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Relevant bibliographies by topics / Derivative Valuation

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Academic literature on the topic 'Derivative Valuation'

Author: Grafiati

Published: 4 June 2021

Last updated: 3 February 2022

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Journal articles on the topic "Derivative Valuation"

1

Ahmed, Anwer S., Emre Kilic, and Gerald J. Lobo. "Does Recognition versus Disclosure Matter? Evidence from Value-Relevance of Banks' Recognized and Disclosed Derivative Financial Instruments." Accounting Review 81, no. 3 (May 1, 2006): 567–88. http://dx.doi.org/10.2308/accr.2006.81.3.567.

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We provide evidence on how investor valuation of derivative financial instruments differs depending upon whether the fair value of these instruments is recognized or disclosed. Expanded disclosures and accounting practices prior to SFAS No. 133 and mandatory recognition of derivative fair values after SFAS No. 133 provide a natural setting for comparing the valuation implications of recognized and disclosed derivative fair value information. This unique setting mitigates many of the research design problems with recognition versus disclosure studies. Using a sample of banks that simultaneously hold recognized and disclosed derivatives prior to SFAS No. 133, we find that the valuation coefficients on recognized derivatives are significant, whereas the valuation coefficients on disclosed derivatives are not significant. Further, using a sample of banks that have only disclosed derivatives prior to SFAS No. 133, which are recognized after SFAS No.133, we find that while the valuation coefficients on disclosed derivatives are not significant, the valuation coefficients on recognized derivatives are significant. These results are consistent with the view that recognition and disclosure are not substitutes. Our findings suggest that SFAS No. 133 has increased the transparency of derivative financial instruments.

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NAUTA, BERT-JAN. "LIQUIDITY RISK, INSTEAD OF FUNDING COSTS, LEADS TO A VALUATION ADJUSTMENT FOR DERIVATIVES AND OTHER ASSETS." International Journal of Theoretical and Applied Finance 18, no. 02 (March 2015): 1550014. http://dx.doi.org/10.1142/s0219024915500144.

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Traditionally derivatives have been valued in isolation. The balance sheet of which a derivative position is part, was not included in the valuation. Recently however, aspects of the valuation have been revised to incorporate certain elements of the balance sheet. Examples are the debt valuation adjustment which incorporates default risk of the bank holding the derivative, and the funding valuation adjustment that some authors have proposed to include the cost of funding into the valuation. This paper investigates the valuation of derivatives as part of a balance sheet. In particular, the paper considers funding costs, default risk and liquidity risk. A valuation framework is developed under the elastic funding assumption. This assumption states that funding costs reflect the quality of the assets, and any change in asset composition is immediately reflected in the funding costs. The result is that funding costs should not affect the value of derivatives. Furthermore, a new model for pricing liquidity risk is described. The paper highlights that the liquidity spread, used for discounting cashflows of illiquid assets, should be expressed in terms of the liquidation value (LV) of the asset, and the probability that the institution holding the asset needs to liquidate its assets.

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Han, Meng, Yeqi He, and Hu Zhang. "A note on discounting and funding value adjustments for derivatives." Journal of Financial Engineering 01, no. 01 (March 2014): 1450008. http://dx.doi.org/10.1142/s2345768614500081.

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In this paper, valuation of a derivative partially collateralized in a specific foreign currency defined in its credit support annex traded between default-free counterparties is studied. Two pricing approaches — by hedging and by expectation — are presented to obtain similar valuation formulae which are equivalent under certain conditions. Our findings show that the current marking-to-market value of such a derivative consists of three components: the price of the perfectly collateralized derivative (a.k.a. the price by collateral rate discounting), the value adjustment due to different funding spreads between the payoff currency and the collateral currency, and the value adjustment due to funding requirements of the uncollateralized exposure. These results generalize previous works on discounting for fully collateralized derivatives and on funding value adjustments for partially collateralized or uncollateralized derivatives.

