Results 41 to 50 of about 1,961,039 (302)
Exchangeability type properties of asset prices
In this paper we analyse financial implications of exchangeability and similar properties of finite dimensional random vectors. We show how these properties are reflected in prices of some basket options in view of the well-known put-call symmetry ...
Molchanov, Ilya, Schmutz, Michael
core +1 more source
Review of modern numerical methods for a simple vanilla option pricing problem [PDF]
Option pricing is a very attractive issue of financial engineering and optimization. The problem of determining the fair price of an option arises from the assumptions made under a given financial market model.
Holčapek, Michal +4 more
core +1 more source
We show that the majority of the 18 analyzed recurrent cancer‐associated ERBB4 mutations are transforming. The most potent mutations are activating, co‐operate with other ERBB receptors, and are sensitive to pan‐ERBB inhibitors. Activating ERBB4 mutations also promote therapy resistance in EGFR‐mutant lung cancer.
Veera K. Ojala +15 more
wiley +1 more source
EFFECTS OF OPTIONS ON FINANCIAL STABILITY [PDF]
The lack of collateralized trading in the OTC derivatives market and the absence of any system for the resolution of cross exposures have been highlighted as major causes of the collapse of assets prices during the financial crisis. According to the perfect market hypothesis derivatives are a zero sum game (according to Black-Scholes pricing models ...
openaire +2 more sources
Peroxidasin enables melanoma immune escape by inhibiting natural killer cell cytotoxicity
Peroxidasin (PXDN) is secreted by melanoma cells and binds the NK cell receptor NKG2D, thereby suppressing NK cell activation and cytotoxicity. PXDN depletion restores NKG2D signaling and enables effective NK cell–mediated melanoma killing. These findings identify PXDN as a previously unrecognized immune evasion factor and a potential target to improve
Hsu‐Min Sung +17 more
wiley +1 more source
En este artículo se presentan y aplican diferentes formulaciones matemáticas, exactas y aproximadas, para el cálculo del valor en riesgo (VaR) de algunos portafolios con activos financieros, haciendo especial énfasis en aquellos que contienen opciones ...
Carlos Alexánder Grajales Correa +1 more
doaj
Portfolio-aspects in real options management [PDF]
Real options theory applies techniques known from finance theory to the valuation of capital investments. The present paper investigates further into this analogy, considering the case of a portfolio of real options.
Brosch, Rainer
core
Single circulating tumor cells (sCTCs) from high‐grade serous ovarian cancer patients were enriched, imaged, and genomically profiled using WGA and NGS at different time points during treatment. sCTCs revealed enrichment of alterations in Chromosomes 2, 7, and 12 as well as persistent or emerging oncogenic CNAs, supporting sCTC identity.
Carolin Salmon +9 more
wiley +1 more source
A CONCEPTUAL FRAMEWORK TO APPLY FINANCIAL ENGINEERING AT THE ENTERPRISE
The development and continuous complication of financial instruments through the integration of technology and management methods lead to an increasing role of financial engineering to ensure the efficient activity of enterprises.
Viktor Zamlynskyi +2 more
doaj +1 more source
Global Financial Regulation: Shortcomings and Reform Options [PDF]
AbstractStandard‐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 problematic in today's world of globalised finance.
Jones, E, Knaack, P
openaire +1 more source

