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An Alternative Option Pricing Model
An Alternative Option Pricing Model A European call option pricing model similar to the Black-Scholes ... future. However, unlike Black-Scholes, the market's risk preference is recognized through a parameter ...- Authors: Joseph D Marsden
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in the Financial System
A Global Derivatives Framework for Banks to Centrally Manage and Hedge Market Risks in the ... Hedge Market Risks in the Financial System The bank’s customers viz. non-bank company often get into various ...- Authors: ABHISHEK SINGH CHAUHAN
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives