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Relevant bibliographies by topics / Financial derivative securities

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Academic literature on the topic 'Financial derivative securities'

Author: Grafiati

Published: 4 June 2021

Last updated: 5 February 2022

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Journal articles on the topic "Financial derivative securities"

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Novak, Oksana, Tetiana Osadcha, and Oleksandr Petruk. "CONCEPT AND CLASSIFICATION OF DERIVATIVE FINANCIAL INSTRUMENTS AS A METHODOLOGICAL PRECISION ON THEIR REGULATION IN THE FINANCIAL SERVICES MARKET." Baltic Journal of Economic Studies 5, no. 3 (2019): 135. http://dx.doi.org/10.30525/2256-0742/2019-5-3-135-144.

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The urgency of the research topic is caused by the rapid growth of capital markets and the emergence of all new financial instruments, the complexity of their structure and the transition beyond the regulatory influence of supervisory authorities. Discussion issues on the identification of derivatives, as well as their certain types, create significant problems with their valuation, the correctness of accounting, and the application of regulatory measures. Inconsistency in the interpretation of derivative financial instruments nature and their certain types is also present in domestic legal ac

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Vygovskyy, O. "LEGAL NATURE OF DERIVATIVES AND DERIVATIVE SECURITIES AS FINANCIAL MARKETS INSTRUMENTS." Actual Problems of International Relations, no. 137 (2018): 58–64. http://dx.doi.org/10.17721/apmv.2018.137.0.58-64.

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The article reveals the issues of legal nature of derivative securities and derivatives as financial instruments, their characteristic features in comparison with ordinary securities, explores theoretical background for their differentiation and distinct qualification of these two different legal categories. The author of the article analyzes broad and narrow interpretation of the concept of a derivative security in doctrinal and practical dimensions, specific features of derivatives as standardized financial contracts and outlines their key attributes which allows to distinguish them from sim

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Detemple, Jérôme. "Optimal Exercise for Derivative Securities." Annual Review of Financial Economics 6, no. 1 (2014): 459–87. http://dx.doi.org/10.1146/annurev-financial-110613-034241.

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Xamidov, Ixtiyor. "DEVELOPMENT OF DERIVATIVE TRADE IN THE SECURITIES MARKET OF UZBEKISTAN." INNOVATIONS IN ECONOMY 9, no. 3 (2020): 81–86. http://dx.doi.org/10.26739/2181-9491-2020-9-11.

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Revealing the role and poistion in financial globalisation and to further improve the economy of derivative trade system in valued paper markets in the country. Based on the world stock exchange information and the valued paper market derivative trade indexes, the paper is devoted to demonstrate the efficacy of derivatives and providing financial system stability by arranging the financial instruments

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Quoc Thinh, Tran, Ly Hoang Anh, and Nguyen Ngoc Khanh Dung. "Factors affecting the development of the Vietnamese derivative securities market." Investment Management and Financial Innovations 17, no. 4 (2020): 25–32. http://dx.doi.org/10.21511/imfi.17(4).2020.03.

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In the context of integration, the capital market has important implications for strengthening economic resources for development. This becomes even more important as the derivative securities market has recently emerged in some countries. It is an opportunity for countries to approach many capital sources, especially foreign capital. The objective of this paper is to identify factors affecting the development of Vietnamese derivative financial markets. The paper uses exploratory factor analysis and ordinary least squares to test the model. A survey sample includes 152 managers and experts of

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Waswa, Mercelline Nafula, and Dr Joshua Matanda Wepukhulu. "EFFECT OF USAGE OF DERIVATIVE FINANCIAL INSTRUMENTS ON FINANCIAL PERFORMANCE OF NON-FINANCIAL FIRMS." International Journal of Finance and Accounting 3, no. 2 (2018): 1. http://dx.doi.org/10.47604/ijfa.724.

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Purpose: The purpose of this study is to examine the effect of derivative financial instrument utilization on the financial performance of non-financial firms recorded at the Nairobi Securities Exchange. The objectives that guided this study are to assess the impact of use of derivatives in risk management on financial performance of non-financial firms listed on the Nairobi Securities Exchange (NSE). Methodology: The study embraced the regression model. A census of all the 47 non-financial firms listed at the NSE as at December 2017 constituted the target population where only 11 listed

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Scholes, Myron S. "Global financial markets, derivative securities, and systemic risks." Journal of Risk and Uncertainty 12, no. 2-3 (1996): 271–86. http://dx.doi.org/10.1007/bf00055798.

