Relevant bibliographies by topics / Derivatives

Academic literature on the topic 'Derivatives'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 August 2024

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Contents

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Derivatives.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Derivatives"

1

Jurczak, Janusz, Agnieszka Cholewiak, and Pawel Stepniak. "Linear Neutral Receptors for Anions: Synthesis, Structure and Applications." Synthesis 50, no. 23 (September 19, 2018): 4555–68. http://dx.doi.org/10.1055/s-0037-1609943.

Full text
Abstract:
A selective digest of linear anion receptors based on different aromatic skeletons is presented. Since the structures of anions vary from one to another, different strategies have been developed over recent years in order to bind anions efficiently and selectively. Rigidity, number of hydrogen bond donors, steric hindrance, and special preorganization of linear receptors are analyzed to shed light on the rational design of anion receptors.1 Introduction2 1,3- and 1,2-Benzene Derivatives3 1,3- and 5,7-Azulene Derivatives4 1,8-Naphthalene Derivatives5 1,8-Anthracene Derivatives6 2,6-Pyridine Derivatives7 2,5-Pyrrole Derivatives8 Diamidoarenodipyrrole Derivatives9 Carbazole Derivatives10 DITIPIRAM Derivatives11 Conclusion
APA, Harvard, Vancouver, ISO, and other styles
2

Reissig, Hans-Ulrich, and Reinhold Zimmer. "Cyclizations of Alkoxyallenes: Mechanisms, Intermediates, ­Products – A Personal Account on Solved and Unsolved Problems with Unique Allene Building Blocks." Synthesis 49, no. 15 (June 6, 2017): 3291–302. http://dx.doi.org/10.1055/s-0036-1588846.

Full text
Abstract:
The additions of lithiated alkoxyallenes to electrophiles, such as carbonyl compounds, thioketones, imines, and nitrones, provide the expected primary addition products. These alkoxyallene intermediates undergo ring-closure reactions under quite different conditions. Whereas allenyl hydroxylamine derivatives spontaneously cyclize to 1,2-oxazine derivatives, the related allenyl amines, thiols, and alcohols require, with distinct exceptions, promotion by acids, base, silver(I), or gold(I). The different mechanisms of these processes are discussed in this account. The serendipitous discovery of a novel three-component reaction of lithiated alkoxyallenes, nitriles, and carboxylic acids followed by a cyclization to pyridine derivatives is also reported and the mechanism involved is illustrated. This account also compiles exemplary examples of natural products and other compounds prepared by subsequent reactions of alkoxyallene-based cyclization products, but the fascinating ring-closing event of the allenyl intermediates is the main focus of this report.1 Introduction2 Cyclizations of Allenyl Hydroxylamines to 1,2-Oxazine Derivatives3 Cyclizations of Allenyl Amines to Dihydropyrrole Derivatives4 Cyclizations of Allenyl Imines to Pyrroles – Discovery of a New Three-Component Synthesis of Pyridines5 Cyclizations of Allenyl Thiols to Vinylthiiranes and Dihydrothiophene Derivatives6 Cyclizations of Allenyl Alcohols to Dihydrofuran Derivatives7 Conclusions
APA, Harvard, Vancouver, ISO, and other styles
3

Petrini, Marino, and Alessandro Palmieri. "Recent Advances in the Synthesis of Unsymmetrical Bisindolylmethane Derivatives." Synthesis 51, no. 04 (December 13, 2018): 829–41. http://dx.doi.org/10.1055/s-0037-1610349.

Full text
Abstract:
This review article summarizes the fundamental synthetic procedures aimed at the preparation of unsymmetrical bisindolylmethanes that have appeared in the literature since 2010. To this goal, reactive electrophilic indole-containing intermediates are mostly generated from indolylmethanols, indolylmethanamines, and indolylmethanthio derivatives and then made to react with simple or functionalized indoles. The asymmetric synthesis of bisindolylmethanes can be also achieved under chiral-catalyzed conditions.1 Introduction2 Direct Three-Component Coupling3 Reaction of Indolylmethanols4 Reaction of Indolylmethanamine Derivatives5 Reaction of 3-Vinylindoles6 Reaction of indolylmethanthio Derivatives7 Bisindolylmethanes by Ring Closure of Alkyne Derivatives8 Miscellaneous Methods9 Conclusion
APA, Harvard, Vancouver, ISO, and other styles
4

Engesser, Tobias, and Reinhard Brückner. "Stereoselective Aldol Additions of Glycolic Acid and Its Derivatives." Synthesis 51, no. 08 (March 25, 2019): 1715–45. http://dx.doi.org/10.1055/s-0037-1611721.

