Derivatives & structured products
- Derivatives in the Czech Republic and Abroad. Jilek, Josef // Eastern European Economics;May/Jun2000, Vol. 38 Issue 3, p26
Analyzes the latest development trends on the international and Czech derivatives market. Accounting practices and approach for regulators; Need to develop institutions to underpin the process of transition of the Czech financial system; Extent to which Czech financial system makes use of...
- Wall Street sages disagree on value of risky derivatives markets. Singletary, Mark // New Orleans CityBusiness (1994 to 2008);5/19/2003, Vol. 23 Issue 47, p3
Reports on the management and nature of risk of financial derivatives in the U.S. Decline in the value of merchant power projects; Pricing models for derivative securities; Trading value of the financial instrument.
- Weather Derivatives and Weather Insurance: Concept, Application, and Analysis. Lixin Zeng // Bulletin of the American Meteorological Society;Sep2000, Vol. 81 Issue 9, p2075
Introduces the concept and applications of weather derivatives and weather insurance. Requirement of both statistical knowledge and thorough understanding of the physical weather and climate process in the proper analysis of the financial instruments; Proposed practical approach for analyzing...
- Japanese banks' derivatives holdings top US$11.8 trillion. // Asian Business Review;Aug95, p58
Reports that the total value of derivative financial instruments held by Japan's 11 largest commercial banks exceeded US$11.8 trillion as of March 31, 1995. Value of the total credit risk from possible bankruptcy of transactions.
- Local time and the pricing of time-dependent barrier options. Mijatović, Aleksandar // Finance & Stochastics;2010, Vol. 14 Issue 1, p13
A time-dependent double-barrier option is a derivative security that delivers the terminal value Ï†( S T) at expiry T if neither of the continuous time-dependent barriers bÂ±:[0, T]â†’â„+ have been hit during the time interval [0, T]. Using a probabilistic approach, we obtain a...
- Derivatives making a comeback. Hinz, Greg // Crain's Chicago Business;9/8/2003, Vol. 26 Issue 36, p3
With a weak economy still sapping tax receipts, area governments have begun turning to a sometimes-lucrative but notoriously risky financial device to raise funds: derivatives trading. They would follow other local governments, including the city of Chicago, that in the past year or so have used...
- Very exotic derivatives. Satchell, Steven // Journal of Derivatives & Hedge Funds;Nov2013, Vol. 19 Issue 4, p243
An introduction is presented that discusses various topics within the issue including exotic derivative, analysis of retail-product pricing using the Variance-Gamma model and a paper by Tim Xiao on a new framework for valuing hybrid defaultable financial instruments.
- Eroding market stability by proliferation of financial instruments. Caccioli, F.; Marsili, M.; Vivo, P. // European Physical Journal B -- Condensed Matter;Oct2009, Vol. 71 Issue 4, p467
We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of financial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation of financial instruments apparently provides more means for risk diversification, making the...
- Derived Value. Mattlin, Ben // Global Finance;Jun2006, Vol. 20 Issue 6, p33
The article discusses the increasing corporate use of derivatives and the risks and potential rewards of investing in these complex securities. For corporations, there is more to derivatives than profit potential. Because derivatives pay out when certain events occur, the underlying stock...