Results 71 to 80 of about 3,731,402 (183)
Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core
OTC derivatives and global economic activity: An empirical analysis
, 2017 That the global market for derivatives has expanded beyond recognition is well known. What is not know is how this market interacts with economic activity.
Marquez, Jaime +5 more
core +1 more source
, 2010 The OTC derivatives markets all over the world have shown tremendous growth in recent years. In the wake of the present financial crisis, which is believed to have been exacerbated by OTC derivatives, increasing attention is being paid to analysing the ...
Arora, Dayanand +1 more
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Alteration in the OTC-Derivatives Market
, 2016 Die Finanzkrise ab den Jahren 2007/2008 sowie die weitreichenden Folgen für die Verschuldung der einzelnen Länder zeigte den nationalen Aufsichtsbehörden im Bereich der außerbörslichen Derivate mehrere Tatsachen auf: Zum einen konnte aufgrund der ...
Mochorko, Christoph
core +1 more source
EMIR and the OTC derivatives market [PDF]
, 2013 EMIR will fundamentally alter the structure of the OTC derivatives markets.41 Institutions will have to adjust their business models, examine their profitability perspectives, scan through their operational data in order to adapt to the new regulation ...
Michalski, Paweł, Bilski, Artur
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New Safety Regulations for the OTC Derivatives Market in Poland [PDF]
, 2015 Rozwój nieregulowanego rynku instrumentów pochodnych w Polsce, po globalnym kryzysie finansowym został zharmonizowany z nowymi regulacjami rynku OTC strefy euro.
Muszyński, Mateusz, Pyka, Irena
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Europe’s New Post-Trade Infrastructure Rules. ECMI Policy Brief No. 20, 8 November 2012 [PDF]
, 2012 After more than a decade of indecision, the EU is finally now set to implement a consistent regulatory architecture for clearing and settlement. Following the agreement on a European market infrastructure Regulation (EMIR), the European Commission has ...
Valiante, Diego., Lannoo, Karel.
core
, 2016 In this thesis we investigate the phenomenon of overpricing in the OTC-derivatives market. We identify a particular set of plain vanilla OTC-traded derivatives in the European equity derivatives market and try to measure their fair price, in order to ...
Capuano, Annalaura
core
Consumer Preferences of Topical Vitamin C Products: A Comparative Study. [PDF]
Cureus, 2023 Lazar M +3 more
europepmc +1 more source
Study of OTC Derivative Market in Asia
Prastuti: Journal of Management & Research, 2019 Mukesh Kumar Jain, S. Agnihotri
openaire +1 more source