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Relevant bibliographies by topics / Financial derivatives

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Academic literature on the topic 'Financial derivatives'

Author: Grafiati

Published: 4 June 2021

Last updated: 11 September 2023

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Journal articles on the topic "Financial derivatives"

1

Miljkovic, Ljubomir. "THE ROLE OF FINANCIAL DERIVATIVES IN FINANCIAL RISKS MANAGEMENT." MEST Journal 11, no. 1 (January 15, 2023): 97–104. http://dx.doi.org/10.12709/mest.11.11.01.09.

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Financial derivatives are financial instruments whose price is derived from the basic financial instruments' prices. They represent derivative financial instruments created based on the existence of primary instruments, such as shares, bonds, stock market indices, or other forms of assets. It is precisely the benefit of using derivatives that point to their basic function. The primary function refers to risk protection and reduction of exposure to some instruments, markets, currencies, countries, regions, and others. In this case, we are talking about derivatives for hedging investments or currency positions. Those positions are taken on financial markets in specific instruments or currencies. Likewise, exposure to certain entities that issue financial instruments can be replaced or reduced to reasonable or prescribed measures by using derivatives. Derivatives offer a significant advantage: risks are transferred when they are used. Market and price risks of the underlying asset are contractually transferred to the financial derivative through the contract design. Of course, derivative financial instruments also have disadvantages. For example, there is a risk of total loss for some. The research subject in this paper is the role of financial derivatives, derived financial instruments, and their role in financial risk management. In this paper, the author emphasizes the basic types and characteristics of financial derivatives, their benefits, and the risks market participants may face if they use the derivates.

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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 (August 1, 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 acts. Therefore, until the elimination of these shortcomings, derivative financial instruments create additional risks for their owners – financial institutions, as well as for creditors and depositors. The purpose of the research, conducted in the article, lies in the clarification of derivatives nature and developing an appropriate classification of their types in order to its further use with a view of regulation. The methodological basis of the research. The methodological basis of the study is a dialectical approach to the understanding of the essence of derivative financial instruments; general scientific methods of knowledge of phenomena and processes (monographic, abstract-logical, synthesis, comparison, generalization), analysis of legal acts in the part of treatment of derivatives, derivative financial instruments and derivative securities, methods of grouping systematization and generalization in developing the classification of derivative financial instruments. Scientific results. It has been established that in order to maintain the stability of financial markets and their participants, the transformation of regulatory measures should be a permanent development and modification of the financial instruments that are being rotated. Various approaches to the interpretation of derivative financial instruments essence in normative legal acts and scientific literature have been analysed in order to improve the regulation of their issuance and circulation. This made it possible to streamline the conceptual apparatus and to group certain types of derivatives according to certain classification grounds. The basis for classification is the concept of “derivative financial instruments” as the broadest, which includes derivative securities and term contracts (derivatives). The concept of derivatives and derivative securities are delimited based on the study of terminology. It was established that derivatives are standard documents that certify the right and/or obligation to purchase or sell future securities, tangible or intangible assets, as well as funds or make payments on terms and conditions specified by them. However, in some cases, derivatives may acquire features of derivative securities, in particular, when issued through emission and freely traded in markets and bring income (losses) to their owner as a result of changes in their market value. The practical significance. The practical value of the research is the possibility of using the developed classification for the needs of emission regulation and the circulation of derivative financial instruments.

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Shichalina, Valeriia Alekseevna. "ABOUT IMPROVEMENT OF THE CONCEPTUAL APPARATUS OF DERIVATIVES IN THE ASPECT OF ACCOUNTING." Scientific Bulletin: finance, banking, investment., no. 2 (51) (2020): 246–53. http://dx.doi.org/10.37279/2312-5330-2020-2-246-253.

