Derivatives clearing and settlement: a comparison of central counterparties and alternative structures [PDF]
Most exchange-traded and some over-the-counter (OTC) derivatives are cleared and settled through clearinghouses that function as central counterparties (CCPs). Most OTC derivatives are settled bilaterally.
Robert Steigerwald, Robert R. Bliss
core
How Are Derivatives Used? Evidence from the Mutual Fund Industry [PDF]
Approximately 20 percent of the 675 equity mutual funds analyzed in this paper invest in derivatives. We compare the return distributions of equity mutual funds that invest in derivatives to those that do not.
Jeffrey Pontiff, Jennifer Koski
core
A New Model for Pricing Collateralized OTC Derivatives
This paper presents a new model for pricing OTC derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract.
Xiao, TX
core +1 more source
Tracking the Progress of Biocomposites Based on Poly(3-hydroxybutyrate) with Hypromellose Additives via Thermal Analysis, Mechanical Properties, and Biological Studies. [PDF]
Int J Mol SciMaternia-Dudzik K +10 more
europepmc +1 more source
Precipitation Inhibition by Small-Molecule Analogues To Sustain Drug Supersaturation. [PDF]
Mol PharmRoy P, Kavanagh ON.
europepmc +1 more source
The Derivatives as Financial Risk Management Instruments: The Case of Croatian and Slovenian Non-financial Companies [PDF]
The paper analyses financial risk management practices and derivative usage in large Croatian and Slovenian non-financial companies and explores if the decision to use derivatives as risk management instruments in the analysed companies is a function of ...
Danijela Miloš Sprcic
core
Derivatives, Fiscal Policy and Financial Stability [PDF]
The massive use of derivatives and securitisation by sovereign States for public debt and deficit management is a growing phenomenon in financial markets.
Savona, Paolo, Oldani, Chiara
core
A sensitive and green spectrofluorimetric method for determination of guanfacine hydrochloride based on NBD-Cl derivatization. [PDF]
Sci RepAl-Mutairi AA +7 more
europepmc +1 more source
Credit Derivatives in an Affine Framework [PDF]
We develop a general and efficient method for valuating credit derivatives based on multiple entities in an affine framework. This includes interdependence of market and credit risk, joint credit migration and counterparty default risk of multiple firms.
Damir Filipovic, Li Chen
core
Hydroxypropyl Methylcellulose-A Key Excipient in Pharmaceutical Drug Delivery Systems. [PDF]
PharmaceuticsVlad RA +6 more
europepmc +1 more source