Results 21 to 30 of about 4,091,803 (342)
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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Global Financial Regulation: Shortcomings and Reform Options
Global Policy, 2019 Standard‐setting bodies in global finance follow a core‐periphery logic, imposing a rigid dichotomy between standard‐setters and standard‐takers. They also focus exclusively on promoting financial stability. We argue that both attributes are increasingly
Emily Jones, Peter Knaack
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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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High-resolution path-integral development of financial options [PDF]
arXiv.org, 2000 The Black-Scholes theory of option pricing has been considered for many years as an important but very approximate zeroth-order description of actual market behavior.
L. Ingber
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Financial technology and the future of banking
Financial Innovation, 2021 This paper presents an analytical framework that describes the business model of banks. It draws on the classical theory of banking and the literature on digital transformation.
Daniel Broby
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Derivatives and the Financial Crisis of 2008: Managing Risk, Creating Risk, and Regulations [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2012 Exchange-traded derivatives, i.e., futures and options are the most powerful financial instruments in financial markets for hedging policies aimed at managing the price risks which are originated in physical markets as well as for speculative strategies.
Atefeh Taklif
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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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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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