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The importance of financial information for a company is an important element of its integrity, financial autonomy, as well as recognition of its entrepreneurial freedom and sovereignty of economic decisions made. Taking into account the importance of the financial report, the international business community has identified principles for the preparation and presentation of this information, which are mandatory for all participants in the financial activities of the company: relevance, reliability, comprehensibility, materiality, truthful presentation, completeness, transparency. However, due to the increasing role of risk and uncertainty at the present time, business participants are forced to resort to new ways of doing entrepreneurial activity, performing managerial corporate operations, which, on the one hand, should be financially legitimate, and on the other hand, be a management cunning and ingenuity with a positive financial result. That is why interest in derivative financial instruments has increased. There is a contradiction, namely: in the conditions of economic instability, enterprises and participants in economic activity, in order to minimize financial risks, use derivative financial instruments to hedge the assets of the organization, thus acquiring the most risky asset. After all, derivative financial instruments are themselves recognized as the most risky instruments. However, existing accounting practices in the area of derivatives do not meet the growing needs of the business for corporate control and management and financial accounting. Leading a discussion about the accounting of derivatives is not new. Many authors are engaged in developments in accounting for derivatives, such as: Zhitlukhina O.G., Astakhova Yu.A., Tarasova Yu.A., and others. But despite this, and also due to the observed growth in enterprise risk management and the increasing interest in derivatives by company management, this article discusses an important controversial aspect of the recognition of derivatives as financial accounting entities. The work is devoted to improving the definition of derivatives in the aspect of accounting, recognition of their transactions. An analysis of existing developments was also carried out and on the basis of this, the author’s definition was proposed.

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Price, Kelly, and Robert W. Kolb. "Financial Derivatives." Journal of Finance 48, no. 4 (September 1993): 1559. http://dx.doi.org/10.2307/2329054.

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Ahalawat, Shweta. "Financial Derivatives." AMBER – ABBS Management Business and Entrepreneurship Review 8, no. 1 (March 1, 2017): 89. http://dx.doi.org/10.23874/amber/2017/v8/i1/158372.

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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 (October 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 non-financial firms were financial derivative instruments users. The study utilized qualitative and quantitative research techniques especially the utilization of descriptive research design. The data for this study was collected using questionnaires, audited financial statements and annual reports of individual firms for the multi year time frame covering 2013-2017 (the two years comprehensive). Results: The study discovered that greater part of the firms (66.67%) utilizes Forwards, 22.22% utilize Swaps and 11.11% utilize Futures and Options for financial risk management. From the study the outcomes were as per the following: presence of debt in the financial structure of the non-financial firms listed at the NSE does not influence its financial performance as estimated by return on assets (ROA), use of derivatives in efficiency in trading influences the financial performance of the firms, use of derivatives in price stabilization is statistically significant and utilization of derivatives in price discovery does not influence the financial performance of the firms. By and large, the performance of the recorded non-financial firms at the NSE amid the time of study was 8.13 with a standard deviation of 10.67. Unique contribution to Theory, Practice and Policy: The study recommended that firms should combine both debt and equity in their financial structure. It is therefore incumbent on firms’ managers and financial advisors to continuously study the market and advice on the appropriateness of the proportions of the various sources of finance based on market circumstances at any given time.

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Norfield, Tony. "Derivatives, Money, Finance and Imperialism: A Response to Bryan and Rafferty." Historical Materialism 21, no. 2 (2013): 149–68. http://dx.doi.org/10.1163/1569206x-12341296.

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Abstract This paper contributes to the debate on the role of financial derivatives for capitalism. It responds to Bryan and Rafferty’s defence of their analysis and their critique of my own. The paper argues that their analysis confuses what a financial derivative does, and mixes together different kinds of derivative – and non-derivative – that play very different roles. After detailing these points, the paper discusses the relationship between gold, money and derivatives, rejecting their notion that derivatives are some kind of new ‘commodity money’. An important theme absent from Bryan and Rafferty’s analysis is the relationship of financial trading and derivatives markets to parasitism in the imperialist world economy. To illustrate this, the paper notes advantages enjoyed by the major financial powers – the US and the UK – that are the main centres for the origination of derivatives and for derivatives trading.

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Perčević, Hrvoje, and Marina Ercegović. "The effect of measuring derivative financial instruments on the financial position and profitability - the case of banks in Croatia." Ekonomski vjesnik 36, no. 1 (2023): 169–80. http://dx.doi.org/10.51680/ev.36.1.13.

