Learning, investments and derivatives

نویسنده

  • Andrei N. Soklakov
چکیده

The recent crisis and the following flight to simplicity put most derivative businesses around the world under considerable pressure. We argue that the traditional modeling techniques must be extended to include product design. We propose a quantitative framework for creating products which meet the challenge of being optimal from the investors point of view while remaining relatively simple and transparent.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Relationship between Safety Investment and Safety Performance Indices Considering the Project Hazard Level in Construction Industry

Introduction: Each country needs to preserve its human capital through preventing accidents for its development. Therefore, this study is carried out to study the relationship between safety investments and safety performance indices considering the interactive effect of the project hazard level in construction industry. Material and Methods: This study was conducted using multiple case studie...

متن کامل

Effects of full collateralization in commodity futures investments

The study extends research on the impact of commodity futures investments on portfolio performance by incorporating levered futures directly into the optimization problem. Differences in portfolio performance between fully collateralized and levered futures arise primarily in the presence of investment constraints. The attractiveness of portfolios is also affected by differences in commodity in...

متن کامل

Overview of Risk Management in Electricity Markets Using Financial Derivatives

Electricity spot prices are highly volatile under optimal generation capacity scenarios due to factors such as nonstorability of electricity, peak demand at certain periods, generator outages, fuel uncertainty for renewable energy generators, huge investments and time needed for generation capacity expansion etc. As a result market participants are exposed to price and volume risk, which has le...

متن کامل

Public Spending on Health Service and Policy Research in Canada, the United Kingdom, and the United States: A Modest Proposal

Health services and policy research (HSPR) represent a multidisciplinary field which integrates knowledge from health economics, health policy, health technology assessment, epidemiology, political science among other fields, to evaluate decisions in health service delivery. Health service decisions are informed by evidence at the clinical, organizational, and policy level, levels with distinct...

متن کامل

Non-dealer Clearing of Over-the-counter Derivatives

Much of the underlying demand for OTC derivatives originates from non-dealer financial institutions, such as institutional investors, or non-financial corporations (collectively referred to as ‘non-dealers’ in this article). Often, such firms use OTC derivatives to hedge financial risks arising from their investments or real economic activities. A life insurance provider, for instance, may use ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • CoRR

دوره abs/1106.2882  شماره 

صفحات  -

تاریخ انتشار 2011