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Bakshi, Gurdip, and Dilip Madan. "Spanning and derivative-security valuation." Journal of Financial Economics 55, no. 2 (February 2000): 205–38. http://dx.doi.org/10.1016/s0304-405x(99)00050-1.

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SCHERER, MATTHIAS, and THORSTEN SCHULZ. "EXTREMAL DEPENDENCE FOR BILATERAL CREDIT VALUATION ADJUSTMENTS." International Journal of Theoretical and Applied Finance 19, no. 07 (November 2016): 1650042. http://dx.doi.org/10.1142/s0219024916500424.

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Recognizing counterparty default risk as integral part of the valuation process of financial derivatives has changed the classical view on option pricing. Calculating the bilateral credit valuation adjustment (BCVA) including wrong way risk (WWR) requires a sound model for the dependence structure between three quantities: the default times of the two contractual parties and the derivative/portfolio value at the first of the two default times. There exist various proposals, but no market consensus, on how this dependence structure should be modeled. Moreover, available mathematical tools depend strongly on the marginal models for the default times and the model for the underlying of the derivative. In practice, independence between all (or some) quantities is still a popular (over-)simplification, which completely misses the root of WWR. In any case, specifying the dependence structure imposes one to model risk and even within some parametric model one typically obtains a considerable interval of BCVA values when the parameters are taken to the extremes. In this work, we present a model-free approach to identify the dependence structure that implies the extremes of BCVA. This is achieved by solving a mass-transportation problem using tools from optimization.

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Lindo, Duncan. "Why derivatives need models: the political economy of derivative valuation models." Cambridge Journal of Economics 42, no. 4 (November 1, 2017): 987–1008. http://dx.doi.org/10.1093/cje/bex055.

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Bellalah, Mondher, and Marc Lavielle. "A Decomposition of Empirical Distributions with Applications to the Valuation of Derivative Assets." Multinational Finance Journal 6, no. 2 (June 1, 2002): 99–130. http://dx.doi.org/10.17578/6-2-2.

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BACK, JANIS, and MARCEL PROKOPCZUK. "COMMODITY PRICE DYNAMICS AND DERIVATIVE VALUATION: A REVIEW." International Journal of Theoretical and Applied Finance 16, no. 06 (September 2013): 1350032. http://dx.doi.org/10.1142/s0219024913500325.

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This paper reviews extant research on commodity price dynamics and commodity derivative pricing models. In the first half, we provide an overview of key characteristics of commodity price behavior that have been explored and documented in the theoretical and empirical literature. In the second half, we review existing derivative pricing models and discuss how the peculiarities of commodity markets have been integrated in these models. We conclude the paper with a brief outlook on various important research questions that need to be addressed in the future.

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WU, LIXIN. "CVA AND FVA TO DERIVATIVES TRADES COLLATERALIZED BY CASH." International Journal of Theoretical and Applied Finance 18, no. 05 (July 28, 2015): 1550035. http://dx.doi.org/10.1142/s0219024915500351.

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In this paper, we consider replication pricing of derivatives that are partially collateralized by cash. We let issuer replicate the derivatives payout using shares and cash, and let buyer replicate the loss given the counterparty default using credit default swaps. The costs of funding for replication and collateral posting are taken into account in the pricing process. A partial differential equation (PDE) for the derivatives price is established, and its solution is provided in a Feynman–Kac formula, which decomposes the derivatives value into the risk-free value of the derivative plus credit valuation adjustment (CVA) and funding valuation adjustment (FVA). For most derivatives, we show that CVAs can be evaluated analytically or semi-analytically, while FVAs as well as the derivatives values can be solved recursively through numerical procedures due to their interdependence. In numerical demonstrations, continuous and discrete margin revisions are considered, respectively, for an equity call option and a vanilla interest-rate swap.

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WU, LIXIN, and DAWEI ZHANG. "xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT." International Journal of Theoretical and Applied Finance 23, no. 01 (February 2020): 2050006. http://dx.doi.org/10.1142/s0219024920500065.