Full text
Abstract:
This review gives a comprehensive overview of aldol additions of glycolic acid derivatives to achiral aldehydes and acetals affording α,β-dihydroxycarboxylic acids or derivatives thereof. The focus is on simple diastereoselectivity. A selection of related aldol additions is also presented: aldol additions of glycolic acid derivatives to ketones with two different substituents and aldol additions of α-substituted glycolic acid derivatives.1 Introduction1.1 Organization of this Review1.2 Outside the Scope of this Review: Aldol Additions Giving α,β-Dihydroxyaldehydes and α,β-Dihydroxyketones Diastereoselectively1.3 Non-Aldol Routes to Diastereomerically Pure α,β-Dihydroxycarboxylic Acid Derivatives2 Aldol Additions of Glycolic Acid (Derivative) Enolates to Aldehydes2.1 Aldol Additions of Glycolate Enolates (‘Glycolic Acid Dianions’)2.2 Aldol Additions of Glycolic Ester Enolates2.3 Aldol Additions of Glycolic Thioester Enolates2.4 Aldol Additions of Glycolimide Enolates2.5 Aldol Additions of Glycolamide Enolates2.6 Mukaiyama Aldol Additions of Silyl Ketene Acetals of Glycolic Esters­ and Thioesters2.7 Aldol Additions of Glycoloyl Chlorides via Acyl Ammonium Enolates3 Aldol-Providing Substitutions of Glycolimide Enolates in Acetals4 Additions Related to Aldol Additions of Glycolic Acid Derivative Enolates to Aldehydes4.1 Selected Simply Diastereoselective Aldol Additions of Enolates of Glycolic Acid Derivatives to Ketones with Two Different Substituents4.2 Simply Diastereoselective Aldol Additions of Enolates of Glycolic Acid Derivatives with a Methyl Substituent at C-α (Lactic Acid Derivatives)5 Conclusion
APA, Harvard, Vancouver, ISO, and other styles
5

Farid, Ghulam, and Zeeshan Afzal. "Further on quantum-plank derivatives and integrals in composite forms." Open Journal of Mathematical Analysis 6, no. 2 (December 30, 2022): 130–38. http://dx.doi.org/10.30538/psrp-oma2022.0118.

Full text
Abstract:
In quantum-plank calculus, q-derivatives and h-derivatives are fundamental factors. Recently, a composite form of both derivatives is introduced and called q−h-derivative. This paper aims to present a further generalized notion of derivatives will be called (q ,p−h)-derivatives. This will produce q-derivative, h-derivative, q−h-derivative and (p,q)-derivative. Theory based on all aforementioned derivatives can be generalized via this new notion. It is expected, this paper will be useful and beneficial for researchers working in diverse fields of sciences and engineering.
APA, Harvard, Vancouver, ISO, and other styles
6

Deppman, Airton, Eugenio Megías, and Roman Pasechnik. "Fractal Derivatives, Fractional Derivatives and q-Deformed Calculus." Entropy 25, no. 7 (June 30, 2023): 1008. http://dx.doi.org/10.3390/e25071008.

