Results 11 to 20 of about 1,091 (252)

Real Option Signaling Games of Debt Financing Using Equity Guarantee Swaps under Asymmetric Information

open access: greenSSRN Electronic Journal, 2019
We analyze the real option signaling game models of debt financing of a risky project under information asymmetry, where the firm quality is only known to the firm management but not outsiders. The firm decides on the optimal investment timing of the risky project that requires upfront fixed funding cost and subsequent operating costs.
Wang, Qiuqi, Kwok, Yue Kuen
openaire   +3 more sources

Selected Issues In The Taxation Of Swaps, Structured Finance and Other Financial Products

open access: bronzeFlorida Tax Review, 2022
This article is based on a paper presented by the author to the Tax Review of New York City on November 16, 1992.The last decade has seen an explosive growth in the use of swaps and other derivative products as part of the asset and liability management strategies of corporations and other institutional investors.
Lewis R. Steinberg
openaire   +3 more sources

Pricing of range accrual swap in the quantum finance Libor Market Model

open access: greenPhysica A: Statistical Mechanics and its Applications, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Belal E. Baaquie   +3 more
openaire   +3 more sources

Deep Learning for seasonality modelling in Inflation-Indexed Swap pricing [PDF]

open access: yesRisk Management Magazine, 2021
An Inflation-Indexed Swap (IIS) is a derivative in which, at every payment date, the counterparties swap an inflation rate with a fixed rate. For the calculation of the Inflation Leg cash flows it is necessary to build a mathematical model suitable for ...
Pier Giuseppe Giribone, Duccio Martelli
doaj   +1 more source

Finding an efficient machine learning predictor for lesser liquid credit default swaps in equity markets [PDF]

open access: yesIranian Journal of Numerical Analysis and Optimization, 2023
To solve challenges occurred in the existence of large sets of data, recent improvements of machine learning furnish promising results. Here to pro-pose a tool for predicting lesser liquid credit default swap (CDS) rates in the presence of CDS spreads ...
F. Soleymani
doaj   +1 more source

Is a New Asian Monetary Fund Emerging? [PDF]

open access: yesSocioEconomic Challenges, 2021
The plan initiated by Japan for forming an Asian Monetary Fund in a mode of ASEAN+3 countries after Asian financial crisis in 1997 was not realised due to opposition from USA, IMF and China and the plan was revamped through CMI multilateral currency swap
Dr. Debesh Bhowmik
doaj   +1 more source

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