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xVA is a collection of valuation adjustments made to the classical risk-neutral valuation of a derivative or derivatives portfolio for pricing or for accounting purposes, and it has been a matter of debate and controversy. This paper is intended to clarify the notion of xVA as well as the usage of the xVA items in pricing, accounting or risk management. Based on bilateral replication pricing using shares and credit default swaps, we attribute the P&L of a derivatives trade into the compensation for counterparty default risks and the costs of funding. The expected present values of the compensation and the funding costs under the risk-neutral measure are defined to be the bilateral CVA and FVA, respectively. The latter further breaks down into FCA, MVA, ColVA and KVA. We show that the market funding liquidity risk, but not any idiosyncratic funding risks, can be bilaterally priced into a derivative trade, without causing price asymmetry between the counterparties. We call for the adoption of VaR or CVaR methodologies for managing funding risks. The pricing of xVA of an interest-rate swap is presented.

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Dissertations / Theses on the topic "Derivative Valuation"

1

Diallo, Nafi C. "The valuation of credit default swaps." Link to electronic thesis, 2005. http://www.wpi.edu/Pubs/ETD/Available/etd-011106-122357/.

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Hutton, J. P. "Fast valuation of derivative securities." Thesis, University of Essex, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.282493.

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Diallo, Nafi C. "The Valuation of Credit Default Swaps." Digital WPI, 2006. https://digitalcommons.wpi.edu/etd-theses/57.

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The credit derivatives market has known an incredible development since its advent in the 1990's. Today there is a plethora of credit derivatives going from the simplest ones, credit default swaps (CDS), to more complex ones such as synthetic single-tranche collateralized debt obligations. Valuing this rich panel of products involves modeling credit risk. For this purpose, two main approaches have been explored and proposed since 1976. The first approach is the Structural approach, first proposed by Merton in 1976, following the work of Black-Scholes for pricing stock options. This approach relies in the capital structure of a firm to model its probability of default. The other approach is called the Reduced-form approach or the hazard rate approach. It is pioneered by Duffie, Lando, Jarrow among others. The main thesis in this approach is that default should be modeled as a jump process. The objective of this work is to value Asset-backed Credit default swaps using the hazard rate approach.

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Ntwiga, Davis Bundi. "Numerical methods for the valuation of financial derivatives." Thesis, University of the Western Cape, 2005. http://etd.uwc.ac.za/index.php?module=etd&amp.

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Numerical methods form an important part of the pricing of financial derivatives and especially in cases where there is no closed form analytical formula. We begin our work with an introduction of the mathematical tools needed in the pricing of financial derivatives. Then, we discuss the assumption of the log-normal returns on stock prices and the stochastic differential equations. These lay the foundation for the derivation of the Black Scholes differential equation, and various Black Scholes formulas are thus obtained. Then, the model is modified to cater for dividend paying stock and for the pricing of options on futures. Multi-period binomial model is very flexible even for the valuation of options that do not have a closed form analytical formula. We consider the pricing of vanilla options both on non dividend and dividend paying stocks. Then show that the model converges to the Black-Scholes value as we increase the number of steps. We discuss the Finite difference methods quite extensively with a focus on the Implicit and Crank-Nicolson methods, and apply these numerical techniques to the pricing of vanilla options. Finally, we compare the convergence of the multi-period binomial model, the Implicit and Crank Nicolson methods to the analytical Black Scholes price of the option. We conclude with the pricing of exotic options with special emphasis on path dependent options. Monte Carlo simulation technique is applied as this method is very versatile in cases where there is no closed form analytical formula. The method is slow and time consuming but very flexible even for multi dimensional problems.

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Guerrero, Leon. "Valuation of Over-The-Counter (OTC) Derivatives with Collateralization." Master's thesis, University of Central Florida, 2013. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/5751.

