289463 documents matched the search for derivatives market in titles and keywords.
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The Derivatives Market,
Khader Shaik,
from Springer
(2014)
Keywords: Credit Risk, Hedge Fund, Price Discovery, Derivative Market, Derivative Contract
Commodity derivative markets,
Delphine Lautier,
from HAL
(2008)
Keywords: Commodities,derivatives,OTC markets
Financial Derivatives:Markets and Applications,
Obiyathulla Bacha,
from World Scientific Publishing Co. Pte. Ltd.
(2023)
Keywords: Derivatives, Financial Derivatives, Derivative Markets, Forwards, Futures, Options, Shariah Compliant Derivatives, Islamic Derivatives
Derivative Markets and Trading,
Obiyathulla Bacha and Pattarake Sarajoti,
from World Scientific Publishing Co. Pte. Ltd.
(2023)
Keywords: Derivatives, Financial Derivatives, Derivative Markets, Forwards, Futures, Options, Shariah Compliant Derivatives, Islamic Derivatives,
Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis,
Delphine Lautier and Yves Simon,
from HAL
(2012)
Keywords: derivative markets
Swiss Derivative Markets,
Henri B. Meier, John E. Marthinsen, Pascal A. Gantenbein and Samuel S. Weber,
from Springer
(2023)
Keywords: Volatility, Derivatives, Derivative markets, Exchange-traded, Over-the-counter, Structured products
Systemic risks in derivative markets,
Delphine Lautier,
from HAL
(2011)
Keywords: Systemic risk,derivative markets,graph theory
Credit derivatives in emerging markets,
Romain Ranciere,
from Department of Economics and Business, Universitat Pompeu Fabra
(2002)
Keywords: Emerging markets, derivatives, sovereign debt, debt restructuring
Systemic risk in derivative markets: a graph theory analysis,
Delphine Lautier and Franck Raynaud,
from HAL
(2011)
Keywords: Systemic risk,derivative markets
The integration of derivative markets: a graph-theory analysis,
Delphine Lautier and Franck Raynaud,
from HAL
(2010)
Keywords: Systemic risk,derivative markets
Success Factors of Financial Derivatives Markets in Asia,
Trin Sittisawad and Pariyada Sukcharoensin,
in Asia-Pacific Financial Markets
(2018)
Keywords: Asia, Derivatives market, Financial derivatives, Success model
Derivatives and hedging practices in the Australian National Electricity Market,
Jonty Flottmann, Phillip Wild and Neda Todorova,
in Energy Policy
(2024)
Keywords: Energy markets; Derivative markets; Hedging;
A Survey of Emerging Derivatives Markets,
Donald Lien and Mei Zhang,
in Emerging Markets Finance and Trade
(2008)
Keywords: commodity derivatives, emerging markets, financial derivatives, hedging, price discovery, price stabilization,
DERIVATIVES – BENEFACTION OR CURSE OF CONTEMPORARY ECONOMY,
Jaroslaw Pawlowski,
in Oeconomia Copernicana
(2011)
Keywords: derivatives, derivatives market, OTC
Profitability patterns in the interest rate derivatives market,
Ralf Meyer,
in Review of Derivatives Research
(2017)
Keywords: Interest rate derivatives, Derivatives, OTC markets, Market efficiency, Profitability, Counterparty
Counterparty Risk in the Over-The-Counter Derivatives Market,
Manmohan Singh and Miguel Segoviano,
from International Monetary Fund
(2008)
Keywords: WP;derivative;market;OTC derivatives market;financial system
Incomplete markets and derivative assets,
François Legrand and Xavier Ragot,
from HAL
(2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets
Incomplete markets and derivative assets,
François Legrand and Xavier Ragot,
from HAL
(2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets
Incomplete markets and derivative assets,
François Legrand and Xavier Ragot,
from HAL
(2015)
Keywords: incomplete markets,heterogeneous agent models,imperfect risk sharing,derivative assets
Imperfect Competition in Derivatives Markets,
Christina Brinkmann,
from University of Bonn and University of Cologne, Germany
(2022)