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Purpose: The purpose of this paper is to determine whether the effects of measuring derivative financial instruments affect the financial position and profitability of banks operating in the Croatian banking sector. Methodology: The survey covered all banks in Croatia that recognized derivative financial instruments in their financial statements in the period from 2017 to 2020. Descriptive statistical methods and correlation analysis were used to determine the impact of measuring derivatives on the financial position and profitability of Croatian banks. Results: The results of the research showed that banks that recognized the effects of measuring derivative financial instruments in their financial statements make up more than 80% of total assets of the Croatian banking sector. The share of the effects of measuring derivatives in total assets of banks that have recognized these effects is less than 0.5%. The results of the research also showed a medium-strong positive correlation between derivative financial assets and total bank assets and a medium-strong negative correlation between derivative financial liabilities and total bank assets. Furthermore, the results showed a weak positive correlation between derivatives and return on assets (ROA) and a weak negative correlation between derivative financial liabilities and ROA. Conclusion: The effects of measuring derivatives are recognized mainly in the financial statements of large banks. The results of the research showed that the effects of measuring derivative financial instruments did not have a more serious effect on the financial position and profitability of Croatian banks in the period from 2017 to 2020.

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Oktavia, Oktavia, Sylvia Veronica Siregar, Ratna Wardhani, and Ning Rahayu. "The role of country tax environment on the relationship between financial derivatives and tax avoidance." Asian Journal of Accounting Research 4, no. 1 (August 5, 2019): 70–94. http://dx.doi.org/10.1108/ajar-01-2019-0009.

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Purpose The purpose of this paper is to examine the effect of financial derivatives usage and country’s tax environment characteristics on the relationship between financial derivatives and tax avoidance. Design/methodology/approach This study uses a cross-country analysis with the scope of ASEAN (Association of Southeast Asian Nations) countries which consists of the Philippines, Indonesia, Malaysia, and Singapore. Findings The level of financial derivatives usage positively affects the level of tax avoidance. This finding indicates that financial derivatives can be used as tax avoidance tool. Furthermore, the positive effect of the level of financial derivatives usage on the level of tax avoidance is lower in countries with a competitive tax environment than in countries with an uncompetitive tax environment. This finding indicates that in country with a competitive tax environment, the use of financial derivatives as a tax avoidance tool can be replaced by the tax facilities provided by that country. Research limitations/implications This study uses four countries in the Association of Southeast Asian Nations region and does not test the sample based on the financial derivative types. Practical implications Tax authorities need to establish a clear tax regulation in regard to the tax treatment of financial derivatives transactions, e.g. define the definition of financial derivatives for hedging purposes and financial derivatives for speculative purposes; and define specific criteria to separate financial derivatives for hedging purposes from financial derivatives for speculative purposes. It is necessary to determine whether losses arising from derivative transactions are classified as deductible expenses or non-deductible expenses. Originality/value To the best of the authors’ knowledge, this study is also the first that provide empirical evidence that the relationship between financial derivatives and tax avoidance activities depends on a country’s tax environment.

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Bhutto, Fiaz Ahmed, Ikhtiar Ali Ghumro, and Abdul Basit Solangi. "Impact of Financial Derivatives on Macro Economic Variables." Journal of Social & Organizational Matters 1, no. 1 (June 30, 2022): 49–63. http://dx.doi.org/10.56976/jsom.v1i1.14.

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Contracts using derivatives often lack the basic elements of contract theory. The derivatives' contingent character enables derivatives to be declared off-balance sheet; modeling-based derivative valuation is likewise a complicated process. Because of these flaws, derivatives have become a muddled financial instrument. The derivatives regulatory framework has a variety of problems, such as a large number of rules and regulators, which allows for regulatory arbitrage. Derivatives are undoubtedly a source of disruption in real-economy; inflation, high-scale speculation, interest rate and currency rate volatility, banking system and financial market instability, and so on, are all exacerbated when derivatives are present. In numerous economic meltdowns. Derivatives have also harmed corporations like hedge and Enron funds for example LTCM. Because of the enormous amount of derivatives trading, the Subprime Crisis became the Global Financial Crises of 2008. The dominance of derivatives trading has instilled enormous systemic risk in today's global financial system.

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Dissertations / Theses on the topic "Financial derivatives"

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Freiermuth, Martin. "Credit derivatives and financial intermediation /." [S.l.] : [s.n.], 2000. http://aleph.unisg.ch/hsgscan/hm00130178.pdf.

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Clarke, Nigel. "Numerical solution of financial derivatives." Thesis, University of Oxford, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.389047.

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Elder, John. "Hedging strategies for financial derivatives." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275325.

