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タグ: derivatives [33 articles]

Recent papers classified by the tag derivatives.
  • notes Clowns to the Left of me, Jokers to the right: Dissecting Data Structures
    SIGPLAN Not., Vol. 43, No. 1. (January 2008), pp. 287-295.
    by Conor Mcbride
    posted to bifunctors datatype-generic derivatives functors generics haskell zipper by spl on 2008-01-25 19:05:36 as read along with 2 people bobob beete
  • Modelling Derivatives Pricing Mechanisms with Their Generating Functions
    (23 May 2006)
    by Shige Peng
    posted to derivatives finance math pricing probability by sirvio on 2006-05-27 00:32:08 as ***
  • Corrosion inhibition of brass by benzotriazole derivatives in NaCl solution
    Anti-Corrosion Methods and Materials, Vol. 52, No. 4. (April 2005), pp. 226-232.
    by R Ravichandran, S Nanjundan, N Rajendran
    posted to 1benzotriazole derivatives by sea313323 on 2007-11-25 13:46:29 as ** along with 2 people and 2 groups zzdhalla ayabuki IECO Metals-Conservation
  • Quantitative Strategies for Derivatives Trading
    (01 July 2006)
    by Dennis Yang
    posted to derivatives quantitative-strategies trading-strategies by Scis0000002 on 2008-01-08 23:44:55 as **
  • Fat-Tailed and Skewed Asset Return Distributions : Implications for Risk Management, Portfolio Selection, and Option Pricing
    (05 August 2005)
    by Svetlozar T Rachev, Frank J Fabozzi, Christian Menn
    posted to asymmetry derivatives distributions nongaussianity portfolio-selection power-laws pricing returns risks by Scis0000002 on 2007-12-31 14:21:34 as ** along with 1 person joeionnojitsu
  • Fractional and fractal derivatives modeling of turbulence
    ArXiv Nonlinear Sciences e-prints (November 2005)
    by W Chen
    posted to derivatives econophysics fractal-derivatives fractality fractal-phase-spaces fractional-derivatives fractionality fractional-phase-space markets phase-spaces by Scis0000002 on 2008-01-02 19:06:27 as **
  • Option Valuation with Jumps in Returns and Volatility
    by J Duan, P Ritchken, Z Sun
    posted to derivatives discontinuities by Scis0000002 on 2007-11-26 23:43:23 as **
  • Time Dynamics of Probability Measure and Hedging of Derivatives
    ArXiv Mathematics e-prints (May 1998)
    by S Esipov, I Vaysburd
    posted to derivatives hedging by Scis0000002 on 2008-01-02 18:05:07 as **
  • Fractional variations for dynamical systems: Hamilton and Lagrange approaches
    Journal of Physics A: Mathematical and General, Vol. 39, No. 26. (30 June 2006), pp. 8409-8425.
    by Tarasov, E Vasily
    posted to derivatives differential-forms fractional-derivatives hamiltonians lagrangians by Scis0000002 on 2008-05-02 21:42:20 as **
  • Multi-scale correlations in different future markets
    (23 Jul 2007)
    by M Bartolozzi, C Mellen, T Di Matteo, T Aste
    posted to correlations derivatives markets by Scis0000002 on 2007-12-07 23:10:06 as ** along with 1 person bigbossman
  • Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
    (15 November 2004)
    by Belal E Baaquie
    posted to derivatives finance integrals quantum-markets quantum-theories quantum-theory by Scis0000002 on 2008-01-08 00:01:57 as **
  • Dynamic hedging portfolios for derivative securities in the presence of large transaction costs
    (1994)
    by M Avellaneda, A Par'as
    posted to derivatives dynamic-hedging hedging portfolios transaction-costs by Scis0000002 on 2007-12-28 19:24:44 as **
  • Space--time fractional derivative operators
    (2003)
    by B Baeumer, M Meerschaert, J Andmortensen
    posted to derivatives fractional-derivatives space-time by Scis0000002 on 2008-01-02 18:48:36 as **
  • Adaptive genetic programming for option pricing
    (2007), pp. 2588-2594.
    by Zheng Yin, Anthony Brabazon, Conall O'Sullivan
    posted to derivatives genetic-programming options pricing by Scis0000002 on 2007-12-13 23:18:51 as **
  • Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization
    (28 August 2003)
    by Janet M Tavakoli
    posted to cdos credit-crisis derivatives by Scis0000002 on 2007-12-31 17:53:40 as ** along with 1 person joeionnojitsu
  • A Risk-Neutral Parametric Liquidity Model for Derivatives
    by David Bakstein, Sam Howison
    posted to derivatives liquidity risk-neutral by Scis0000002 on 2007-12-19 14:50:16 as ** along with 1 person scis0000001
  • Model Calibration in Mathematical Finance
    by Joshua N Newman
    posted to calibrating calibration derivatives mathematical-finance by Scis0000002 on 2007-11-24 15:12:28 as **
  • Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations
    Physica A Statistical Mechanics and its Applications, Vol. 334 (March 2004), pp. 531-557.