Keywords: Derivatives, OTC Markets, Central Clearing, Imperfect Competition, Vertical Product Differentiation
THE IMPACT OF DERIVATIVES ON MARKET FUNCTIONING,
Assoc. Prof. Carmen Costuleanu Ph. D Assoc. Prof. Roxana Angela Calistru Ph. D,
in Annals of University of Craiova - Economic Sciences Series
(2011)
Keywords: derivatives, financial markets, risk-sharing, underlying asset, leverage
Global Derivatives Markets,
Peijie Wang,
from Springer
(2009)
Keywords: Interest Rate, Foreign Exchange, Future Contract, Notional Amount, Derivative Market
Incomplete markets and derivative assets,
François Grand and Xavier Ragot,
in Economic Theory
(2016)
Keywords: Incomplete markets, Heterogeneous agent models, Imperfect risk sharing, Derivative assets
Derivatives on the Capital Market in Romania,
Ilie Răscolean, Liliana Ivănuş and Robert Szabo,
in Annals of the University of Petrosani, Economics
(2009)
Keywords: capital market, stock exchange, financial instruments, derivatives, futures, options, transactions
Electricity derivative markets and Samuelson hypothesis,
Edouard Jaeck and Delphine Lautier,
from HAL
(2014)
Keywords: Samuelson hypothesis,Commodity futures,Energy derivative markets
Derivative markets in emerging economies: A survey,
Yigit Atilgan, K. Ozgur Demirtas and Koray D. Simsek,
in International Review of Economics & Finance
(2016)
Keywords: Emerging markets; Derivatives; Risk management; Price discovery;
Samuelson hypothesis and electricity derivative markets,
Edouard Jaeck and Delphine Lautier,
from HAL
(2014)
Keywords: Samuelson hypothesis,Commodity futures,Energy derivative markets
Financial literacy and participation in the derivatives markets,
Yu-Jen Hsiao and Wei-Che Tsai,
in Journal of Banking & Finance
(2018)
Keywords: Household finance; Financial literacy; Derivatives market participation;
Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage,
Jad H. Bazih and Dieter Vanwalleghem,
in Research in International Business and Finance
(2021)
Keywords: Banks; Derivatives; Emerging markets;
Deriving value or risk? Determinants and the impact of emerging market banks’ derivative usage,
Jad Bazih and Dieter Vanwalleghem,
from HAL
(2021)
Keywords: Banks,Derivatives,Emerging markets
Derivatives usage for banking industry: evidence from the European markets,
Chuang-Chang Chang, Keng-Yu Ho and Yu-Jen Hsiao,
in Review of Quantitative Finance and Accounting
(2018)
Keywords: Bank, Derivatives, European markets
Developing the real estate derivative market for Singapore: issues and challenges,
Seow Eng Ong and Kah Hwa Ng,
in Journal of Property Investment & Finance
(2009)
Keywords: Property, Sales, Derivative markets
Development and volume growth of organized derivatives trade in emerging markets,
Lourdes Treviño,
in Ensayos Revista de Economia
(2005)
Keywords: Emerging markets, Derivatives exchanges, Derivatives volume
New financial derivatives on Romanian market - contracts for difference,
Mircea Ciolpan,
in Finante - provocarile viitorului (Finance - Challenges of the Future)
(2009)
Keywords: financial derivatives, emerging market, futures market
The limitations of transparency policy in OTC markets and derivatives trading,
Yener Coskun,
in Journal of Securities Operations & Custody
(2011)
Keywords: OTC markets, derivatives trading, transparency, market discipline
Early Results on Depth of the Nascent Kenyan Derivative Market,
Faith Mwende Christopher, Amos Njuguna and Peter Kiriri,
in International Journal of Financial Research
(2021)
Keywords: derivatives market, open interest, market depth, nascence
World Market of Credit Derivatives: Problems of Development and Regulation,
O.V. Ignatova, O.A. Gorbunova and O.Yu. Tereshina,
in Journal of Reviews on Global Economics
(2018)
Keywords: Credit derivative, CDS, credit default swap, regulation of the world derivatives market.
