Results 91 to 100 of about 620,439 (167)
An Overview of the Literature about Derivatives [PDF]
A derivative is defined by the BIS (1995) as “a contract whose value depends on the price of underlying assets, but which does not require any investment of principal in those assets.
Chiara Oldani
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Volatility derivatives in the Heston framework [PDF]
, 2014 Includes bibliographical references.A volatility derivative is a financial contract where the payoff depends on the realized variance of a specified asset's returns.
Kriel, Hiltje
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Weather Forecasting for Weather Derivatives [PDF]
We take a simple time-series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically as to whether it may prove useful from the vantage point of participants in the weather derivatives market.
Sean D. Campbell, Francis X. Diebold
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Reaction of diethyl phosphorisocyanatidite with 3,4-dichloro-5-hydroxy-2(5H)-furanone
, 2020 Reaction of diethyl phosphorisocyanatidite with 3,4-dichloro-5-hydroxy-2(H)-furanone (mucochloric acid) is accomplished by mixing the reagents and leads to a bicyclic phosphonamidate.
Loginova I. +5 more
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Pricing Weather Derivatives [PDF]
This paper presents a general method for pricing weather derivatives. Specification tests find that a temperature series for Fresno, California follows a mean-reverting Brownian motion process with discrete jumps and ARCH errors.
Sanders, Dwight R. +2 more
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Options, Futures, and Other Derivatives in Russia: An Overview [PDF]
This work provides a descriptive overview of Russian markets for financial derivatives. Available figures for the exchange-traded and over-the-counter-traded derivatives in Russia show that the Russian derivatives markets experienced enormous growth ...
Rotfuß, Waldemar
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, 2020 © 2020 by the authors The frequency of mycoses caused by drug-resistant fungal pathogen Candida albicans has increased drastically over the last two decades.
Sabirova A.E. +8 more
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The use of derivatives in the Spanish mutual fund industry [PDF]
We study the use of derivatives in the Spanish mutual fund industry. The picture that emerges from our analysis is rather negative. In general, the use of derivatives does not improve the performance of the funds.
José M. Marín, Thomas A. Rangel
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Playing Hardball: Relationship Banking in the Age of Credit Derivatives [PDF]
This paper develops a contracting framework in order to explore the effects of credit derivatives on banks’ incentives to monitor loans, their incentives to intervene, and, ultimately, borrowers’ incentives to perform. We show that (i) credit derivatives
Stefan ARPING,
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Managing Credit Risk with Credit and Macro Derivatives [PDF]
The industrial organization approach to the microeconomics of banking augmented by uncertainty and risk aversion is used to examine credit derivatives and macro derivatives as instruments to hedge credit risk for a large commercial bank.
Gerhard Schweimayer +2 more
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