FINANCIAL DERIVATIVES: EMPIRICAL EVIDENCE FROM ROMANIAN NON-FINANCIAL FIRMS [PDF]

Annals of the University of Oradea: Economic Science, 2016
Financial risk management has rapidly evolved over the past two decades and has become an indispensable function in many institutions from different area of activities.
Sorin Gabriel Anton
doaj  

Pricing vanilla options using artificial neural networks: Application to the South African market

Cogent Economics & Finance, 2021
In this paper, a feed-forward artificial neural network (ANN) is used to price Johannesburg Stock Exchange (JSE) Top 40 European call options using a constructed implied volatility surface.
Ryno du Plooy, Pierre J. Venter
doaj   +1 more source

D. Ricardo’s theory of comparative advantages as applied to interest rate swaps in the financial market

Вестник университета, 2023
The paper purpose is to present the theories’ value of the times in political economy for solving modern problems. To achieve this goal, it was necessary to solve the following tasks: to give a brief overview of the comparative advantages’ theory, to ...
M. B. Kitinov
doaj   +1 more source