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GLOBAL DERIVATIVE DEBACLES:From Theory to Malpractice
Jacque, Laurent L - World Scientific Publishing Co. Pte. Ltd.
category, starting with the simplest and building up to the most complex ¡ª namely, Forwards, Futures, Options and Swaps in …
Persistent link: https://www.econbiz.de/10008691679
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The Economics of Financial Derivative Instruments
NWAOBI, GODWIN C - Volkswirtschaftliche Fakultät, … - 2008
which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …. And yet, more and more companies are using(or being forced to use) futures and derivatives to stay competitive in a fast …
Persistent link: https://www.econbiz.de/10005621718
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Los instrumentos financieros derivados: concepto, operación y algunas estrategias de negociación
Mesén Figueroa, Vernor - In: Revista de Ciencias Económicas 26 (2008) 06
de interés, divisas, entre otros. Existen diferentes tipos de derivados, entre ellos: futuros, forwards, opciones y swaps …
Persistent link: https://www.econbiz.de/10010961290
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The Pricing of Markedâ€toâ€Market Contingent Claims in a Noâ€Arbitrage Economy
Satchell, Stephen E.; Stapleton, Richard C.; … - In: Australian Journal of Management 22 (1997) 1, pp. 1-20
conditions for the valuation of options using a Blackâ€Scholes type methodology. It is shown that the price of a futuresâ …
Persistent link: https://www.econbiz.de/10011135784
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Are Derivatives Dangerous? A Literature Survey
Capelle-Blancard, Gunther - In: Economie Internationale (2010) 3Q, pp. 67-90
In this paper, we propose a survey of the academic literature that has addressed the threats raised by derivatives. An initial issue is the impact of derivatives on the volatility of the underlying assets, but empirical findings do not suggest any significant effect. The recent literature on the...
Persistent link: https://www.econbiz.de/10008852743
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Are derivatives dangerous?
Capelle-Blancard, Gunther - HAL - 2010
Since the 1970s, the financial system has undergone deep structural changes. Innovation has been a key driver of these changes and most economists acknowledge that the impact has been positive overall. However, each time a financial crisis arises, the debate is on. Derivatives especially, which...
Persistent link: https://www.econbiz.de/10010605339
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The Rise and Fall of S&P500 Variance Futures
Chang, Chia-Lin; McAleer, Michael; Jimenez-Martin, … - Faculteit der Economische Wetenschappen, Erasmus … - 2011
, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …
Persistent link: https://www.econbiz.de/10010732630
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Derivates Agricultural Commodity Markets: A Brief Analysis of Their Structure and Operation
Alcaraz Vera, Jorge Víctor; Chávez Rivera, Rubén - In: Revista Nicolaita de Estudios Económicos VII (2012) 1, pp. 47-88
The aim of this paper is to provide a brief view of the main markets of agricultural commodities derivatives that exist n the global economy today, so, through the study and description of its origins, structure, operating mechanisms, main underlying assets and economic functions carried out by...
Persistent link: https://www.econbiz.de/10010991623
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - In: The North American Journal of Economics and Finance 25 (2013) C, pp. 151-167
, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …
Persistent link: https://www.econbiz.de/10011056678
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The Rise and Fall of S&P500 Variance Futures
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - Institute of Economic Research, Kyoto University - 2011
, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …
Persistent link: https://www.econbiz.de/10009370133