Results 91 to 100 of about 627,170 (198)
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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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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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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Intranasal scopolamine preparation and method [PDF]
, 1991 A new method and preparation for intranasal delivery of scopolamine provides a safe and effective treatment for motion sickness and other conditions requiring anticholinergic therapy. The preparation can be in the form of aqueous nasal drops, mist spray,
Putcha, Lakshmi, Cintron, Nitza M.
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Volatility derivatives in the Heston framework [PDF]
, 2014 Includes bibliographical references.A volatility derivative is a financial contract where the payoff depends on the realized variance of a specified asset's returns.
Kriel, Hiltje
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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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An investigation of the neuropharmacological and behavioural effects of fenamate and other NSAIDs. [PDF]
, 2001 Recent evidence has indicated that NSAIDs might have direct effects on CNS tissue in addition to their classical inhibitory action on COX enzymes. This thesis addresses this hypothesis using electrophysiological and behavioural techniques. The effects of
Foxon, Graham Ronald
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