Energy Derivative Markets and Systemic Risk,
Delphine Lautier and Franck Raynaud,
from HAL
(2011)
Keywords: Commodity Derivative Markets,Systemic risk,Graph Theory,Energy Markets
Energy Finance: the Case for Derivative Markets,
Delphine Lautier and Y. Simon,
from HAL
(2009)
Keywords: Derivative markets,Commodities,Exchange traded commodities,Over The Counter Markets
Reforming the OTC derivatives market,
William Dudley,
from Federal Reserve Bank of New York
(2012)
Keywords: Financial market regulatory reform; Financial markets; Derivative securities; Clearing of securities; Regulatory reform; Risk; International finance; Over-the-counter markets
DERIVATIVES USAGE BY NON-FINANCIAL FIRMS IN EMERGING MARKETS: THE PERUVIAN CASE,
Miguel Ángel Martin,
in Journal of Economics, Finance and Administrative Science
(2009)
Keywords: Derivative markets; derivative usage; regulation; accounting; risk management; emerging markets.
Derivative Market Competition: OTC Versus Organized Derivative Exchanges,
Jens Nystedt,
from International Monetary Fund
(2004)
Keywords: WP;OTC market;ODE market;financial market;OTC contract; Derivative market competition; security design; regulatory reform; OTC derivative; transaction cost; competition dimension; ODE derivative market; maximization problem; Over-the-counter markets; Hedging; Credit risk; Competition; Derivative markets; Global
Derivatives Market: A Survey,
Somaiyah Alalmai,
in International Journal of Economics and Financial Issues
(2023)
Keywords: Economic Development, Emerging markets, Derivatives, Risk management, GCC countries, Saudi Arabia, Volatility
A Short History of Derivative Security Markets,
Ernst Weber,
from Springer
(2009)
Keywords: Call Option, Government Bond, Future Contract, Derivative Market, Forward Contract
On derivatives with illiquid underlying and market manipulation,
Ulrich Horst and Felix Naujokat,
in Quantitative Finance
(2011)
Keywords: Liquidity modelling, Derivatives pricing, Stochastic models, Game theory, Market manipulation,
The Financial Derivatives Market and the Pandemic: BioNTech and Moderna Volatility,
Alberto Manelli, Roberta Pace and Maria Leone,
in JRFM
(2023)
Keywords: financial derivatives markets; biotech industry; GARCH analysis
The Market for Financial Derivatives: Removing Impediments to Growth,
Obiyathulla Bacha,
from University Library of Munich, Germany
(2004)
Keywords: Market for Financial Derivatives in Malaysia and removing impediments to their growth
Derivative Market: An Integral Part Of The Zimbabwe Stock Exchange,
Kosmas Njanike,
in Annals of the University of Petrosani, Economics
(2010)
Keywords: Zimbabwe Stock Exchange, derivative market, fund management
Design and pricing of derivative contracts in a spectrum market,
Aparna Gupta, Koushik Kar and Praveen K. Muthuswamy,
in Journal of Financial Engineering (JFE)
(2015)
Keywords: Spectrum market, derivatives, risk-neutral pricing
The Effect of Derivative Product Use on Market Value: An Application in the Banking Sector,
Lokman Kantar and Murat Duzer,
in Journal of BRSA Banking and Financial Markets
(2022)
Keywords: Market Value, Derivatives, Panel Casuality.
The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods,
Peter A. Abken, Ellis Tallman and Larry Wall,
from Federal Reserve Bank of Chicago
(1997)
Keywords: Over-the-counter markets; Derivative securities
DERIVATIVE MARKETS' IMPACT ON COLOMBIAN MONETARY POLICY,
Esteban Gómez, Diego Vásquez and Camilo Zea,
from Banco de la Republica
(2005)
Keywords: Derivatives;
WAYS TO STRENGTHEN FINANCIAL MARKET INFRASTRUCTURE SYSTEM IN MOLDOVA FOR THE IMPLEMENTATION OF FINANCIAL CREDIT DERIVATIVES,
Victoria Postolache,
in Journal of Financial and Monetary Economics
(2018)
Keywords: derivatives, credit derivatives, financial market risk
Credit Derivatives Market,
Rosella Giacometti,
from World Scientific Publishing Co. Pte. Ltd.
