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Relevant bibliographies by topics / Warranties and securities

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Journal articles

Academic literature on the topic 'Warranties and securities'

Author: Grafiati

Published: 1 March 2025

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Journal articles on the topic "Warranties and securities"

1

Adelson, Mark. "Representations and Warranties in Mortgage-Backed Securities." Journal of Structured Finance 23, no. 1 (2017): 98–121. http://dx.doi.org/10.3905/jsf.2017.23.1.098.

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2

Aviv, Rom. "AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES." ASTIN Bulletin 48, no. 3 (2018): 1157–73. http://dx.doi.org/10.1017/asb.2018.10.

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AbstractWe establish a “top-down” approximation scheme to approximate loss distributions of reinsurance products and Insurance-Linked Securities based on three input parameters, namely the Attachment Probability, Expected Loss and Exhaustion Probability. Our method is rigorously derived by utilizing a classical result from Extreme-Value Theory, the Pickands–Balkema–de Haan theorem. The robustness of the scheme is demonstrated by proving sharp error-bounds for the approximated curves with respect to the supremum and L2 norms. The practical implications of our findings are examined by applying i

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3

Amalian, Arutyun W., and Nataly D. Amalyan. "Gdp-Linked Warrants: Theory and Practice." Business, Economics, Sustainability, Leadership and Innovation 4 (July 15, 2020): 18–25. http://dx.doi.org/10.37659/2663-5070-2020-4-18-25.

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The paper provides a review of theoretical and practical aspects of GDP- linked warrants emission. Theoretical problems related to these securities are explored by way of comparison of original GDP-linked bonds and GDP-linked warrants, issued in the course of debt restructuring; practical aspects are ex- amined by means of a comparative overview of terms and conditions of most recent emissions of such financial instruments by Argentina, Greece, and Ukraine. Intrinsical discrepancies between theory and practice, combined with detected trends of tightening of terms and conditions of each success

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4

FAN, WEI, and XINYI YUAN. "CALL WARRANTS IN CHINA'S SECURITIES MARKET: PRICING BIASES AND INVESTORS' CONFUSION." New Mathematics and Natural Computation 07, no. 02 (2011): 333–45. http://dx.doi.org/10.1142/s1793005711001962.

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This paper examines the price performance of call warrants in China's securities market. A recent sample of daily call warrant prices observed during the period from August 2005 to March 2007 is used. To the best of our knowledge this is the only recent study to using data from China and as such it greatly enhances our understanding of this particular market. On average, we find that the observed market prices are irrationally higher than the Black-Scholes model prices by 80.38% (using 180-day historical volatility) and 140.50% (using EGARCH volatility). However, we find another anomalous phen

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5

Linn, Scott C., and J. Michael Pinegar. "The price effects of secondary offerings of senior securities and warrants." Journal of Banking & Finance 15, no. 3 (1991): 683–98. http://dx.doi.org/10.1016/0378-4266(91)90092-z.

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6

Baule, Rainer, and Philip Blonski. "The Demand Function for Bank-Issued Warrants." Applied Finance Letters 4, no. 1and2 (2015): 12. http://dx.doi.org/10.24135/afl.v4i1and2.28.

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Bank-issued warrants are securitized options which are particularly designed to give smaller individual investors the opportunity to participate in the derivative markets. As banks incorporate potentially different margins on top of the theoretical fair values of the products, investors face the problem of choosing an optimal product. While previous literature has characterized individual investors as “noise traders”, this paper finds that they do act pricesensitively. In particular, we provide evidence that demand decreases with increasing margins, but also show that larger investors still re

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7

Ehrhardt, Michael C., and Ronald E. Shrieves. "The Impact of Warrants and Convertible Securities on the Systematic Risk of Common Equity." Financial Review 30, no. 4 (1995): 843–56. http://dx.doi.org/10.1111/j.1540-6288.1995.tb00859.x.

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8

Yeoh, Peter. "UCITS from EU to Global." Business Law Review 30, Issue 8/9 (2009): 187–90. http://dx.doi.org/10.54648/bula2009042.

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In this article, the author argues that further changes to the Undertakings for Collective Investment Fund in Transferable Securities Industry are warranted to achieve transparency and fund comparability and above all to sustain its competitive position as a global brand.

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9

V. Denison, Dwight, та J. Bryan Gibson. "Jefferson County, Alabama undertook a series of risky financial maneuvers in 2003 that included issuing large amounts of variable rate and auction rate securities as well as engaging in numerous interest rate swaps in order to lower the burgeoning costs of repairing its sewer system to comply with federal regulations. These complex financial instruments, intended to lower debt service costs on the countyʼs $3 billion in outstanding sewer warrants, led the county to financial bankruptcy in the wake of the financial markets collapse. This paper explores the choice of securities by analyzing the risk of adjustable rate securities and interest rate swaps, examining the Jefferson County case in detail, and providing some lessons for future financial management within the context of unexpected events such as the current recession". Journal of Public Budgeting, Accounting & Financial Management 25, № 2 (2013): 311–45. http://dx.doi.org/10.1108/jpbafm-25-02-2013-b004.

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Jefferson County, Alabama undertook a series of risky financial maneuvers in 2003 that included issuing large amounts of variable rate and auction rate securities as well as engaging in numerous interest rate swaps in order to lower the burgeoning costs of repairing its sewer system to comply with federal regulations. These complex financial instruments, intended to lower debt service costs on the countyʼs $3 billion in outstanding sewer warrants, led the county to financial bankruptcy in the wake of the financial markets collapse. This paper explores the choice of securities by analyzing the

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10

Wong, Hoi Ying, and Mei Choi Chiu. "Homotopy Analysis Method for Boundary-Value Problem of Turbo Warrant Pricing under Stochastic Volatility." Abstract and Applied Analysis 2013 (2013): 1–5. http://dx.doi.org/10.1155/2013/682524.

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Turbo warrants are liquidly traded financial derivative securities in over-the-counter and exchange markets in Asia and Europe. The structure of turbo warrants is similar to barrier options, but a lookback rebate will be paid if the barrier is crossed by the underlying asset price. Therefore, the turbo warrant price satisfies a partial differential equation (PDE) with a boundary condition that depends on another boundary-value problem (BVP) of PDE. Due to the highly complicated structure of turbo warrants, their valuation presents a challenging problem in the field of financial mathematics. Th

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