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Collateralization in over-the-counter (OTC) derivatives markets has grown rapidly over the past decade, and even faster in the past few years, due to the impact of the recent financial crisis and the particularly important attention to the counterparty credit risk in derivatives contracts. The addition of collateralization to such contracts significantly reduces the counterparty credit risk and allows to offset liabilities in case of default. We study the problem of valuation of OTC derivatives with payoff in a single currency and with single underlying asset for the cases of zero, partial, and perfect collateralization. We assume the derivative is traded between two default-free counterparties and analyze the impact of collateralization on the fair present value of the derivative. We establish a uniform generalized derivative pricing framework for the three cases of collateralization and show how different approaches to pricing turn out to be consistent. We then generalize the results to include multi-asset and cross-currency arguments, where the underlying and the derivative are in some domestic currency, but the collateral is posted in a foreign currency. We show that the results for the single currency, multi-asset case are consistent with those obtained for the single currency, single asset case.
M.S.
Masters
Mathematics
Sciences
Mathematical Science; Industrial Mathematics

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6

Houry, Antonis. "Optimization in quasi-Monte Carlo methods for derivative valuation." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/8630.

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Computational complexity in financial theory and practice has seen an immense rise recently. Monte Carlo simulation has proved to be a robust and adaptable approach, well suited for supplying numerical solutions to a large class of complex problems. Although Monte Carlo simulation has been widely applied in the pricing of financial derivatives, it has been argued that the need to sample the relevant region as uniformly as possible is very important. This led to the development of quasi-Monte Carlo methods that use deterministic points to minimize the integration error. A major disadvantage of low-discrepancy number generators is that they tend to lose their ability of homogeneous coverage as the dimensionality increases. This thesis develops a novel approach to quasi-Monte Carlo methods to evaluate complex financial derivatives more accurately by optimizing the sample coordinates in such a way so as to minimize the discrepancies that appear when using lowdiscrepancy sequences. The main focus is to develop new methods to, optimize the sample coordinate vector, and to test their performance against existing quasi-Monte Carlo methods in pricing complicated multidimensional derivatives. Three new methods are developed, the Gear, the Simulated Annealing and the Stochastic Tunneling methods. These methods are used to evaluate complex multi-asset financial derivatives (geometric average and rainbow options) for dimensions up to 2000. It is shown that the two stochastic methods, Simulated Annealing and Stochastic Tunneling, perform better than existing quasi-Monte Carlo methods, Faure' and Sobol'. This difference in performance is more evident in higher dimensions, particularly when a low number of points is used in the Monte Carlo simulations. Overall, the Stochastic Tunneling method yields the smallest percentage root mean square relative error and requires less computational time to converge to a global solution, proving to be the most promising method in pricing complex derivatives.

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7

Kang, Zhuang. "Illiquid Derivative Pricing and Equity Valuation under Interest Rate Risk." University of Cincinnati / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1282168157.

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8

Apabhai, Mohammed Z. "Term structure modelling and the valuation of yield curve derivative securities." Thesis, University of Oxford, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308683.

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9

Zeng, Tao. "Tax planning using derivative instruments and firm market valuation under clean surplus accounting." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 2001. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/NQ56110.pdf.

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10

Richardson, Lyle. "Liquid yield option notes (LYONS) : corporate objectives, valuation and pricing." Honors in the Major Thesis, University of Central Florida, 2001. http://digital.library.ucf.edu/cdm/ref/collection/ETH/id/299.

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This item is only available in print in the UCF Libraries. If this is your Honors Thesis, you can help us make it available online for use by researchers around the world by following the instructions on the distribution consent form at http://library.ucf.edu/Systems/DigitalInitiatives/DigitalCollections/InternetDistributionConsentAgreementForm.pdf You may also contact the project coordinator, Kerri Bottorff, at kerri.bottorff@ucf.edu for more information.
Bachelors
Business Administration
Finance

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Books on the topic "Derivative Valuation"

1

Patrick, Cusatis, ed. Municipal derivative securities: Uses and valuation. Burr Ridge, Ill: Irwin, 1995.

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2

Mastro, Michael. Financial Derivative and Energy Market Valuation. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118501788.

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3

1955-, Miller Thomas W., ed. Derivatives: Valuation and risk management. New York: Oxford University Press, 2003.

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American-style derivatives: Valuation and computation. Boca Raton, [Fla.]: Taylor&Francis, 2005.

