Works matching Derivative securities

Results: 3310

Global Financial Markets, Derivative Securities, and Systemic Risks.

Published in:

Journal of Risk & Uncertainty, 1996, v. 12, n. 2/3, p. 271, doi. 10.1007/BF00055798

By:

Myron S. Scholes

Publication type:

Article

Estimating Security Price Derivatives Using Simulation.

Published in:

Management Science, 1996, v. 42, n. 2, p. 269, doi. 10.1287/mnsc.42.2.269

By:

Broadie, Mark;
Glasserman, Paul

Publication type:

Article

REFORMING SECURITIES AND DERIVATIVES TRADING IN THE EU: FROM EMIR TO MIFIR.

Published in:

Journal of Corporate Law Studies, 2013, v. 13, n. 2, p. 319, doi. 10.5235/14735970.13.2.319

By:

FERRARINI, GUIDO;
SAGUATO, PAOLO

Publication type:

Article

A Simple Nonparametric Approach to Derivative Security Valuation.

Published in:

Journal of Finance (Wiley-Blackwell), 1996, v. 51, n. 5, p. 1633, doi. 10.1111/j.1540-6261.1996.tb05220.x

By:

Stutzer, Michael

Publication type:

Article

Pricing Derivatives on Financial Securities Subject to Credit Risk.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 1, p. 53, doi. 10.1111/j.1540-6261.1995.tb05167.x

By:

Jarrow, Robert A.;
Turnbull, Stuart M.

Publication type:

Article

A Framework for Valuing Derivative Securities.

Published in:

Financial Markets, Institutions & Instruments, 2001, v. 10, n. 5, p. 253, doi. 10.1111/1468-0416.00047

By:

Gray, Philip;
Gray, Stephen F.

Publication type:

Article

Balance in the Taxation of Derivative Securities: An Agenda for Reform.

Published in:

Canadian Tax Journal / Revue Fiscale Canadienne, 2005, v. 53, n. 2, p. 595

By:

Edgar, Tim;
Duff, David;
MacNaughton, Alan

Publication type:

Article

HEDGING DERIVATIVE SECURITIES AND INCOMPLETE MARKETS: AN ε-ARBITRAGE APPROACH.

Published in:

Operations Research, 2001, v. 49, n. 3, p. 372, doi. 10.1287/opre.49.3.372.11218

By:

Bertsimas, Dimitris;
Kogan, Leonid;
Lo, Andrew W.

Publication type:

Article

Derivative Security Markets, Market Manipulation, and Option Pricing Theory.

Published in:

Journal of Financial & Quantitative Analysis, 1994, v. 29, n. 2, p. 241, doi. 10.2307/2331224

By:

Jarrow, Robert A.

Publication type:

Article

Valuing Derivative Securities Using the Explicit Finite Difference Method.

Published in:

Journal of Financial & Quantitative Analysis, 1990, v. 25, n. 1, p. 87, doi. 10.2307/2330889

By:

Hull, John;
White, Alan

Publication type:

Article

Derivative securities and cash market stability.

Published in:

Applied Economics, 1991, v. 23, n. 2, p. 391, doi. 10.1080/00036849100000149

By:

Ely, David P.

Publication type:

Article

Dynamic consumption and asset allocation with derivative securities.

Published in:

Quantitative Finance, 2007, v. 7, n. 2, p. 137, doi. 10.1080/14697680601077959

By:

Hsuku, Yuan-Hung

Publication type:

Article

Regulatory Perspective: The SEC's Concept Release on Securities Law Issues Presented by Funds' Derivative Investments— Potential Relevance for Tax Diversification Tests.

Published in:

Journal of Taxation of Financial Products, 2012, v. 10, n. 4, p. 5

By:

Riley, Joseph A.

Publication type:

Article

Inherent and Control Risks of Derivatives, Hedging and Securities Investments: A Primer.

Published in:

Review of Business, 2002, v. 23, n. 1, p. 58

By:

Coppinger, Richard J.;
Fitzsimons, Adrian P.

Publication type:

Article

Pricing Derivative Securities.

Published in:

2002

By:

Elliott, Robert J.

Publication type:

Book Review

BALANCE IN THE TAXATION OF DERIVATIVE SECURITIES: AN AGENDA FOR REFORM.

Published in:

Columbia Law Review, 2004, v. 104, n. 7, p. 1886, doi. 10.2307/4099336

By:

Schizer, David M.

