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THE ECONOMICS OF FINANCIAL DERIVATIVE INSTRUMENTS
, 2008
"... The phenomenal growth of derivative markets across the globe indicates their impact on the global financial scene. As the securitie s markets continue to evolve, market participants, investors and regulators are looking at different way in which the risk management and hedging needs of investors may ..."
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may be effectively met through the derivative instruments. However, it is equally recognized that derivative markets present market participates and regulatory (control) issues, which must be adequately addressed if derivative markets are to gain and maintain investor confidence. And yet, more
Model uncertainty and its impact on the pricing of derivative instruments
- Mathematical Finance
"... Uncertainty on the choice of an option pricing model can lead to “model risk ” in the valuation of portfolios of options. After discussing some properties which a quantitative measure of model uncertainty should verify in order to be useful and relevant in the context of risk management of derivativ ..."
Abstract
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Cited by 65 (6 self)
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of derivative instruments, we introduce a quantitative framework for measuring model uncertainty in the context of derivative pricing. Two methods are proposed: the first method is based on a coherent risk measure compatible with market prices of derivatives, while the second method is based on a convex risk
Happiness is everything, or is it? Explorations on the meaning of psychological well-being
, 1989
"... Reigning measures of psychological well-being have little theoretical grounding, despite an extensive literature on the contours of positive functioning. Aspects of well-being derived from this literature (i.e., self-acceptance, positive relations with others, autonomy, environmental mastery, purpos ..."
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Cited by 595 (14 self)
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Reigning measures of psychological well-being have little theoretical grounding, despite an extensive literature on the contours of positive functioning. Aspects of well-being derived from this literature (i.e., self-acceptance, positive relations with others, autonomy, environmental mastery
MIXED MNL MODELS FOR DISCRETE RESPONSE
- JOURNAL OF APPLIED ECONOMETRICS J. APPL. ECON. 15: 447--470 (2000)
, 2000
"... This paper considers mixed, or random coefficients, multinomial logit (MMNL) models for discrete response, and establishes the following results. Under mild regularity conditions, any discrete choice model derived from random utility maximization has choice probabilities that can be approximated as ..."
Abstract
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Cited by 487 (15 self)
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This paper considers mixed, or random coefficients, multinomial logit (MMNL) models for discrete response, and establishes the following results. Under mild regularity conditions, any discrete choice model derived from random utility maximization has choice probabilities that can be approximated
Structure FASB Statement No. 133, Accounting for Derivative Instruments and
, 2002
"... FASB Statement No. 161, Disclosures about Derivative Instruments and ..."
FOOD SECURITY: WHEN TO BUY DERIVATIVE INSTRUMENTS
"... Commodity prices are notoriously volatile which is a major source of instability and uncertainty for commodity-dependent developing countries. Commodity price volatility affects governments, producers (farmers), traders, processors, and local financial institutions financing production inputs in the ..."
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distribution, either domestically or internationally, with programs that deal with market uncertainty using market-based solutions. The rise in market-based commodity risk management instruments has been significant since the development of derivative instruments. The aim of this study is to determine
2.1 Temperature Derivative Instruments................ 2
, 2003
"... This project is based largely on the pricing of temperature based derivatives using Monte Carlo simulation. A large portion of this report is devoted to the construction of a suitable model for the temperature process. A temperature based swap is examined in detail. All programming was performed usi ..."
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This project is based largely on the pricing of temperature based derivatives using Monte Carlo simulation. A large portion of this report is devoted to the construction of a suitable model for the temperature process. A temperature based swap is examined in detail. All programming was performed
Does the Type of Derivative Instrument used by Companies
"... The working papers are a series of manuscripts in their draft form. Please do not quote without obtaining the author’s consent as these works are in their draft form. The views ..."
Abstract
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Cited by 1 (0 self)
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The working papers are a series of manuscripts in their draft form. Please do not quote without obtaining the author’s consent as these works are in their draft form. The views
An Alternative Test of the Impact from Derivative Instruments Trading Hypotheses
, 1997
"... This paper proposes an alternative test of competing hypotheses on the impact of derivative instrument trading on underlying asset's volatility. The test is based on a structural model developed from the information-based trading model in market microstucture. We demonstrate the test by investi ..."
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This paper proposes an alternative test of competing hypotheses on the impact of derivative instrument trading on underlying asset's volatility. The test is based on a structural model developed from the information-based trading model in market microstucture. We demonstrate the test
Applied Financial Mathematical Model for Derivative Instruments and Hedging Exchange Rate
"... Abstract Currently, the international economic transactions are regularly occurring. The statistics of imports and exports were published by the General Administration of Customs that the total turnover of the country's imports in year of 2012 was 228.37 billion U.S. dollars, increased by 12.1 ..."
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. The objective of the article is application of derivative instruments to hedge exchange rate fluctuation. From the data of actual economic events, the article uses the financial mathematical formulas to evaluate spot rate, forward rate, put and call options rate and finds out the results of the impact factors
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