Results 31 to 40 of about 166,123,129 (109)

VALUING AGRICULTURAL MORTGAGE-BACKED SECURITIES [PDF]

A model to value Federal Agricultural Mortgage Corporation (Farmer Mac) agricultural mortgage-backed securities (AMBS) is developed and numerically solved.
Stokes, Jeffrey R., Brinch, Brian M.
core  

Report of the Minister of Finance to the President of the Republic of Hawaii, for the year ending ...

, 1897
Title varies slightly.Description based on: 1895; title from cover.Report year ends Dec. 31.Mode of access: Internet.Continued by: Hawaii. Dept. of Finance. Biennial report of the Minister of Finance for the period ending ..
Hawaii. Dept. of Finance.
core  

Tranching and Pricing in CDO-Transactions [PDF]

This paper empirically investigates the tranching and tranche pricing of European securitization transactions of corporate loans and bonds. Tranching allows the originator to issue bonds with strong quality differences and thereby attract heterogeneous ...
Thomas Weber, Günter Franke
core  

Analytic Pricing of Contingent Claims Under the Real-World Measure [PDF]

This article derives a series of analytic formulae for various contingent claims under the real-world probability measure using the stylised minimal market model (SMMM).
Eckhard Platen, Shane Miller
core  

A multi-agent equilibrium model in an incomplete market with discrete dividends: Applications to long-term discount curves. [PDF]

PLoS One
Saito T, Takahashi A.
europepmc   +1 more source

An empirical investigation of the factors that determine the pricing of Dutch index warrants [PDF]

This paper investigates the pricing of Dutch index warrants. It is found that when using the historical standard deviation as an estimate for the volatility, the Black and Scholes model underprices all put warrants and call warrants on the FT-SE 100 and ...
Roon, F.A. de, Veld, C.H.
core  

Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]

Entropy (Basel)
Abdalgadir LM, Ahmad S, Youniso B, Aldwoah K.   +3 more
europepmc   +1 more source

Pricing Hybrid Securities: The Case of Malaysian ICULS [PDF]

This paper provides an indepth analysis of Irredeemable Convertible Unsecured Loan Stocks or ICULS. A Malaysian variant of the convertible bond, ICULS are a hybrid security. Despite their introduction and trading since the late 1980’s, not much work have
Bacha, Obiyathulla I.
core  

Entropic Dynamics of Jump-Diffusion Option Pricing. [PDF]

Entropy (Basel)
Abedi M.
europepmc   +1 more source

The impact of blockchain adoption on supply chain financing and E-commerce platform dynamics. [PDF]

PLoS One
Pi S.
europepmc   +1 more source