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Farmer, Kelsey Brooke. "Regulation of Prediction Markets Under the Financial Markets Conduct Act 2013." Victoria University of Wellington Law Review 46, no. 1 (2015): 137. http://dx.doi.org/10.26686/vuwlr.v46i1.4931.

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The Financial Markets Conduct Act 2013 (FMC Act) represents the most substantial overhaul of New Zealand's securities law in recent history. The regulation of derivatives in particular featured high on the agenda as an area in need of reform and, as a result, the FMC Act is much more clear than the Securities Act 1978 and Securities Markets Act 1988 with respect to typical derivative agreements. The focus of this article, however, is on the atypical: the use of derivatives in prediction markets. This article examines whether New Zealand-based prediction market iPredict will be regulated under

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Ghosh, Amit. "How do derivative securities affect bank risk and profitability?" Journal of Risk Finance 18, no. 2 (2017): 186–213. http://dx.doi.org/10.1108/jrf-09-2016-0116.

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Purpose Using data on 5,491 commercial banks in the USA that were operational between 2001 second quarter and 2016 first quarter, the present study aims to examine the impact of derivative securities and its different constituent categories on bank-specific risks and profitability. Design/methodology/approach The study uses panel data fixed effects model and Bayesian model averaging techniques. Findings This study finds aggregate derivatives and both interest-rate and exchange-rate derivatives and their different constituent categories to reduce banks insolvency risks for the entire time perio

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Gruzdev, Oles S. "DERIVATIVE FINANCIAL INSTRUMENTS IN TERMS OF BOOK-ENTRY SECURITIES." Vestnik Tomskogo gosudarstvennogo universiteta, no. 420 (July 1, 2017): 154–59. http://dx.doi.org/10.17223/15617793/420/23.

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Dissertations / Theses on the topic "Financial derivative securities"

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Wang, Mulong. "Financial derivatives in corporate risk management." Access restricted to users with UT Austin EID, 2001. http://wwwlib.umi.com/cr/utexas/fullcit?p3036610.

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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 th

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Chew, Tong-Gunn. "Incentives for voluntary disclosures of derivative financial instruments by financial institutions in Singapore." Monash University, Dept. of Accounting and Finance, 2004. http://arrow.monash.edu.au/hdl/1959.1/5301.

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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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Chan, T. M., and 陳祖明. "Risk and reward in the use of financial derivatives: risk and benefits relating to portfolio management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1995. http://hub.hku.hk/bib/B31266368.

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Lau, Ka Wo. "Numerical algorithms for exotic financial derivatives /." View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?COMP%202004%20LAU.

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Thesis (Ph. D.)--Hong Kong University of Science and Technology, 2004.<br>Includes bibliographical references (leaves 120-126). Also available in electronic version. Access restricted to campus users.

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McAnally, Robert C. "Numerical techniques for convertible bond pricing and a graph-theoretic approach to contingent claims analysis." Thesis, Imperial College London, 1995. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.267094.

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Berg, Stefan. "Kreditderivate im deutschen Privatrecht /." Frankfurt, M. ; Berlin Bern Bruxelles New York, NY Oxford Wien : Lang, 2008. http://d-nb.info/990412121/04.

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Mpala, Nqobile Natasha. "A comparative analysis of derivative regulation following the global financial crisis : an emerging markets perspective." Thesis, Rhodes University, 2015. http://hdl.handle.net/10962/d1018660.

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The international financial environment has become riskier due to the recent developments in product offerings and failure of regulation to keep abreast with these changes. The Global Financial Crisis exposed inadequacies of regulation, thus consensus on the need for comprehensive and uniform regulation was made by G-20 member states. Imposing exchange trading, clearing, reporting and capital requirements on the derivatives market are some of the ways of dealing with the problems caused by lax regulatory oversight. In this study, through the comparative analysis of derivatives regulation in So

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Solana, Javier. "All that glitters is not gold : the re-use of securities collateral as a source of systemic risk." Thesis, University of Oxford, 2017. https://ora.ox.ac.uk/objects/uuid:4f5df3ab-ca74-425f-9e35-9a25cd8336b6.

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Since the 1980s, regulators in the U.S. and the U.K. have protected the collateral taker's right to re-use securities collateral in securities financing and OTC derivatives markets on the understanding that it would promote liquidity and credit growth, and reduce systemic risk. However, this rationale was incomplete: it failed to acknowledge the full implications of collateral re-use for systemic risk. In this dissertation, I aim to complete that understanding by illustrating how the re-use of securities collateral in those markets can aggravate systemic risk. In particular, I describe two eff

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Books on the topic "Financial derivative securities"

1

Raiyani, Jagadish R. Financial derivatives in India. New Century Publications, 2011.