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Cross, J. "Gold and its financial derivatives." Thesis, University of Nottingham, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.239416.

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Hudson, Alastair. "Financial derivatives, restitution and trusts." Thesis, University of London, 1999. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.300585.

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Nasar-Ullah, Q. A. "High performance parallel financial derivatives computation." Thesis, University College London (University of London), 2014. http://discovery.ucl.ac.uk/1431080/.

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Computing the price and risk of financial derivatives is a necessary activity for many financial market participants and is often undertaken by large and costly computing farms. This thesis seeks to explore the use of parallel computing, with particular focus on graphics processing units (GPUs), to improve the speed per cost ratio of such computation. This thesis addresses three distinct layers of high performance parallel financial derivatives computation: the first layer is related to the formulation of parallel algorithms that are generally used in the context of derivatives. The second layer is related to the optimum computation of pricing models, which consist of a series of computational steps or algorithms, where such pricing models are used to calculate the price and risk of individual derivatives. The third and final layer is related to deploying several pricing models within large scale infrastructures with particular focus on optimal scheduling approaches. Several contributions are made within this thesis: (i) with regard to the formulation of parallel algorithms, we introduce novel approaches for evaluating the normal cumulative distribution function (CDF), calculating option implied volatility, calibrating SABR (stochastic-αβρ) volatility models and generating CDF lookup tables. (ii) With regard to pricing models, we explore the computation of two dominant fixed income pricing models, namely non-callable bullet options and callable bond options. (iii) With regard to the computation of many such pricing models within large scale infrastructures, we devise and verify novel scheduling approaches that are able to optimally allocate tasks between a heterogeneous mix of CPU and GPU processors.

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Johansson, Natis, Sebastian King, and Per Wettergren. "Driving factors of LNG financial derivatives." Thesis, KTH, Energiteknik, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-127677.

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Natural gas consists of carbon hydrates and is utilized in the residential, commercial industrial and transportation sector and for power generation. Due to the fact that natural gas emits 23 % and 44 % less carbon dioxide than oil and coal respectively when burned, it becomes a more attractive fuel from an environmental perspective. Traditionally, natural gas is transported via pipelines. However, due to the fact that the geographical areas where natural gas is used often are a long distance away from the gas fields where natural gas is extracted, the gas needs to be transported long distances. For this reason, natural gas is cooled to a temperature of -162 °C to become liquid, or liquefied natural gas (LNG) in order to transport the gas in specially designed shipping vessels or trucks. LNG has a volume that is 1/600 of natural gas in gaseous state. For numerous reasons, most LNG is traded on long term contracts and priced on a formula linked to the oil price. One main reason being that infrastructure investments required for delivering and receiving LNG are capital intensive, thus need to acquire financing by securing cash flow through reliable long-term contracts. At the moment, Japan is the largest buyer of LNG in the world and the index for Japan and Korea LNG import prices, more known as the Japan/Korea marker, serves as the most common LNG-based index for spot trade. Financial derivatives are a common instrument in most commodity markets that is utilized for hedging price risks and speculating on price developments for the underlying commodity. Financial derivatives need to be traded on a market with enough trading volume in order to become sufficiently liquid to satisfy the needs of stakeholders trading the derivatives. However, the contracts currently priced on an LNG index only make up a fraction of the global LNG market and therefore the financial derivatives referencing to the price are traded in very small volumes and cannot be considered liquid. This study is conducted in order to look at the development of financial derivatives in the LNG market. The aim of the study is to identify driving factors for the liquidity of LNG financial derivatives. A qualitative approach is used in order to gather data that is used to map the LNG market, its actors and different price mechanisms. An analysis of the data is carried out in order to create new theories about the research question. The results of the study identify ten driving factors that affect the liquidity of LNG financial derivatives: 1. Supply of LNG, 2. Demand of LNG, 3. Leaving oil indexation, 4. Fragmentation among suppliers, 5. Number of players in physical market, 6. LNG index reliability, 7. Willingness to price on LNG index, 8. Players trading financially, 9. Clearing houses, and 10. Contract length. From further analysis, it is concluded that the current immature and illiquid market situation for LNG financial derivatives is mainly derived from reluctance to use LNG indices when pricing physically traded volumes. Factors that drive the future pricing of the contracts are a decrease in length of the physical contracts and fragmentation among suppliers of LNG.