(2013)
Keywords: Euro Bonds, Systemic and Contagion Risk, Fixed-Income Instruments, Structured Financial Products, Stability Bonds, Bond Market Infrastructure, Credit Rating Agencies, Securitization Market, Market Bond Products, Credit Derivatives Market,
Collateral, Netting and Systemic Risk in the OTC Derivatives Market,
Manmohan Singh,
from International Monetary Fund
(2010)
Keywords: WP;derivative;derivative payables;central counterparty;OTC derivative;payables; Collateral; Netting; Margin; CCPs; OTC derivatives; Central Clearinghouse; derivative receivables; derivative contract; well functioning CCP; credit default swap position; Systemic risk; Central counterparty clearing house; Credit default swap; Derivative markets; Europe
Derivatives of the nodal prices in market power screening,
Piotr Pałka,
in Energy Economics
(2017)
Keywords: Optimal power flow; Market power; Wholesale balancing market; Derivative matrix;
Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure,
Uluc Aysun and Melanie Guldi,
in Emerging Markets Finance and Trade
(2011)
Keywords: derivatives, emerging markets, exchange rate exposure
Increasing Derivatives Market Activity in Emerging Markets and Exchange Rate Exposure,
Uluc Aysun and Melanie Guldi,
from University of Connecticut, Department of Economics
(2008)
Keywords: Exchange rate exposure; derivatives; emerging markets
Energy Finance: The case for derivative markets,
Delphine Lautier,
from HAL
(2013)
Keywords: Over The Counter Markets,Marchés à terme d'instruments financiers,Derivative markets,Commodities,Exchange traded commodities
Regulation, economies of scale and credit Ratings: A puzzle of declining market concentration in the OTC derivatives market,
Fidelio Tata,
in Finance Research Letters
(2019)
Keywords: OTC derivatives; Market concentration; Regulation;
Usage of Derivatives in Emerging Markets: The Case of Bosnia And Herzegovina,
Sanel Halilbegovic and Anida Mekic,
in Asian Economic and Financial Review
(2017)
Keywords: Financial derivatives, Financial system, Risk management, Emerging markets, Volatility.
Derivatives Market in the Aftermath of the Lessons Learned from the Crises,
Aurora Murgea,
in Ovidius University Annals, Economic Sciences Series
(2011)
Keywords: financial crisis, derivative market, economic development, global risk.
The role of derivatives in market strains during the COVID-19 crisis,
Carlos González Pedraz and Adrian van Rixtel,
from Banco de España
(2021)
Keywords: equity derivatives, leverage, retail investors, feedback loops, market functioning
Derivatives Markets and Systematic Risks: Some Reflections,
Chritian De Boissieu,
in The European Journal of Finance
(1995)
Keywords: derivatives markets, over-the-counter contracts, systemic risks, regulation, internal control,
Traders Perception and Awareness on Financial Derivatives in Indian Stock Market,
N Selvaraj,
in International Journal of Business Management and Finance Research
(2021)
Keywords: Derivatives, Stock market, Financial, Traders, Investment.
PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL,
David Heath and Eckhard Platen,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2002)
Keywords: Derivative pricing, arbitrage, minimal market model
Agriculturalizing finance? Data assemblages and derivatives markets in small-town New Zealand,
Matthew Henry and Russell Prince,
in Environment and Planning A
(2018)
Keywords: Financialization; agriculture; data assemblage; financial markets; derivatives
Informational efficiency and spurious spillover effects between spot and derivatives markets,
Vasilios Sogiakas and George Karathanassis,
in Global Finance Journal
(2015)
Keywords: Spurious spillover effects; Derivatives markets; Regime shift;
Recent Developments in International Currency Derivatives Market: Implications for Poland,
Lucjan Orlowski,
from CASE-Center for Social and Economic Research
(1995)
Keywords: Poland, International Currency Derivatives, International Financial Markets
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset,
Jorge Abad, Iñaki Aldasoro, Christoph Aymanns, Marco D'Errico, Peter Hoffmann, Sam Langfield, Martin Neychev, Tarik Roukny and Linda Rousová,
from European Systemic Risk Board
(2016)
Keywords: derivatives markets, financial networks, OTC
The global derivatives market,
William J. McDonough,
in Quarterly Review
(1993)
Keywords: Derivative securities; International finance
Assessing derivative market positions,
Gary D. Koppenhaver,
from Federal Reserve Bank of Chicago
(1995)
Keywords: Clearinghouses (Banking); Derivative securities
RELATIONSHIP DERIVATIVES FINANCIAL MARKETS, MONEY AND STOCK MARKETS AS A SUBSYSTEM OF FINANCIAL MARKET,
Yulia Yelnikova,
in Baltic Journal of Economic Studies
(2016)
Keywords: financial derivatives market, stock market, money market, financial market, financial depth
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey,
Jason Ahn, Mihovil Matic and Christian Vallence,
in RBA Bulletin (Print copy discontinued)
(2012)
Keywords: OTC derivatives; Australian derivatives markets; derivatives markets reform; BIS semi-annual survey; BIS semiannual survey; derivatives market size; notional principal outstanding
Derivatives: Introduction and Overview,
Obiyathulla Bacha and Pattarake Sarajoti,
from World Scientific Publishing Co. Pte. Ltd.
