Results 11 to 20 of about 110,510 (299)
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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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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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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Mechanism and accounting treatment of interest rate swap [PDF]
Bankarstvo, 2015 Interest rate swap is a derivative which is today routinely used in the financial sector worldwide. As opposed to that, the swap market in Serbia is reduced to basic versions of interest rate swaps only, and is limited to the major users and providers of
Prošić Danica
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Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’ s one-factor model [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 In this paper, analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on the Schwartz’s one-factor model is derived by applying the results of the conditional moments proposed by Chumpong, Mekchay, and Rujivan (2019).
Kittisak Chumpong +2 more
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The Dollar as a Mutual Problem: New Transatlantic Interdependence in Finance
Politics and Governance, 2022 When the 2007 global financial crisis hit financial markets, European leaders were quick to point the finger at US markets, excessive risk-taking, and insufficient regulation.
Ingrid Hjertaker, Bent Sofus Tranøy
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Debt-for-nature or climate swaps in public finance management [PDF]
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.
Svitlana Naumenkova +3 more
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Development of exchange and over-the-counter derivatives of financial instruments in Russia
Вестник университета, 2022 Since there is an active trend of increasing derivative instruments in the Russian derivatives market, the object of this study was exchange-traded and over-the-counter derivatives in Russia, and the purpose of the study – the development of their ...
Ali Haitham Eid
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