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Marki, Susan Ross. Derivative financial products. HarperBusiness, 1991.

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Financial derivatives. Kolb Pub. Co., 1993.

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A, Overdahl James, ed. Financial derivatives. Wiley, 2009.

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Kolb, Robert W. Financial derivatives. New York Institute of Finance, 1993.

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A, Overdahl James, ed. Financial derivatives. 3rd ed. John Wiley, 2003.

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Kolb, Robert W. Financial derivatives. 2nd ed. Blackwell Business, 1996.

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8

Board, Accounting Standards. Derivatives and other financial instruments. Accounting Standards Board, 1996.

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Board, Accounting Standards. Derivatives and other financial instruments. Accounting Standards Board, 1996.

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Board, Accounting Standards. Derivatives and other financial instruments. Accounting Standards Board, 1996.

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Book chapters on the topic "Financial derivative securities"

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Cipra, Tomas. "Derivative Securities." In Financial and Insurance Formulas. Physica-Verlag HD, 2010. http://dx.doi.org/10.1007/978-3-7908-2593-0_10.

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Campolieti, Giuseppe, and Roman N. Makarov. "Primer on Derivative Securities." In Financial Mathematics, 2nd ed. Chapman and Hall/CRC, 2021. http://dx.doi.org/10.1201/9780429503665-4.

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Clewlow, Les, Stewart Hodges, and Ana Pascoa. "Mathematical Programming and Risk Management of Derivative Securities." In Operational Tools in the Management of Financial Risks. Springer US, 1998. http://dx.doi.org/10.1007/978-1-4615-5495-0_14.

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Veronesi, Pietro. "Discounting and Derivative Pricing Before and After the Financial Crisis: An Introduction." In Handbook of Fixed-Income Securities. John Wiley & Sons, Inc, 2016. http://dx.doi.org/10.1002/9781118709207.ch18.

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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. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1007/978-1-137-49449-8_7.

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Carreira, Marcos C. S., and Richard J. Brostowicz. "Financial Archeology." In Brazilian Derivatives and Securities. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/9781137477279_1.

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Banks, Erik. "Treasury Securities and Treasury Derivatives." In The Credit Risk of Financial Instruments. Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-13247-8_8.

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Banks, Erik. "Mortgage-backed Securities and Associated Derivatives." In The Credit Risk of Financial Instruments. Palgrave Macmillan UK, 1993. http://dx.doi.org/10.1007/978-1-349-13247-8_9.

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Hakim, Sam, and Simon Neaime. "Testing the Expectations Hypothesis in the Emerging Markets of the Middle East: An Application to Egyptian and Lebanese Treasury Securities." In Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230295209_10.

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Barrera, Ligia Catherine Arias. "Multiple Strategies of Financial Regulation Adopted in the Colombian Securities Market: The Case of Over-the-Counter Derivatives." In Law and Policy in Latin America. Palgrave Macmillan UK, 2016. http://dx.doi.org/10.1057/978-1-137-56694-2_10.

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Conference papers on the topic "Financial derivative securities"

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Friesz, Melinda, and Kata Varadi. "Clearinghouses Versus Central Counterparties From Margin Calculation Point Of View." In 35th ECMS International Conference on Modelling and Simulation. ECMS, 2021. http://dx.doi.org/10.7148/2021-0075.

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Clearinghouses and central counterparties (CCPs) have a notable role in financial markets, namely facilitating securities trading and derivative transactions on exchanges and over-the-counter markets. They have to clear the transactions and carry out their settlements to decrease costs and settlement risk. To efficiently carry out this activity, they need to collect adequate collateral from the trading parties as guarantees. Two main elements of these guarantees are the margin requirement and default fund contribution. Our paper focuses on the margin calculations and emphasizes their notable d

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Reports on the topic "Financial derivative securities"

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Payment Systems Report - June of 2020. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/rept-sist-pag.eng.2020.

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With its annual Payment Systems Report, Banco de la República offers a complete overview of the infrastructure of Colombia’s financial market. Each edition of the report has four objectives: 1) to publicize a consolidated account of how the figures for payment infrastructures have evolved with respect to both financial assets and goods and services; 2) to summarize the issues that are being debated internationally and are of interest to the industry that provides payment clearing and settlement services; 3) to offer the public an explanation of the ideas and concepts behind retail-value paymen

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