Full text
Abstract:
This work presents an analysis of fractional derivatives and fractal derivatives, discussing their differences and similarities. The fractal derivative is closely connected to Haussdorff’s concepts of fractional dimension geometry. The paper distinguishes between the derivative of a function on a fractal domain and the derivative of a fractal function, where the image is a fractal space. Different continuous approximations for the fractal derivative are discussed, and it is shown that the q-calculus derivative is a continuous approximation of the fractal derivative of a fractal function. A similar version can be obtained for the derivative of a function on a fractal space. Caputo’s derivative is also proportional to a continuous approximation of the fractal derivative, and the corresponding approximation of the derivative of a fractional function leads to a Caputo-like derivative. This work has implications for studies of fractional differential equations, anomalous diffusion, information and epidemic spread in fractal systems, and fractal geometry.
APA, Harvard, Vancouver, ISO, and other styles
7

K. Abdullah, Ebtihal. "Synthesis of New (1-alkylamino-4-phenyldithio-2-bntanol amine) andderivatives." Tikrit Journal of Pharmaceutical Sciences 6, no. 1 (April 17, 2023): 78–82. http://dx.doi.org/10.25130/tjphs.2010.6.1.12.78.82.

Full text
Abstract:
Anew series of(1-alkylamino-4-phenyldithio-2-bntanol amine) and derivatives,containing two functional groups (pheny ring and NCS2) here been prepared from a reaction by 3steps :- 1-In the first step the preparation of n-phenyl dithio carbamate (A) and derivatives from a reaction between Aniline and carbon disulfide in basic medium. 2-Then , preparation N-3-chloro-2-hydroxy propyl amine tt 3 )) and derivativel from reaction between N-3-chloro-2-hydroxy propylamine and epichloro hydrine in methanolic a queous.3-In three step :-preparation 1-Alkyi amino -4-phenyl dithio-2-butanol amine ( I-IV) from reaction between A,B,and derivatives in absolute methanol The aim:-preparation of new series of propanol amine derivative, these have effect onblood pressure ' and heart rate
APA, Harvard, Vancouver, ISO, and other styles
8

Lazopoulos, Anastasios K., and Dimitrios Karaoulanis. "Fractional Derivatives and Projectile Motion." Axioms 10, no. 4 (November 8, 2021): 297. http://dx.doi.org/10.3390/axioms10040297.

Full text
Abstract:
Projectile motion is studied using fractional calculus. Specifically, a newly defined fractional derivative (the Leibniz L-derivative) and its successor (Λ-fractional derivative) are used to describe the motion of the projectile. Experimental data were analyzed in this study, and conclusions were made. The results of well-established fractional derivatives were also compared with those of L-derivative and Λ-fractional derivative, showing the many advantages of these new derivatives.
APA, Harvard, Vancouver, ISO, and other styles
9

Hasanah, Dahliatul. "On continuity properties of the improved conformable fractional derivatives." Jurnal Fourier 11, no. 2 (October 31, 2022): 88–96. http://dx.doi.org/10.14421/fourier.2022.112.88-96.

Full text
Abstract:
The conformable fractional derivative has been introduced to extend the familiar limit definition of the classical derivative. Despite having many advantages compared to other fractional derivatives such as satisfying nice properties as classical derivative and easy to solve numerically, it also has disadvantages as it gives large error compared to Riemann-Liouville and Caputo fractional derivatives. Modified types of conformable derivatives have been proposed to overcome the shortcoming. The improved conformal fractional derivatives are declared to be better approximations of Riemann-Liouville and Caputo derivatives in terms of physical behavior. In this paper, properties concerning continuity of the improved conformable fractional derivative are investigated. We prove the relation between -differentiable and continuity of a function and corresponding interior extremum theorem. We also prove the properties close to Rolle’s Theorem and Mean Value Theorem for the improved conformable fractional derivatives.
APA, Harvard, Vancouver, ISO, and other styles
10

Ortigueira, Manuel D. "A Factory of Fractional Derivatives." Symmetry 16, no. 7 (June 28, 2024): 814. http://dx.doi.org/10.3390/sym16070814.

Full text
Abstract:
This paper aims to demonstrate that, beyond the small world of Riemann–Liouville and Caputo derivatives, there is a vast and rich world with many derivatives suitable for specific problems and various theoretical frameworks to develop, corresponding to different paths taken. The notions of time and scale sequences are introduced, and general associated basic derivatives, namely, right/stretching and left/shrinking, are defined. A general framework for fractional derivative definitions is reviewed and applied to obtain both known and new fractional-order derivatives. Several fractional derivatives are considered, mainly Liouville, Hadamard, Euler, bilinear, tempered, q-derivative, and Hahn.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Derivatives"

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/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Paiva, Rafael Bianchini Abreu. "Natureza jurídica, regulação e tutela dos instrumentos derivativos." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/2/2132/tde-06082015-151224/.