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Scalfano, Denise. "Pricing Financial Derivatives Using Stochastic Calculus." Ohio University Honors Tutorial College / OhioLINK, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=ouhonors1492772147858348.

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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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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.
Includes bibliographical references (leaves 120-126). Also available in electronic version. Access restricted to campus users.

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Books on the topic "Financial derivatives"

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Kolb, Robert W., and James A. Overdahl. Financial Derivatives. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2009. http://dx.doi.org/10.1002/9781118266403.

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A, Overdahl James, ed. Financial derivatives. 3rd ed. Hoboken, N.J: John Wiley, 2003.

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

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Financial derivatives. Miami, FL: Kolb Pub. Co., 1993.

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A, Overdahl James, ed. Financial derivatives. Hoboken, N.J: Wiley, 2009.

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

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

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Ekstrand, Christian. Financial Derivatives Modeling. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22155-2.

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service), SpringerLink (Online, ed. Financial Derivatives Modeling. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.

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Library of Congress. Congressional Research Service., ed. Derivatives. [Washington, D.C.]: Congressional Research Service, Library of Congress, 1995.

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Book chapters on the topic "Financial derivatives"

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Häcker, Joachim, and Dietmar Ernst. "Derivatives." In Financial Modeling, 841–943. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-42658-1_14.

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Oliveira, Carlos. "Financial Derivatives." In Options and Derivatives Programming in C++, 19–34. Berkeley, CA: Apress, 2016. http://dx.doi.org/10.1007/978-1-4842-1814-3_2.

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Oliveira, Carlos. "Financial Derivatives." In Options and Derivatives Programming in C++20, 29–51. Berkeley, CA: Apress, 2020. http://dx.doi.org/10.1007/978-1-4842-6315-0_2.

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Choe, Geon Ho. "Financial Derivatives." In Universitext, 15–22. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-25589-7_2.

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Wolfers, Justin. "Event Derivatives." In Financial Derivatives, 157–76. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch12.

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Harris, Jeffrey H., and L. Mick Swartz. "Equity Derivatives." In Financial Derivatives, 103–13. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch7.

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Pirrong, Craig. "Energy Derivatives." In Financial Derivatives, 125–33. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch9.

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Koppenhaver, G. D. "Derivative Instruments: Forwards, Futures, Options, Swaps, and Structured Products." In Financial Derivatives, 1–20. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch1.

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Lang, Ian. "Interest Rate Derivatives." In Financial Derivatives, 135–42. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch10.

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Kolb, Robert W. "Exotic Options." In Financial Derivatives, 143–55. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266403.ch11.

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Conference papers on the topic "Financial derivatives"

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Zuckerman, David. "Pseudorandom financial derivatives." In the 12th ACM conference. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/1993574.1993623.

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Lee, Myungho, Chin Hong Chun, and Sugwon Hong. "Financial Derivatives Modeling Using GPU's." In 2009 International Conference on Scalable Computing and Communications; Eighth International Conference on Embedded Computing. IEEE, 2009. http://dx.doi.org/10.1109/embeddedcom-scalcom.2009.85.

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Garškaitė-Milvydienė, Kristina. "USE OF DERIVATIVE FINANCIAL INSTRUMENTS FOR RISK MANAGEMENT." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.793.

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The dynamic nature of international financial markets has contributed to a broader use of various financial instruments, ranging from the simplest traditional instruments, such as bonds, to various forms of derivatives. A num-ber of economists argue that derivatives were one of the causes of the global financial crisis, due to speculative behav-iour, however others believe that these instruments actually improve the functioning of the market and may reduce risk. Derivative financial instruments are transactions that help bankers, investors, and borrowers to protect themselves against certain financial risks. This paper addresses the issue of how to hedge risks by using derivatives in a correct and appropriate way. Since almost all companies and investors who operate in local or global markets are exposed to some risk, it is important to identify the potential uses of derivatives for risk management.

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Teng Lei. "Comparative study on weather derivatives and conventional financial derivatives." In 2012 International Conference on Information Management, Innovation Management and Industrial Engineering (ICIII). IEEE, 2012. http://dx.doi.org/10.1109/iciii.2012.6339732.