Publication type:

Article

Quantitative Modeling of Derivative Securities: From Theory to Practice.

Published in:: 2010
Publication type:: Book Review

Effect of Derivative Securities on Volatility -- A Study in Context of Indian Stock Market.

Published in:

Finance India, 2007, v. 21, n. 4, p. 1271

By:

Srivastava, Sandeep;
Yadav, Surendra S.;
Jain, P. K.

Publication type:

Article

Auditing Derivatives and Securities.

Published in:

CPA Journal, 2001, v. 71, n. 3, p. 37

By:

Munter, Paul;
Rotcliffe, Thomas A.

Publication type:

Article

Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model .

Published in:

Applied Mathematical Finance, 1996, v. 3, n. 1, p. 21, doi. 10.1080/13504869600000002

By:

Avellaneda, Marco;
Paras, Antonio

Publication type:

Article

Dynamic hedging portfolios for derivative securities in the presence of large transaction costs.

Published in:

Applied Mathematical Finance, 1994, v. 1, n. 2, p. 165, doi. 10.1080/13504869400000010

By:

Avellaneda, Marco;
Parás, Antonio

Publication type:

Article

Pricing and hedging derivative securities in markets with uncertain volatilities.

Published in:

Applied Mathematical Finance, 1995, v. 2, n. 2, p. 73, doi. 10.1080/13504869500000005

By:

Avellaneda, M.;
Levy, A.;
Paras, A.

Publication type:

Article

Options, Futures and Other Derivative Securities (Book).

Published in:

1994

By:

Jones, Jesse

Publication type:

Book Review

Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model.

Published in:

Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 2, p. 337, doi. 10.2307/4126754

By:

Jarrow, Robert;
Yildirim, Yildiray

Publication type:

Article

MODELI VREDNOVANJA DERIVATNIH HARTIJA OD VREDNOSTI.

Published in:

Singidunum Scientific Review / Singidunum Revija, 2010, v. 7, n. 2, p. 199

By:

Alihodžić, Almir

Publication type:

Article

Optimal investment with derivative securities.

Published in:

Finance & Stochastics, 2005, v. 9, n. 4, p. 585, doi. 10.1007/s00780-005-0154-y

By:

İlhan, Aytaç;
Jonsson, Mattias;
Sircar, Ronnie

Publication type:

Article

Inflation-indexed securities: bonds, swaps & other derivatives (2nd edn.).

Published in:

2004

By:

Booth, Philip

Publication type:

Book Review

VAR WITHOUT CORRELATIONS FOR PORTFOLIOS OF DERIVATIVE SECURITIES.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 5, p. 583, doi. 10.1002/(SICI)1096-9934(199908)19:5<583::AID-FUT5>3.0.CO;2-S

By:

Barone-Adesi, Giovanni;
Giannopoulos, Kostas

Publication type:

Article

CALCULATING PRICES AND SENSITIVITIES FOR PATH-INDEPENDENT DERIVATIVE SECURITIES IN MULTIFACTOR MODEL.

Published in:

Journal of Derivatives, 1997, v. 5, n. 1, p. 45, doi. 10.3905/jod.1997.407982

By:

Willard, Gregory A.

Publication type:

Article

Derivatives securities: what they tell us.

Published in:

Quantitative Finance, 2003, v. 3, n. 5, p. C92, doi. 10.1088/1469-7688/3/5/603

By:

Jing Chen

Publication type:

Article

Securitization of Catastrophe Risk: New Developments in Insurance- Linked Securities and Derivatives.

Published in:

Journal of Insurance Issues, 2009, v. 32, n. 1, p. 1

By:

Bouriaux, Sylvie;
MacMinn, Richard

Publication type:

Article

A Derivative Security Approach to Setting Crop Revenue Coverage Insurance Premiums.

Published in:

Journal of Agricultural & Resource Economics, 2000, v. 25, n. 1, p. 159

By:

Stokes, Jeffrey R.

Publication type:

Article

Malliavin Derivatives of Derivative Securities.

Published in:

Journal of Derivatives, 2022, v. 30, n. 2, p. 65, doi. 10.3905/jod.2022.30.2.065

By:

Davis, Tom P.

Publication type:

Article

Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the Treasury STRIPS Program.

Published in:

Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 3, p. 1415, doi. 10.1111/0022-1082.00252

By:

Grinblatt, Mark;
Longstaff, Francis A.

Publication type:

Article

Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities.