Full text
Abstract:
Este trabalho visa a discutir aspectos centrais dos instrumentos derivativos, que têm ganhado importância crescente desde os anos 70, principalmente depois da crise do subprime em 2008. No Capítulo I, procura-se resgatar o debate sobre a natureza jurídica dos derivativos, tendo em vista sua função econômica. A partir deste ponto de partida, extraem-se conclusões práticas, como a não aplicabilidade das normas relativas à evicção, vícios redibitórios e teoria da imprevisão ou resolução por onerosidade excessiva. Ao fim, é proposta uma classificação dos derivativos. O objetivo do Capítulo II é destacar os principais aspectos da regulação dos derivativos. A partir da função econômica, legisladores e reguladores do mundo todo têm encontrado a necessidade de limitar a esfera de autonomia contratual, determinando o que pode ser negociado, de que forma e o modo como se deve dar a liquidação das obrigações. O Capítulo III visa a discutir os resultados da pesquisa de jurisprudência não enquadrados nos temas dos Capítulos I e II. Com isso, há maior transparência quanto aos resultados da pesquisa de jurisprudência e, ao mesmo tempo, discute-se possíveis pontos de atenção para a regulação. Por fim, o Apêndice descreve a metodologia utilizada na pesquisa de jurisprudência.
This paper aims to discuss key aspects of derivative instruments. Their importance has been increasing since the 70s, especially after the subprime crisis in 2008. Chapter I seeks to present the debate on the legal nature of the derivatives, highlighting its economic function. From this discussion, we found some practical conclusions, such as non-applicability of eviction, latent defects and rebus sic stantibus clause. In the end, we present a classification of derivatives. Chapter II highlights the main aspects of derivatives regulation. Due to their importance, legislators and regulators have been limiting contractual autonomy, determining what and in which way people can contract and settlement of obligations by clearinghouses or CCPs. Chapter III aims to discuss derivatives case law that have not fit the themes of Chapters I and II. It is a way of, at the same time, disclosing case law research findings and discussing possible improvements in regulation. Finally, the Appendix describes the methodology used in the case law research.
APA, Harvard, Vancouver, ISO, and other styles
3

Souza, Enio Bonafé Mendonça de. "Mensuração e evidenciação contábil do risco financeiro de derivativos." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-05032015-182918/.

Full text
Abstract:
O grande diferencial da contabilidade enquanto ciência do controle financeiro são as técnicas que garantem a integridade das informações apresentadas, basicamente através da identidade débito/crédito. O que se faz nesta tese é mostrar como uma nova forma de registro dos derivativos, respeitando-se os princípios contábeis, é capaz de propiciar uma estimativa mais clara e precisa dos riscos financeiros envolvidos nas posições de balanço. É feita uma Decomposição Contábil das transações com derivativos, abrindo-se cada operação em ativo e passivo, com a diferença de ambos sendo o resultado a valor justo do mesmo. Posteriormente, uma nova Decomposição de Riscos abre ativo e passivo em seus fatores primitivos de risco, evidenciando a exposição a riscos por tipo de fator. Finalmente uma reagregação global de todas as decomposições realizadas por fatores de risco gera a DRF-Demonstração de Riscos Financeiros, que evidencia de forma sintética toda exposição a riscos envolvida nas transações carregadas no balanço patrimonial. É mostrado como a DRF evidencia de forma mais clara a eficácia de hedges carregados no balanço, para fins gerenciais internos e para fins do usuário externo. Também ficam evidentes os montantes de exposição em cada fator de risco de mercado. A grande vantagem deste procedimento é que são obtidas as exposições a risco nos derivativos de forma automaticamente conciliada com os registros contábeis.
The great advantage of accounting as a science of financial control are the techniques that guarantee the integrity of the information presented, primarily through the identity debit / credit. This thesis shows a new form to recognize and record derivatives while preserving accounting principles and providing a much more clear and precise estimate of the financial risks involved in the balance sheet items. An Accounting Decomposition is made over derivative transactions by spreading up each one of them into an asset and a liability; the difference being the fair value result of the transaction. Subsequently, a new Risks Decomposition opens up assets and liabilities in their primitive risk factors, highlighting the risk exposures by each type. Finally, a global reaggregation of all decompositions performed by risk factors generates the SFR-Statement of Financial Risks, showing synthetically the exposures to all risks involved in the transactions carried in the balance sheet. It is presented how the SFR shows effectiveness of hedges applied on the balance sheet more clearly, either, for internal management and for external user purposes. Also, it turns evident the amount of exposure to each market risk factor. The greatest advantage of this procedure is to obtain the risk exposures of derivatives automatically and straightly reconciled with accounting records.
APA, Harvard, Vancouver, ISO, and other styles
4