    by BE Baaquie, C Corianò, M Srikant
    posted to derivatives by Scis0000002 on 2008-01-07 19:18:23 as **
  • Fractional Integrals and Derivatives: Theory and Applications
    (08 December 1993)
    by Stefan G Samko, Anatoly A Kilbas, Oleg I Marichev
    posted to asymmetry derivatives finance fractional-derivatives fractional-integrals integrals by Scis0000002 on 2008-01-02 22:52:50 as ** along with 1 person ozarfreo
  • Online trading algorithms and robust option pricing
    (2006), pp. 477-486.
    by Peter Demarzo, Ilan Kremer, Yishay Mansour
    posted to computational-trading derivatives by Scis0000002 on 2007-11-26 23:31:56 as ** along with 1 person scis0000001
  • Optimal hedging of Derivatives with transaction costs
    ArXiv Physics e-prints (September 2005)
    by E Aurell, P Muratore-Ginanneschi
    posted to derivatives hedging transaction-costs by Scis0000002 on 2007-12-28 14:43:48 as **
  • A general methodology to price and hedge derivatives in incomplete markets
    ArXiv Condensed Matter e-prints (October 1998)
    by E Aurell, R Baviera, O Hammarlid, M Serva, A Vulpiani
    posted to derivatives hedging incomplete-markets pricing by Scis0000002 on 2007-12-28 19:41:26 as **
  • Using path integrals to price interest rate derivatives
    (14 Jun 1999)
    by Matthias Otto
    posted to derivatives economics finance integral interest path by pdlug on 2007-07-31 03:18:13 as **
  • Quantum Mechanics, Path Integrals and Option Pricing: Reducing the Complexity of Finance
    (11 Aug 2002)
    by Belal E Baaquie, Claudio Coriano, Marakani Srikant
    posted to derivatives economics finance integral interest path by pdlug on 2007-07-31 03:18:50 as ** along with 4 people gane5h alexv finegrid hugoduncan
  • Quantum field theory of treasury bonds
    Physical Review E, Vol. 64, No. 1. (22 June 2001), 016121.
    by Belal E Baaquie
    posted to derivatives economics finance integral interest path by pdlug on 2007-07-31 03:19:22 as **
  • The Pricing of Options and Corporate Liabilities
    The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654.
    by Fischer Black, Myron Scholes
    posted to black-scholes derivatives finance options by klouie on 2006-01-31 23:59:43 as ** along with 15 people and 2 groups snax brian carneym homeizhang kokoro1981 joeionnojitsu wreckademik syoyo danfcook alexv trivial81 chris_gpu KenM skheller quianominorleo Glimcher_Lab GPGPU
  • Option pricing: A simplified approach
    Journal of Financial Economics, Vol. 7, No. 3. (September 1979), pp. 229-263.
    by John C Cox, Stephen A Ross, Mark Rubinstein
    posted to black-scholes derivatives finance options by klouie on 2006-02-01 00:00:34 as ** along with 6 people and 1 group brian syoyo Kazuki hirose30 alexv skheller Glimcher_Lab
  • Synthesis, identification, characterization, stability, solubility, and protein binding of ester derivatives of salicylic acid and diflunisal
    International Journal of Pharmaceutics, Vol. 153, No. 1. (16 July 1997), pp. 25-39.
    by Daniel Y Hung, George D Mellick, Richard J Prankerd, Michael S Roberts
    posted to aspirin derivatives ester synthesis by hongan1985 on 2005-07-05 21:56:47 as ***** along with 1 person jaybhatt
  • Modeling Derivatives Applications in Matlab, C++, and Excel
    (18 December 2006)
    by Justin London
    posted to derivatives excel matlab by 1stl to the group OR on 2006-12-29 18:34:45 as ***** along with 1 group Statistics_and_Social_Science
  • DNA Cleavage by Topoisomerase I in the Presence of Indolocarbazole Derivatives of Rebeccamycin
    Biochemistry, Vol. 36, No. 13. (1 April 1997), pp. 3917-3929.
    by C Bailly, JF Riou, P Colson, C Houssier, E Rodrigues-Pereira, M Prudhomme
    posted to derivatives indolocarbazole of rebeccamycin by glogan on 2007-04-14 17:49:04 as read
  • Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering
    (24 August 2007)
    by J Sabatier
    posted to derivatives fractional-calculus integrals by ciga on 2007-10-03 09:32:27 as **
  • Nonextensive statistical mechanics and economics
    (16 Jan 2003)
    by Constantino Tsallis, Celia Anteneodo, Lisa Borland, Roberto Osorio
    posted to black-scholes derivatives econophysics nongaussian options by brian on 2006-02-05 19:19:42 as **
  • Options Markets
    (29 January 1985)
    by John C Cox, Mark Rubinstein
    posted to binomialpricing derivatives economics finance investment options by brian on 2006-02-03 03:24:32 as **
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