Published in:

Journal of Financial & Quantitative Analysis, 1998, v. 33, n. 4, p. 465, doi. 10.2307/2331128

By:

Jiang, George J.

Publication type:

Article

One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities.

Published in:

Journal of Financial & Quantitative Analysis, 1993, v. 28, n. 2, p. 235, doi. 10.2307/2331288

By:

Hull, John;
White, Alan

Publication type:

Article

PRICING DERIVATIVE SECURITIES USING CROSS-ENTROPY:: AN ECONOMIC ANALYSIS.

Published in:

International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 1, p. 63, doi. 10.1142/S0219024904002335

By:

Branger, Nicole

Publication type:

Article

A Path Integral Approach to Derivative Security Pricing: II. Numerical Methods.

Published in:

International Journal of Theoretical & Applied Finance, 2002, v. 5, n. 2, p. 123, doi. 10.1142/S0219024902001377

By:

Rosa-Clot, Marco;
Taddei, Stefano

Publication type:

Article

A Path Integral Approach to Derivative Security Pricing: I. Formalism and Analytical Results.

Published in:

International Journal of Theoretical & Applied Finance, 1999, v. 2, n. 4, p. 381, doi. 10.1142/S0219024999000200

By:

Bennati, Eleonora;
Rosa-Clot, Marco;
Taddei, Stefano

Publication type:

Article

A new approach to close-out netting legal opinions in respect of OTC derivatives and securities financing transactions.

Published in:

Journal of Securities Operations & Custody, 2023, v. 15, n. 3, p. 260, doi. 10.69554/eelc4426

By:

Datoo, Akber;
Williams, Paul;
Whiteley, Rhodri

Publication type:

Article

What is the price of a derivative security?

Published in:

Journal of Securities Operations & Custody, 2009, v. 2, n. 2, p. 181, doi. 10.69554/qsyq3730

By:

Rozenberg, Sasha

Publication type:

Article

Hedging derivative securities with genetic programming.

Published in:

Intelligent Systems in Accounting, Finance & Management, 1999, v. 8, n. 4, p. 237, doi. 10.1002/(SICI)1099-1174(199912)8:4<237::AID-ISAF174>3.0.CO;2-J

By:

Chen, Shu‐Heng;
Lee, Wo‐Chiang;
Yeh, Chia‐Hsuan

Publication type:

Article

Representative Litigation in Italian Capital Markets: Italian Derivative Suits and (if ever) Securities Class Actions.

Published in:

European Company & Financial Law Review, 2009, v. 6, n. 2/3, p. 246, doi. 10.1515/ECFR.2009.246

By:

GIUDICI, PAOLO

Publication type:

Article

Pricing Interest-Rate- Derivative Securities.

Published in:

Review of Financial Studies, 1990, v. 3, n. 4, p. 573, doi. 10.1093/rfs/3.4.573

By:

Hull, J;
White, A

Publication type:

Article

Optimal positioning in derivative securities.

Published in:

Quantitative Finance, 2001, v. 1, n. 1, p. 19, doi. 10.1080/713665549

By:

Carr, Peter;
Madan, Dilip

Publication type:

Article

A comparison of models for pricing interest rate derivative securities.

Published in:

European Journal of Finance, 1996, v. 2, n. 3, p. 261, doi. 10.1080/13518479600000008

By:

Strickland, Chris

Publication type:

Article

LOS DERIVADOS FINANCIEROS, SU IMPACTO EN LA SEGURIDAD ALIMENTARIA Y LOS INTENTOS DE REGULACIÓN.

Published in:

UNISCI Discussion Papers, 2013, n. 31, p. 149

By:

Marquina, Antonio

Publication type:

Article

A computational study on general equilibrium pricing of derivative securities.

Published in:

Annals of Finance, 2008, v. 4, n. 4, p. 505, doi. 10.1007/s10436-007-0088-9

By:

Thijssen, Jacco J. J.

Publication type:

Article

Risk Factors in Derivatives Markets.

Published in:

Entrepreneurial Business & Economics Review, 2014, v. 2, n. 4, p. 71, doi. 10.15678/EBER.2014.020405

By:

Martinkutė-Kaulienė, Raimonda

Publication type:

Article

Dimension Reduction Approach To Simulating Exotic Options In A Meixner Levy Market.

Published in:

IAENG International Journal of Applied Mathematics, 2009, v. 39, n. 4, p. 265

By:

Imai, Junichi;
Ken Seng Tan

Publication type:

Article