Results 71 to 80 of about 598,007 (315)
Thunderbird International Business Review, EarlyView.ABSTRACT The field of Environmental Social Governance (ESG) investment has witnessed significant growth in recent decades, driven by the widespread adoption of “carbon neutral” efforts by most nations. Industry would prioritize ESG in a global context characterized by significant uncertainty.
Ashutosh Yadav +4 more
wiley +1 more source
Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? [PDF]
Using more than two years of daily interest rate cap price data, this paper provides a systematic documentation of a volatility smile in cap prices. We find that Black (1976) implied volatilities exhibit an asymmetric smile (sometimes called a sneer ...
Feng Zhao, Haitao Li, Robert Jarrow
core
Testing Option Pricing with the Edgeworth Expansion
, 2004 There is a well developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options.
Black +10 more
core +1 more source
Health Services Research, EarlyView.ABSTRACT Objective To explore the satisfaction of limited English proficiency (LEP) Farsi‐ and Dari‐speaking patients with the U.S. healthcare system using a qualitative approach. Study Setting and Design We employed a grounded theory approach to analyze qualitative data collected from five focus groups involving 25 Farsi‐ and Dari‐speaking immigrants ...
Sara Imanpour +2 more
wiley +1 more source
Practising Politics in a Disorderly Democracy
Australian Journal of Politics &History, EarlyView.Taking as its starting point Ron May's scholarship on Papua New Guinea as a “disorderly democracy,” this article examines how politics is practised in the PNG Parliament. Using a case study of the events of late 2020, when a vote of no confidence against the Marape government was mooted but eventually failed to materialise, it adopts a practice theory ...
Kerryn Baker
wiley +1 more source
Price dynamics and volatility jumps in bitcoin options
Financial InnovationIn the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives.
Kuo Shing Chen, J. Jimmy Yang
doaj +1 more source
Distributions Implied by Exchange Traded Options: A Ghost’s Smile? [PDF]
A new and easily applicable method for estimating risk neutral distributions (RND) implied by American futures options is proposed. It amounts to inverting the Barone-Adesi and Whaley method (1987) (BAW method) to get the BAW-implied volatility smile ...
Martin Cincibuch
core
Modelling FX smile : from stochastic volatility to skewness [PDF]
, 2007 Imperial Users ...
Luo , Lin, Luo , Lin
core
Antipode, EarlyView.Abstract Following the lead of labour movements, this article frames slums as labour geographies whose evictions constitute the devaluation of labour in spatial terms. This devaluation occurs in two modes: in the first, through the rendering of workers as “encroachers” or “the urban poor” in policy documents and public discourse, thereby unmooring ...
Priti Narayan
wiley +1 more source