Results 1 to 10 of about 10,228 (261)
DEVELOPMENT OF DERIVATIVE TRADING ON FINANCIAL MARKET AND AGRIBUSINESS SECTOR IN SERBIA [PDF]
Ekonomika Poljoprivrede (1979), 2018 Transactions with futures and other derivatives began their development in the XIX century on the exchanges in USA and other developed countries, but fnancial market in Serbia is still underdeveloped with exchange materials, volumes and number of ...
Boris Kuzman +2 more
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Risks, 2021 In this paper we study the effect that mean-reverting components in the arithmetic dynamics of electricity spot price have on the price of a call option on a swap.
Maren Diane Schmeck, Stefan Schwerin
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STATE AND PROSPECTS OF THE DERIVATIVES WORLD MARKET DEVELOPMENT
Three Seas Economic Journal, 2021 The purpose of the paper is to determine the current state of the global derivatives market in the context of structural and dynamic processes and to substantiate the prospects for its further development, given the existing global challenges ...
Marharyta Krasnova
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Improving Quality of Long-Term Bond Price Prediction Using Artificial Neural Networks
Kvalita Inovácia Prosperita, 2021 Purpose: The aim of this paper is to propose nonlinear autoregressive neural network which can improve quality of bond price forecasting. Methodology/Approach: Due to the complex nature of market information that influence bonds, artificial ...
Robert Verner +2 more
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Credit Default Swaps in the External Public Debt Management [PDF]
Problemi Ekonomiki, 2020 The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied.
Lupenko Andrii Yu.
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Pricing of Pseudo-Swaps Based on Pseudo-Statistics
Risks, 2023 The main problem in pricing variance, volatility, and correlation swaps is how to determine the evolution of the stochastic processes for the underlying assets and their volatilities.
Sebastian Franco, Anatoliy Swishchuk
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International Journal of Behavioral Nutrition and Physical Activity, 2022 Background Prompting employees to swap their usual lunches for lower-energy alternatives may help align energy intake with public health recommendations.
Sarah Breathnach +4 more
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PLoS ONE, 2021 Offering lower-energy food swaps to customers of online supermarkets could help to decrease energy (kcal) purchased and consumed. However, acceptance rates of such food swaps tend to be low. This study aimed to see whether framing lower-energy food swaps
Amanda Bunten +8 more
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DEVELOPMENT OF DERIVATIVE MARKET IN 2000-2012
Vestnik MGIMO-Universiteta, 2014 At the end of XIX century futures exchange emerged, in the early 70-ies XX century - option exchange of financial derivatives. These exchanges gave a huge boost to the development of market of the operations with derivative financial instruments. In fact,
Evgeniya V. Vasina
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Risks, 2023 In this paper, we consider the problem of pricing variance, volatility, covariance and correlation swaps for financial markets with semi-Markov volatilities.
Anatoliy Swishchuk, Sebastian Franco
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