Financial Derivatives
FINANCIAL DERIVATIVES IN INDIA: DEVELOPMENT PATTERN AND TRADING IMPACT ON THE VOLATILITY OF NSE
... 2000, financial derivatives market in India has shown a remarkable growth both in terms of volumes and numbers of contracts ...the derivatives trading in Indian markets. The introduction of ...
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Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment
... Interest rate swap (IRS) is one of the most popular financial derivatives. In the market, IRS’ s are quoted irrespective of credit ratings of counterparties. In another words, they are considered as ...
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Innovation Risk of the Financial Derivatives in China – Taking the accumulator as an example
... the financial derivatives transaction and prevent the risks from being produced and spread beyond the sovereign ...the financial derivatives ...the financial derivatives from ...
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Econometric Analysis of Financial Derivatives: An Overview
... a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to ...of Financial Derivatives” is to highlight ...
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Dynamics and Controllability of Financial Derivatives: Towards Stabilization the Global Financial Systems Crisis
... global financial derivatives. Since 2007 the Global Financial Economy has been experiencing what is said to be the worst financial crisis since the Great Depression in the ...outstanding ...
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Econometric Analysis of Financial Derivatives: An Overview
... a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to ...of Financial Derivatives” is to highlight ...
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Financial Derivatives, Earnings Management, and Firm Performance : Evidence from the Global Financial Crisis
... and financial uncertainty ...used financial derivatives in a given year or not, artificial income smoothing is measure by the absolute amount of discretionary accruals during the ...
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Financial Derivatives in Corporate Tax Aggressiveness
... derivative financial instruments in tax aggressiveness ...derivative financial assets and liabilities in total and categorized it into hedging and speculative (non-hedging) designations to identify which ...
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On financial derivatives and differential equations used in their assessment
... of financial derivatives is concerned with the pricing and modelling of financial instruments such as options, futures and more sophisticated ...
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The Market for Financial Derivatives: Removing Impediments to Growth
... oldest derivatives exchanges but of having three different derivatives exchanges – for commodities, fixed income and equity ...of financial derivatives, Malaysia introduced the KLCI futures ...
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A New Model for Pricing Collateralized Financial Derivatives
... This paper presents a new model for pricing financial derivatives subject to collateralization. It allows for collateral arrangements adhering to bankruptcy laws. As such, the model can back out the market ...
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Development of Financial Derivatives Market in India and its Position in Global Financial Crisis
... exchange-traded derivatives. The equity derivatives market is playing a major role in shaping price ...in financial asset price, integration of financial market internationally, sophisticated ...
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Financial Derivatives, Financial Leverage, Intangible Assets, and Transfer Pricing Aggressiveness: Evidence from Indonesian Companies
... For financial derivatives for speculative purposes, it is assumed that the company tends to delay the realization of profit while accelerating the realization of derivative losses in the current ...parties. ...
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A stochastic algorithm for the valuation of financial derivatives using the hyperbolic distributional variates
... the financial asset returns are normally distributed is not supported by empirical ...of financial returns distribution is difficult to determine, and in order for a parametric distributional model to ...
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Financial derivatives use and firm value in East Asian non-financial firms
... on derivatives use has been growing, most empirical studies focus on the derivatives usage of ...on derivatives in developed and emerging economies, yet research on the hedging behavior of East Asian ...
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International Journal of Islamic Financial Services Vol. 1 No.1 DISCUSSION FORUM. Islamic Financial Derivatives
... of financial markets, institutions and instruments to our esteemed Ulema, who are the ones to decide on the Islamic legal ...Islamic financial institu- tions is to have a Shari'ah committee (composed of ...
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Risk Management of Financial Derivatives
... management must institute a sound internal control framework to prevent losses caused by fraud and human error. Fundamental to this framework is the segregation of the operations and risk-taking functions. Many well ...
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Italian municipalities and the politics of financial derivatives: rethinking the Foucauldian perspective
... using derivatives, except in instances in which they intend to purchase interest rate caps on their actual loans (Cherubini, 2013; Italian Parliament, ...against financial intermediaries to attempt to ...
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The Bright Side of Financial Derivatives: Options Trading and Firm Innovation
... Our results complement those of Roll, Schwartz, and Subrahmanyam (2009), who find that option markets increase firm valuations by allowing agents to cover more contingencies and by stimulating trading on private ...
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A New Model for Pricing Collateralized Financial Derivatives
... global financial crisis measured their market and credit risk separately, whereas banks that used an integrated approach to market and credit risk measurement were much less ...
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