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Option Pricing Models: A Study of the Black-Scholes-Merton Model [PDF]
SHS Web of ConferencesFinancial Derivatives refer to financial instruments whose value depends on or is derived from other underlying assets such as stocks, bonds, commodities, exchange rates, and interest rates Examples include futures and options.
Xue Kexuan
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Financial reporting fraud and CEO pay-performance incentives
Journal of Management Science and Engineering, 2021 Because prior studies find mixed results on the relation between CEOs’ pay performance incentives and a firm’s likelihood of financial reporting fraud, we restudy their relationship using innovative research methods.
Dong Chen, Feng Wang, Cunyu Xing
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Binary Options as a Modern Fenomenon of Financial Business
International Journal of Entrepreneurial Knowledge, 2016 Binary options are a new instrument of the financial market. The aim of this paper is to analyze the use of binary options with trading and to illustrate this on the practical example of trades based on Bollinger bands indicator.
Kolková Andrea, Lenertová Lucie
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ACCOUNTING FOR OPTIONS AND ANALYSIS OF USE OF OPTION COMBINATION STRATEGIES
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2016 The article deals with problems of accounting for options in Ukraine, namely: value expression of initial cost of options, their revaluation, accounting of premiums, financial assets and financial liabilities and variation margin.
I. Derun
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Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility
Matematika, 2019 . Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics.
Ramdhan Fazrianto Suwarman
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Options for financial support of local issues
MATEC Web of Conferences, 2018 The search for additional options for financing issues of local importance and the organization of economic activity of municipalities is particularly relevant in the context of the economic crisis and budgetary constraints in Russia.
Morunova Galina +2 more
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Revue Economie, Gestion et Société, 2018 This paper provides a qualitative explanation of the more common financial European options pricing models, namely the Black-Scholes formula, Monte Carlo simulation and the binomial model.The first part is a general introduction to the concept and types ...
Mohamed Taha LAHRECH +3 more
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Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes
Fractal and Fractional, 2023 Counterparty credit risk (CCR) is a significant risk factor that financial institutions have to consider in today’s context, and the COVID-19 pandemic and military conflicts worldwide have heightened concerns about potential default risk.
Fengyan Wu +4 more
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Options contracts from an Islamic perspective
Darulfunun Ilahiyat, 2022 Option contracts are an essential financial derivatives tool as they have opened the way for investors to hedge against risks in an environment characterized by risk and uncertainty. Options also enable investors to speculate based on financial leverage.
Eşref Devabe
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A study of the correlation between volatility and risk diversification control in options and futures markets [PDF]
SHS Web of ConferencesWith the continuous development of financial derivatives, many enterprises increasingly prefer using financial derivatives such as options and futures when hedging their risks.
Yang Chengfan
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