Results 61 to 70 of about 2,712,709 (247)
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Understand funding liquidity and market liquidity in a regime‐switching model
International Journal of Finance &Economics, Volume 28, Issue 1, Page 589-605, January 2023., 2023 Abstract We investigate the time‐varying relationship of funding liquidity (FL) and market liquidity (ML) in a Markov regime‐switching model. By using a comprehensive U.S. TRACE dataset, we provide strong evidence that FL and corporate bond ML are interlinked, and their impact on each other is highly regime‐dependent.
Louisa Chen, Liya Shen, Zhiping Zhou
wiley +1 more source
Option pricing with transaction costs using a Markov chain approximation [PDF]
, 2004 An efficient algorithm is developed to price European options in the presence of proportional transaction costs, using the optimal portfolio framework of Davis (in: Dempster, M.A.H., Pliska, S.R. (Eds.), Mathematics of Derivative Securities.
Monoyios, Michael
core +2 more sources
Quantum Game Theory in Finance [PDF]
Abbreviated version was published in Quantitative Finance 4 (2004)
1-7, 2004 This is a short review of the background and recent development in quantum game theory and its possible application in economics and finance. The intersection of science and society is also discussed. The review is addressed to non--specialists.
arxiv
Numerical methods for quantitative finance
Bulletin of the Australian Mathematical Society, 2005 In this thesis the problems associated with Monte-Carlo pricing and hedging of financial claims contingent upon a supervolatile underlying security are considered. The motivation for these considerations is to price options for the Queensland electricity
Jamie Alcock
semanticscholar +1 more source
Animal Research and One Health, EarlyView.By reviewing the development history, this study summarizes the main factors and corresponding pathways that affect the evolution of meat production in China from both internal and external perspectives. Based on this, we predict future development trends.
Pengcheng Li +6 more
wiley +1 more source
British Educational Research Journal, EarlyView.Abstract This study addresses the complex challenges of childhood obesity, food poverty and environmental degradation by developing a planetary health framework for school food in education. Drawing on Dewey's experiential learning philosophy, it adopts an integrative approach where school meals and food education converge.
Fatma Sabet, Steffen Böhm
wiley +1 more source
Money Mathematics: Examining Ethics Education in Quantitative Finance
, 2012 The field of quantitative analysis is often mistaken to be a discipline free from ethical burdens. The quantitative financial analyst or “quant” profession holds a position of significant responsibility as the keeper of mathematical models used in ...
J. West
semanticscholar +1 more source
A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
core
Disclosure Dynamism: TCFD Aligned Climate Claims of UK Corporates
Business Strategy and the Environment, EarlyView.ABSTRACT This research examines how climate claims by companies from the United Kingdom have changed over the years, especially when they became certain about the mandate of the Taskforce on Climate‐related Financial Disclosure (TCFD). We use text data from FTSE 100 companies for eight consecutive years, starting from 2016, and apply the robust ...
Daniel González Cortés +3 more
wiley +1 more source