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it enables against various criticisms articulated in theory and philosophy circles, such as those of Ray Brassier … certain issues in the philosophy of time. …Recent years have seen greater interest in the theoretical foundations of abstract finance and their intersection with …
Persistent link: https://www.econbiz.de/10012429693
Conor Husbands' defense and expansion of Elena Esposito's temporality of finance is a much-needed intervention. However … Ayache, Jon Roffe, and Quentin Meillassoux. I then open the aperture towards emerging trends in philosophy that contest the … foundations upon which Esposito's project is built, in order to suggest more robust readings of finance and society. The work of …
Persistent link: https://www.econbiz.de/10015190927
This special issue explores how finance deploys time, structures the future, and interacts with actors and institutions … logic of finance and foundational concepts of financial theory to the intersection between objective structures and social … that sometimes function according to very different temporal regimes. Finance capitalism's logic of recurrence, repetitive …
Persistent link: https://www.econbiz.de/10012034566
further developments in quantitative finance. In this letter, we present experimental results based on a large set of time …The probability distribution of log-returns for financial time series, sampled at high frequency, is the basis for any … a time scale Delta t below 1 hour. For Delta t 8 hours, the Gaussian regime is reached. A particular focus has been put …
Persistent link: https://www.econbiz.de/10013118789
advantages with increasing hedge horizons and strongly dependent time and price risk, while linear instruments can suffice for …
Persistent link: https://www.econbiz.de/10011506271
shortfall or quadratic variation of the option price up to the liquidation time. We establish the conditions under which it is …
Persistent link: https://www.econbiz.de/10013034642
The Time Tradeoff (TTO) method is a popular method for valuing health state utilities and is frequently used in … the failure to incorporate time discounting. This paper aims to measure time discounting for health outcomes in a sample … representative for the general population. In particular, we estimate TTO scores alongside time discounting in order to derive a set …
Persistent link: https://www.econbiz.de/10013109991
We study the problem of optimal timing to buy/sell derivatives by a risk-averse agent in incomplete markets. Adopting the exponential utility indifference valuation, we investigate this timing flexibility and the associated delayed purchase premium. This leads to a stochastic control and optimal...
Persistent link: https://www.econbiz.de/10013114153
Persistent link: https://www.econbiz.de/10003986027
and finance capitalism from the perspective of time and temporality. Despite its function as a global commodity, cricket … juxtaposes the deviant temporal power of cricket with the time structures of finance capitalism to illustrate how the conduct of … inserts a flow of postcolonial time into the temporal streams of transnational market culture, neoliberalism, and the …
Persistent link: https://www.econbiz.de/10012034627