Twarog, Marek B. "Pricing security derivatives under the forward measure." Link to electronic thesis, 2007. http://www.wpi.edu/Pubs/ETD/Available/etd-053007-142223/.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Teimouri, Ilia. "On aspects of infinite derivatives field theories & infinite derivative gravity." Thesis, Lancaster University, 2018. http://eprints.lancs.ac.uk/90105/.

Full text
Abstract:
In this thesis some essential aspects of an infinite derivative theory of gravity are studied. Namely, we considered the Hamiltonian formalism, where the true physical degrees of freedom for infinite derivative scalar models and infinite derivative gravity are obtained. Furthermore, the Gibbons-Hawking-York boundary term for the infinite derivative theory of gravity was obtained. Finally, we considered the thermodynamical aspects of the infinite derivative theory of gravity over different backgrounds. Throughout the thesis, our methodology is applied to other modified theories of gravity as a check and validation. Infinite derivative theory of gravity is a modification to the general theory of relativity. Such modification maintains the massless gravi- ton as the only true physical degree of freedom and avoids ghosts. Moreover, this class of modified gravity can address classical singularities.
APA, Harvard, Vancouver, ISO, and other styles
6

Syz, Juerg M. "Property derivatives /." Zürich, 2008. http://opac.nebis.ch/cgi-bin/showAbstract.pl?sys=000254907.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Xu, Wei. "Weather derivatives." Doctoral thesis, Humboldt-Universität zu Berlin, Landwirtschaftlich-Gärtnerische Fakultät, 2008. http://dx.doi.org/10.18452/15815.