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Zhang, Shurui, Ji'an Tang, Qiao Hu, and Feng Liu. "Research on Blockchain Financial Derivatives Cluster." In ICBTA 2020: 2020 the 3rd International Conference on Blockchain Technology and Applications. New York, NY, USA: ACM, 2020. http://dx.doi.org/10.1145/3446983.3446996.

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Fu, Michael C. "Pricing of financial derivatives via simulation." In the 27th conference. New York, New York, USA: ACM Press, 1995. http://dx.doi.org/10.1145/224401.224453.

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Wang, YaJing. "On Investment Risk Control of Financial Derivatives." In 2016 2nd International Conference on Education Technology, Management and Humanities Science. Paris, France: Atlantis Press, 2016. http://dx.doi.org/10.2991/etmhs-16.2016.110.

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Huang, Wanying, and Xinrun Yao. "Financial Derivatives and Their Application in Enterprises." In 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.535.

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Schumacher, Juergen, Uwe Jaekel, and Falk Zimmerman. "Grid Services for Derivatives Pricing." In 1st International Workshop on Grid Technology for Financial Modeling and Simulation. Trieste, Italy: Sissa Medialab, 2007. http://dx.doi.org/10.22323/1.026.0015.

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Guan, Shan, and Jiaming Zhu. "Risk measurement and control of financial derivatives hedging." In 2017 International Conference on Economics and Management, Education, Humanities and Social Sciences (EMEHSS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/emehss-17.2017.38.

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Reports on the topic "Financial derivatives"

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Darby, Michael. Over-the-Counter Derivatives and Systemic Risk to the Global Financial System. Cambridge, MA: National Bureau of Economic Research, July 1994. http://dx.doi.org/10.3386/w4801.

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Bodnar, Gordon, and Gunther Gebhardt. Derivatives Usage in Risk Management by US and German Non-Financial Firms: A Comparative Survey. Cambridge, MA: National Bureau of Economic Research, August 1998. http://dx.doi.org/10.3386/w6705.

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Gischler, Christiaan, Eric Fernando Boeck Daza, Paola Galeano, Michelle Ramírez, Julian Gonzalez, Fernando Cubillos, Nuria Hartmann, et al. Unlocking Green and Just Hydrogen in Latin America and the Caribbean. Inter-American Development Bank, June 2023. http://dx.doi.org/10.18235/0004948.

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This study provides an overview of the key findings and recommendations from a comprehensive document on the deployment of low-carbon hydrogen (GLCH) in Latin America and the Caribbean (LAC). It highlights the potential of LAC to become a global leader in GLCH production, leveraging its abundant renewable energy resources and existing infrastructure. The document emphasizes the importance of national strategies, supportive policies, and investments in infrastructure and research to unlock this potential. It also explores the challenges and opportunities associated with GLCH production, including electrolyzers, renewable energy integration, and the development of value chains for GH2 derivatives. The Inter-American Development Bank's (IDB) efforts in providing technical and financial assistance, promoting GLCH adoption, and establishing a regional certification scheme are discussed. The final considerations emphasize regional cooperation, social and environmental considerations, cost reduction through renewable energy development, streamlined environmental permitting processes, prioritization of GLCH derivatives, and partnerships across the GLCH value chain. Overall, the document aims to guide LAC in realizing its potential as a global player in the GLCH market while ensuring a just and sustainable energy transition.

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Kud, A. A. Figures and Tables. Reprinted from “Comprehensive сlassification of virtual assets”, A. A. Kud, 2021, International Journal of Education and Science, 4(1), 52–75. KRPOCH, 2021. http://dx.doi.org/10.26697/reprint.ijes.2021.1.6.a.kud.

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Figure. Distributed Ledger Token Accounting System. Figure. Subjects of Social Relations Based on the Decentralized Information Platform. Figure. Derivativeness of a Digital Asset. Figure. Semantic Features of the Concept of a “Digital Asset” in Economic and Legal Aspects. Figure. Derivativeness of Polyassets and Monoassets. Figure. Types of Tokenized Assets Derived from Property. Figure. Visual Representation of the Methods of Financial and Management Accounting of Property Using Various Types of Tokenized Assets. Figure. Visual Representation of the Classification of Virtual Assets Based on the Complexity of Their Nature. Table. Comparison of Properties of Various Types of Virtual Assets of the Distributed Ledger Derivative of the Original Asset. Table. Main Properties and Parameters of Types of Tokenized Assets. Table. Classification of Virtual Assets as Tools for Implementing the Methods of Financial and Management Accounting of Property.