(2023)
Keywords: Derivatives, Financial Derivatives, Derivative Markets, Forwards, Futures, Options, Shariah Compliant Derivatives, Islamic Derivatives,
Derivative Instruments and Islamic Finance,
Obiyathulla Bacha and Pattarake Sarajoti,
from World Scientific Publishing Co. Pte. Ltd.
(2023)
Keywords: Derivatives, Financial Derivatives, Derivative Markets, Forwards, Futures, Options, Shariah Compliant Derivatives, Islamic Derivatives,
The Derivatives Market in South Africa: Lessons for Sub-Saharan African Countries,
Olatundun Janet Adelegan,
from International Monetary Fund
(2009)
Keywords: WP;derivative instrument;market;futures contract;bond market;derivative trading;fixed income derivative; derivatives; South Africa; options; futures; fixed income; market operator; agriculture commodities derivative; bond futures; exchange control reform; market participant; stock futures futures contract; market growth; currency derivative; currency futures market; derivative platform; Derivative markets; Futures markets; Over-the-counter markets; Africa; Sub-Saharan Africa;equity futures
Are derivatives dealers vulnerable to market meltdown?,
Anonymous,
in Financial Update
(1996)
Keywords: Derivative securities
Commodity derivative markets,
Delphine Lautier,
from HAL
(2008)
Keywords: Term structure,commodity prices,derivatives
The impact of the capital gains tax on the Korean derivatives market,
Gunther Capelle-Blancard and Emna Khemakhem,
in Finance Research Letters
(2024)
Keywords: Financial transaction tax; Tobin tax; Capital gains tax; Derivatives market regulation; Mini-derivatives; Liquidity; KOSPI; Korea exchange (KRX);
Reforming the over-the-counter derivatives market: what’s to be gained?,
Kent Cherny and Ben Craig,
in Economic Commentary
(2010)
Keywords: Derivative securities; Over-the-counter markets; Financial market regulatory reform
Financial hedging with derivatives and its impact on the Colombian market value for listed companies,
César Augusto Giraldo-Prietoa, Gabriel Jaime González Uribe, Cristhian Vesga Bermejo and Diana Carolina Ferreira Herrera,
in Contaduría y Administración
(2017)
Keywords: Financial hedging; Derivative instruments; Market risk; Market value
Enhancing the Financial Derivatives Market in Kenya: Challenges, Opportunities and Strategic Recommendations,
Jackson Barngetuny (PhD),
in International Journal of Finance and Accounting
(2024)
Keywords: Financial Derivatives, Financial Markets, Risk Management, Speculative Trading, Kenyan Derivatives Market, Futures, Options, Market Liquidity, Capital Market Reforms, Financial Instruments
Derivatives market and economic growth nexus: Policy implications for emerging markets,
Duc Hong Vo, Phuc Van Nguyen, Minh Nguyen, Anh The Vo and Thang Cong Nguyen,
in The North American Journal of Economics and Finance
(2020)
Keywords: Derivatives market; Economic growth; Granger-causality tests; Panel VAR;
Electricity Spot and Derivatives Pricing when Markets are Interconnected,
Roland Füss, Steffen Mahringer and Marcel Prokopczuk,
from University of St. Gallen, School of Finance
(2013)
Keywords: Electricity Pricing, Fundamental Model, Multi-Market Modeling, Derivatives Pricing, Energy Market Coupling
Dry markets and superreplication bounds of American derivatives,
Joao Amaro de Matos and Ana Lacerda,
from Universidade Nova de Lisboa, Nova School of Business and Economics
(2004)
Keywords: American derivatives, pricing, incomplete markets, dry markets, superreplication, randomized stopping times, strong duality
On the inception of sound derivative products in emerging markets,
Mazin A.M. Al Janabi,
in Journal of Financial Regulation and Compliance
(2006)
Keywords: Derivative markets, Emerging markets, Financial engineering, Financial institutions, Financial risk, Government policy