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The valuation of interest rate derivative securities. London: Routledge, 1996.

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Detemple, Jérôme. American-style derivatives: Valuation and computation. Boca Raton, Fl: Chapman & Hall/CRC, 2005.

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Detemple, Jérôme. American-style derivatives: Valuation and computation. Boca Raton, [Fla.]: Taylor & Francis, 2006.

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8

Valuation of fixed income securities and derivatives. 3rd ed. New Hope, Pa: Frank J. Fabozzi Associates, 1998.

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9

Valuation and risk management of interest rate derivative securities. Bern: Verlag Paul Haupt, 1992.

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American-Style Derivatives. London: Taylor and Francis, 2005.

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Book chapters on the topic "Derivative Valuation"

1

Federico, Santa, Andrea Petrelli, Jun Zhang, and Vivek Kapoor. "CDO Valuation." In Credit Derivative Strategies, 167–73. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119204220.ch10.

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Federico, Santa, Andrea Petrelli, Jun Zhang, and Vivek Kapoor. "CDS Valuation." In Credit Derivative Strategies, 161–65. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119204220.ch9.

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3

Bingham, Nicholas H., and Rüdiger Kiesel. "Derivative Background." In Risk-Neutral Valuation, 1–31. London: Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-3619-4_1.

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Bingham, Nicholas H., and Rüdiger Kiesel. "Derivative Background." In Risk-Neutral Valuation, 1–27. London: Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3856-3_1.

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Zhang, Guochang. "Accounting Information and Equity Returns: A Derivative of the Value Function." In Accounting Information and Equity Valuation, 159–70. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8160-7_9.

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Davis, Mark H. A. "Model-Free Methods in Valuation and Hedging of Derivative Securities." In The Handbook of Post Crisis Financial Modeling, 168–89. London: Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-49449-8_7.

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Schofield, Neil C. "Equity Valuation." In Equity Derivatives, 45–72. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-0-230-39107-9_3.

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Schofield, Neil C. "Valuation of Equity Derivatives." In Equity Derivatives, 73–103. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-0-230-39107-9_4.

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Brigo, Damiano, Qing D. Liu, Andrea Pallavicini, and David Sloth. "Nonlinearity Valuation Adjustment." In Innovations in Derivatives Markets, 3–35. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-33446-2_1.

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Glabadanidis, Paskalis. "Fixed Income Derivatives." In Absence of Arbitrage Valuation, 101–15. New York: Palgrave Macmillan US, 2014. http://dx.doi.org/10.1057/9781137372871_7.

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Conference papers on the topic "Derivative Valuation"

1

Makivic, M. S. "Path integral Monte Carlo method and maximum entropy: a complete solution for the derivative valuation problem." In IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr). IEEE, 1996. http://dx.doi.org/10.1109/cifer.1996.501833.

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"PROPERTY DERIVATIVES - VALUATION AND RISK ANALYSIS." In 15th Annual European Real Estate Society Conference: ERES Conference 2008. ERES, 2008. http://dx.doi.org/10.15396/eres2008_165.

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Wang, Hsing-Wen, and Shian-Chang Huang. "Hybrid wavelet -SVMs for modelling derivatives valuation." In 9th Joint Conference on Information Sciences. Paris, France: Atlantis Press, 2006. http://dx.doi.org/10.2991/jcis.2006.90.

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Bielecki, Tomasz R., and Marek Rutkowski. "Intensity-Based Valuation of Basket Credit Derivatives." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0002.

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Peng, Hsin-Tsung, Chi-Fang Chang, Szu-Lang Liao, Ming-Yang Kao, Feipei Lai, and Jan-Ming Ho. "The development of a real-time valuation service of financial derivatives." In 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr). IEEE, 2012. http://dx.doi.org/10.1109/cifer.2012.6327796.

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"Covenant strength and property valuation. A model for the derivation of default risk premium." In 4th European Real Estate Society Conference: ERES Conference 1997. ERES, 1997. http://dx.doi.org/10.15396/eres1997_172.

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