|
|
|
|
|
Isabet Ebru YAZICIOGLU, Hasan KAZAK
Pág. 91 - 118
Sukuk is an interest-free Capital market tool developed for use in Islamic finance. Sukuk is an Islamic compliant certificate, which is developed as an alternative to traditional bonds and which is based on asset-based securities with different character...
ver más
|
|
|
|
|
|
|
|
|
|
|
Yunkang Du and Zuoliang Xu
In this paper, we recover the European option volatility function σ(t)" role="presentation">??(??)s(t)
s
(
t
)
of the underlying asset and the fractional order α" role="presentation" style="position: relative;">??a
a
of the time fra...
ver más
|
|
|
|
|
|
|
|
|
|
|
Geraldine Juárez
Pág. Finance an - 88
Assets thrive on liquidity but they also enact a freezing of their own, a freezing of the underlying. How can we undo the cold reign of the asset economy? By turning state practices of asset freezing into the basis for a pirate tactic of de-assetization....
ver más
|
|
|
|
|
|
|
|
|
|
|
Xinyi Li, Yuhong Zhang, Xing Zhang and Runtang Gu
This study investigated the relationship between a sector-specific Australian Real Estate Investment Trust (A-REITs) and the underlying property assets in its property portfolio. The existing studies have assessed the connectedness/correlation between th...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shanuka Senarath, Pelma Rajapakse, Jan Job de Vries Robbé, Naveen Wickremeratne and Maduka Subasinghage
A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
ver más
|
|
|
|
|
|
|
|
|
|
|
Pavel V. Gapeev, Libo Li and Zhuoshu Wu
We derive explicit solutions to the perpetual American cancellable standard put and call options in an extension of the Black?Merton?Scholes model. It is assumed that the contracts are cancelled at the last hitting times for the underlying asset price pr...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cristina Viegas and José Azevedo-Pereira
This study develops a quasi-closed-form solution for the valuation of an American put option and the critical price of the underlying asset. This is an important area of research both because of a large number of transactions for American put options on ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Masiala Mavungu,Evan Hurwitz,Tshilidzi Marwala
AbstractOrientation: This article is related to Finances and Optimisation. The auctioneer designs every auction mechanism such that utility is maximised and cost is minimised.Research purpose: This article proposes an optimal auction mechanism through wh...
ver más
|
|
|
|
|
|
|
|
|
|
|
Justin Morscheck
Pág. 21 - 37
Using intraday trading data during the 2008 financial crisis, from the Standard and Poor?s Depository Receipt (SPDR) market, we test for evidence of the informational advantage of traders. In addition, we examine the effect of pricing error on trade pric...
ver más
|
|
|
|
|
|