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Futures contracts in water leasing : an experimental analysis using basin characteristics of the Rio Grande, NM
Broadbent, Craig D.; Brookshire, David S.; Coursey, Don L. - In: Environmental & resource economics : the official … 68 (2017) 3, pp. 569-594
Persistent link: https://www.econbiz.de/10011803766
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Banking in the international environment
Georgescu-Goloşoiu, Ligia - 2003
Persistent link: https://www.econbiz.de/10002112399
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On the lease rate, convenience yield and speculative effects in the gold futures market
Barone-Adesi, Giovanni; Geman, Hélyette; Theal, John - In: International journal of financial engineering and risk … 1 (2014) 3, pp. 282-307
Persistent link: https://www.econbiz.de/10010476912
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Contingent convertible lease modeling and credit risk management
Triki, Ons; Abid, Fathi - In: Financial innovation : FIN 8 (2022), pp. 1-29
and compensate for the lessor's position. A leasing defaultable contract allows the lessor to obtain the rent that will be … recovered if the lessee defaults. A leasing convertible contract can be automatically converted into shares when certain default …'s value and leasing payments. A Defaultable-Convertible-Leasing contract with a payback option grants the lessor the right but …
Persistent link: https://www.econbiz.de/10013413113
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Fed funds futures variance futures
Filipović, Damir; Trolle, Anders B. - 2015
We develop a novel contract design, the fed funds futures (FFF) variance futures, which reflects the expected realized basis point variance of an underlying FFF rate. The valuation of short-term FFF variance futures is completely model-independent in a general setting that includes the cases...
Persistent link: https://www.econbiz.de/10011293604
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Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano; Buescu, C.; Rutkowski, Marek - In: Operations research letters 45 (2017) 6, pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
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Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
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Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo; Brigo, Damiano; Francischello, Marco; … - In: Quantitative finance 18 (2018) 1, pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
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Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Nauta, Bert-Jan - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011403233
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Prepayment option of a perpetual corporate loan : the impact of the funding costs
Papin, Timothee; Turinici, Gabriel - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10010391495