1.1 This paper considers issues, arguments and evidence related to concerns raised by banks and banking associations throughout the world in response to proposals for measuring all

Parallelization of pricing path-dependent

SUBJECT HEADINGS: (Choose 5 key words or phrases by which a reader could find your thesis) FASB 52 FASB 80

We demonstrate how to use financial instruments to produce recommendation mechanisms. We describe how futures and futures options, both relating to the perception of a company or service, can be used to derive accurate recommendations that are secure against abuse. We suggest the notion of economic

Every novel cooperative arrangement of mutually suspicious parties interacting electronically --- every smart contract --- effectively requires a new cryptographic protocol. However, if every new contract requires new cryptographic protocol design, our dreams of cryptographically enabled electronic commerce would be unreachable. Cryptographic protocol design is too hard and expensive, given our unlimited need for new contracts.

The role of International Accounting Standard (IAS) 39

Please note that the statements made by the authors herein do not necessarily represent the official opinions or Recent changes in accounting regulation for financial instruments (SFAS 133, IAS 39) have been heavily criticized by representatives from the banking industry. They argue for retaining a

Our purpose is to use C++ to model financial instruments: Bonds, Stocks, Forwards, Futures, Options and Swaps. This paper concentrates on Options and present an hierarchy of classes to model European Options. Based on Black Scholes extended mathematical model, we calculate the price for Call

in the level of financial development. Using both traditional cross-section, instrumental variable procedures and recent dynamic panel techniques, we find that the exogenous components of financial intermediary development is positively associated with economic growth. Also, the data show that cross

There is a wide variety of reporting choices when presenting and disclosing financial instruments under IFRS. Behavioural theory suggests that the label under which a financial instrument is presented affects the risk perception of investors. We analyse in an experimen-tal setting how and why