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Payment Systems Report - June of 2020. Banco de la República de Colombia, February 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 payment processes and the trends in retail payments within the circuit of individuals and companies; and 4) to familiarize the public, the industry, and all other financial authorities with the methodological progress that has been achieved through applied research to analyze the stability of payment systems. This edition introduces changes that have been made in the structure of the report, which are intended to make it easier and more enjoyable to read. The initial sections in this edition, which is the eleventh, contain an analysis of the statistics on the evolution and performance of financial market infrastructures. These are understood as multilateral systems wherein the participating entities clear, settle and register payments, securities, derivatives and other financial assets. The large-value payment system (CUD) saw less momentum in 2019 than it did the year before, mainly because of a decline in the amount of secondary market operations for government bonds, both in cash and sell/buy-backs, which was offset by an increase in operations with collective investment funds (CIFs) and Banco de la República’s operations to increase the money supply (repos). Consequently, the Central Securities Depository (DCV) registered less activity, due to fewer negotiations on the secondary market for public debt. This trend was also observed in the private debt market, as evidenced by the decline in the average amounts cleared and settled through the Central Securities Depository of Colombia (Deceval) and in the value of operations with financial derivatives cleared and settled through the Central Counterparty of Colombia (CRCC). Section three offers a comprehensive look at the market for retail-value payments; that is, transactions made by individuals and companies. During 2019, electronic transfers increased, and payments made with debit and credit cards continued to trend upward. In contrast, payments by check continued to decline, although the average daily value was almost four times the value of debit and credit card purchases. The same section contains the results of the fourth survey on how the use of retail-value payment instruments (for usual payments) is perceived. Conducted at the end of 2019, the main purpose of the survey was to identify the availability of these payment instruments, the public’s preferences for them, and their acceptance by merchants. It is worth noting that cash continues to be the instrument most used by the population for usual monthly payments (88.1% with respect to the number of payments and 87.4% in value). However, its use in terms of value has declined, having registered 89.6% in the 2017 survey. In turn, the level of acceptance by merchants of payment instruments other than cash is 14.1% for debit cards, 13.4% for credit cards, 8.2% for electronic transfers of funds and 1.8% for checks. The main reason for the use of cash is the absence of point-of-sale terminals at commercial establishments. Considering that the retail-payment market worldwide is influenced by constant innovation in payment services, by the modernization of clearing and settlement systems, and by the efforts of regulators to redefine the payment industry for the future, these trends are addressed in the fourth section of the report. There is an account of how innovations in technology-based financial payment services have developed, and it shows that while this topic is not new, it has evolved, particularly in terms of origin and vocation. One of the boxes that accompanies the fourth section deals with certain payment aspects of open banking and international experience in that regard, which has given the customers of a financial entity sovereignty over their data, allowing them, under transparent and secure conditions, to authorize a third party, other than their financial entity, to request information on their accounts with financial entities, thus enabling the third party to offer various financial services or initiate payments. Innovation also has sparked interest among international organizations, central banks, and research groups concerning the creation of digital currencies. Accordingly, the last box deals with the recent international debate on issuance of central bank digital currencies. In terms of the methodological progress that has been made, it is important to underscore the work that has been done on the role of central counterparties (CCPs) in mitigating liquidity and counterparty risk. The fifth section of the report offers an explanation of a document in which the work of CCPs in financial markets is analyzed and corroborated through an exercise that was built around the Central Counterparty of Colombia (CRCC) in the Colombian market for non-delivery peso-dollar forward exchange transactions, using the methodology of network topology. The results provide empirical support for the different theoretical models developed to study the effect of CCPs on financial markets. Finally, the results of research using artificial intelligence with information from the large-value payment system are presented. Based on the payments made among financial institutions in the large-value payment system, a methodology is used to compare different payment networks, as well as to determine which ones can be considered abnormal. The methodology shows signs that indicate when a network moves away from its historical trend, so it can be studied and monitored. A methodology similar to the one applied to classify images is used to make this comparison, the idea being to extract the main characteristics of the networks and use them as a parameter for comparison. Juan José Echavarría Governor

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