Results 11 to 20 of about 73,299 (266)
Entrepreneurial Finance with Equity-for-Guarantee Swap and Idiosyncratic Risk [PDF]
SSRN Electronic Journal, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huamao Wang, Zhaojun Yang, Hai Zhang
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Financing marine conservation from restructured debt: a case study of the Seychelles
Frontiers in Marine Science, 2023 In the face of the threats posed to the oceans by a changing climate, the need for marine conservation programs grows rapidly. Scaling with this need demands sufficient funding to support ambitious conservation projects.
Mara Booth, Cassandra M. Brooks
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Debt-for-Nature Swaps in Action: Two Case Studies in Peru
Ecology and Society, 2011 Debt-for-nature swaps are a major source of global funding for nature conservation and have been touted as a win-win solution to the problem of how to finance conservation.
Catherine Kilbane. Gockel +1 more
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Debt-for-nature or climate swaps in public finance management
Problems and Perspectives in Management, 2023 Considering climate change and growing ecological threats, achieving climate neutrality requires close attention from the state and the involvement of new tools, including those of the so-called green financing. This paper aims to determine the feasibility of combining the tasks of reducing the debt burden and expanding investments in environmental ...
Svitlana Naumenkova +3 more
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Currency Swaps: An Instrument of International Finance
Vikalpa: The Journal for Decision Makers, 1996 A currency swap involves exchange of principal and interest payments in two different currencies between two parties. Swaps are off balance sheet transactions and have grown at a phenomenal rate. This article by Sivaprakasam Sivakumar and Anita Mathew focuses on the development of the swap market, presents an ...
Sivaprakasam Sivakumar, Anita Mathew
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Risks, 2017 The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani +1 more
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Entropy, 2014 We study the problem of finding probability densities that match given European call option prices. To allow prior information about such a density to be taken into account, we generalise the algorithm presented in Neri and Schneider (Appl. Math. Finance
Cassio Neri, Lorenz Schneider
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The Zeeman Effect in Finance: Libor Spectroscopy and Basis Risk Management [PDF]
, 2011 Once upon a time there was a classical financial world in which all the Libors were equal. Standard textbooks taught that simple relations held, such that, for example, a 6 months Libor Deposit was replicable with a 3 months Libor Deposits plus a 3x6 ...
Bianchetti, Marco
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Debt swaps for financing education: Exploration of new funding resources [PDF]
Cogent Economics & Finance, 2018 As an innovative financial mechanism to explore additional funds for social development programs in developing countries, debt swaps for development, including debt-for-education swaps, became popular between the 1980s and 2000s. Their popularity, however, seems to have diminished since the beginning of the 2010s.
Hiroshi Ito +3 more
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On Pricing Basket Credit Default Swaps [PDF]
, 2012 In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model.
Ching, Wai-Ki +3 more
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