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Derivatives at Agricultural Banks [PDF]
Using data between 1995 and 2010, we find that agricultural banks are benefiting from the derivatives activities by reducing total risk without hurting their profit.
Hartarska, Valentina M., Shen, Xuan
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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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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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Combination of alginate and hypromellose in the drug forms
, 2022 Tato bakalářská práce se zabývá kombinací alginátu a hypromelózy v lékových formách. Její potenciál spočívá především v systémech cílového a řízeného uvolňování léčiva, kde se využívá bobtnajících a gelujících vlastnostech alginátu a hypromelózy.
Košnářová, Michaela
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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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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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Should Derivatives be Privileged in Bankruptcy? [PDF]
Derivative contracts, swaps, and repos enjoy "super-senior" status in bankruptcy: they are exempt from the automatic stay on debt and collateral collection that applies to virtually all other claims.
Patrick Bolton, Martin Oehmke
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