Derivatives debacles: case studies of large losses in derivatives markets,
Anatoli Kuprianov,
in Economic Quarterly
(1995)
Keywords: Derivative securities
Derivatives and systemic risk: netting, collateral, and closeout,
Robert R. Bliss and George G. Kaufman,
from Federal Reserve Bank of Chicago
(2005)
Keywords: Derivative securities; Financial markets
The importance of swap transactions in the evolution of the Polish currency market and the OTC interest rate derivatives market,
Robert Włodarczyk and Magdalena Sikorska,
in International Entrepreneurship Review
(2019)
Keywords: swap; currency market; derivatives market; futures market; financial risks
MAIN TRENDS OF DERIVATIVES' MARKET DEVELOPMENT IN CENTRAL AND EASTERN EUROPE,
Kostiantyn Vozianov,
in Baltic Journal of Economic Studies
(2015)
Keywords: derivatives market, futures, options, stock exchanges in Central and Eastern Europe, exchange-traded derivatives, exchange consolidation, trading system
IMPLEMENTATION OF FINANCIAL DERIVATIVES ON THE CAPITAL MARKET OF REPUBLIC OF MOLDOVA: CHALLENGES AND OPPORTUNITIES,
Victoria Iordachi and Marcelina Roşca,
in Journal of Financial and Monetary Economics
(2015)
Keywords: capital market, derivatives market, derivative financial instruments, futures, options, forward contract, stock exchange, commodity exchange, OTC market
IMPLEMENTATION OF FINANCIAL DERIVATIVES ON THE CAPITAL MARKET OF REPUBLIC OF MOLDOVA: CHALLENGES AND OPPORTUNITIES,
Victoria Iordachi and Marcelina Roşca,
in Journal of Financial and Monetary Economics
(2015)
Keywords: capital market, derivatives market, derivative financial instruments, futures, options, forward contract, stock exchange, commodity exchange, OTC market
Derivatives and the real economy,
Sipko Juraj,
in Creative and Knowledge Society
(2011)
Keywords: credit default swap, derivatives, derivatives market, over-the counter market
An equilibrium model for the OTC derivatives market with a collateral agreement,
Kazuhiro Takino,
in Journal of Commodity Markets
(2016)
Keywords: OTC derivative market; Counterparty risk (right-way risk, wrong-way risk); Collateral; Incomplete market; Utility-based pricing; Market equilibrium;
Modern Banking and OTC Derivatives Markets: The Transformation of Global Finance and its Implications for Systemic Risk,
Burkhard Drees, Garry Schinasi, Charles Kramer and R. Craig,
from International Monetary Fund
(2001)
Keywords: OP;market;OTC derivatives market;derivative instrument;derivative;University Officers' Training Corps; OTC derivatives activity; market participant; market liquidity; OTC derivatives instruments; Derivative markets; Over-the-counter markets; Credit; Options; Credit risk; Global; Australia and New Zealand
Interest Rate Swaps, Credit, and Other Derivatives,
Obiyathulla Bacha and Pattarake Sarajoti,
from World Scientific Publishing Co. Pte. Ltd.
(2023)
Keywords: Derivatives, Financial Derivatives, Derivative Markets, Forwards, Futures, Options, Shariah Compliant Derivatives, Islamic Derivatives,
Necessity of the Establishment of a Financial Derivatives Market in Bangladesh,
Md. Habibur Rahman,
in International Journal of Management Science and Business Administration
(2015)
Keywords: Financial derivatives market, Forward contract, Future contract, Option contract, Swap contract
Extracting Information from the Market to Price the Weather Derivatives,
Helene Hamisultane,
from HAL
(2007)
Keywords: weather derivatives,incomplete market,mean-reverting jump diffusion process,EGARCH process,PIDE,inversion problem
Are property derivatives a leading indicator of the real estate market?,
Pierre-Arnaud Drouhin and Arnaud Simon,
from HAL
(2014)
Keywords: Appraisal based index,Forward curve,Granger causality,Real estate swap,Derivatives,Real Estate,Stock Market
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