Full text
Abstract:
Wetter stellt für die Landwirtschaft einen Hauptunsicherheitsfaktor dar. Angesichts der Kli-maveränderung gilt es als wahrscheinlich, dass Wetterschwankungen und die Häufigkeit extremer Wetterereignisse in Zukunft zunehmen werden. Vor diesem Hintergrund spielt die Entwicklung von Wetterrisikomanagementinstrumenten eine wichtige Rolle zur Einkom-mensstabilisierung in der Landwirtschaft sowohl in entwickelten Volkswirtschaften als auch in Entwicklungsländern. Seit Mitte der neunziger Jahre werden auf Finanzmärkten sogenannte Wetterderivate angebo-ten, die den Austausch von Wetterrisiken zwischen Marktteilnehmern ermöglichen. Zielsetzung der vorliegenden Arbeits ist es, die Einsatzmöglichkeiten von Wetterderivaten in der Landwirtschaft zu untersuchen. Dazu sind verschiedene methodische Vorarbeiten zu leisten. Erstens, wird ein statistisches Modell benötigt, das die Unsicherheit des betrachteten Wetterereignisses (z.B. Temperatur oder Niederschlag) beschreibt. Zweitens, muss der Zusammenhang zwischen Wetter und landwirtschaftlicher Produkti-on abgebildet werden. Drittens, schließlich bedarf es eines theoretischen Modells, um das Wetterderivat zu bepreisen. Liegen die genannten Modellkomponenten vor, kann die Hedgingeffektivität eines Wetterde-rivats aus Sicht eines landwirtschaftlichen Produzenten bestimmt werden. Dies geschieht in der vorliegenden Arbeit beispielhaft für Getreideproduzenten in Deutschland. Es zeigt sich, dass die Hedgigeffektivität und damit die Zahlungsbereitschaft für Wetterderivate produkt- und regionsspezifisch ist. Angesichts eines ausgeprägten Basisrisikos ist es unwahrscheinlich, dass Wetterderivate in Deutschland eine breite Anwendung durch Landwirte erfahren werden. Ihr Anwendungspotenzial bei landwirtschaftlichen Versicherern und Rückversicheren er-scheint dagegen höher, da diese mit Hilfe von Wetterderivaten einen Teil ihres systematischen Risikos aus landwirtschaftlichen Ertragsversicherungen auf den Kapitalmarkt transferieren können.
Weather is a major factor of uncertainty for agriculture. The effects of climate change means that it is likely that in the future there will be increased fluctuations in weather patterns and extreme meteorological events will become more regular. In this context, the development of weather risk management instruments plays an important role in the stabilising of incomes in the agricultural sector, both in developed economies as well as in developing countries. Since the mid-nineties, so-called weather derivatives have been emerged on the market which enables participants in the market to exchange weather risks. This work aims to investigate the implementation possibilities of weather derivatives in agriculture. A range of methodological preliminary investigations will be carried out. First of all it is necessary to find a statistical model which describes the uncertainty of observed weather events (e.g. temperature or precipitation). Secondly, the relationship between weather and agricultural production needs to be mapped. Thirdly, a theoretical model needs to be devised which is capable of pricing the weather derivatives. The hedging effectiveness of a weather derivative can be determined from the point of view of an agricultural producer using the model components described above. This study will use the example of grain producers in Germany. It will demonstrate that hedging effectiveness and with it willingness to pay for weather derivatives depends on the product and region. A pronounced basis risk means that it is unlikely that weather derivatives will be widely used by farmers in Germany. Their application potential for agricultural insurers and reinsurers, however, seems greater, since they can use weather derivatives to transfer a part of their systematic risk from agricultural income insurance onto the capital market.
APA, Harvard, Vancouver, ISO, and other styles
8

Castigliego, Claudio <1987&gt. "Credit derivatives." Master's Degree Thesis, Università Ca' Foscari Venezia, 2014. http://hdl.handle.net/10579/4461.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

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.

Full text
Abstract:
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
APA, Harvard, Vancouver, ISO, and other styles
10

Junior, Daphnis Theodoro da Silva. "O conteúdo informacional dos contratos futuros de Ibovespa." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/12/12136/tde-10042007-123346/.

Full text
Abstract:
A Hipótese de Eficiência de Mercado (HEM) pode ser sumarizada por esta definição: ?A market in which prices always ?fully reflect? available information is called ?efficient?.? (Fama, 1970). Nesta tese é investigada a existência de conteúdo informacional, sobre o comportamento futuro do índice Bovespa a vista, nas posições de contratos futuros de índice Bovespa em aberto carregadas de um dia para o outro pelos diferentes tipos de participantes desse mercado. Por meio do uso da metodologia de cointegração de Johansen e da abordagem de modelagem GETS, foi encontrado conteúdo informacional, mas seu poder explicativo não é alto, situando-se entre 10 e 20 %.
The Efficient Market Hypothesis (EMH) can be summarized by this definition: ?A market in which prices always ?fully reflect? available information is called ?efficient?.? (Fama,1970). In this dissertation is investigated the existence of information content, regarding the future behavior of spot Bovespa index, in the open positions of futures contracts of Bovespa index carried overnight by the different types of participants of this market. Using Johansen?s cointegration framework and the GETS modeling approach, was found some information content, but the explanation power is not high, lying between 10 to 20%.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Derivatives"

1

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

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

1956-, Gregoriou Greg N., and Ali Paul A. U, eds. The credit derivatives handbook. New York: McGraw-Hill, 2009.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Witzany, Jiří. Derivatives. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-51751-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Euromoney, ed. Derivatives. London: Euromoney, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

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

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Whaley, Robert E. Derivatives. New York: John Wiley & Sons, Ltd., 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Choudhry, Moorad. Structured credit products: Credit derivatives and synthetic securitisation. Singapore: Wiley & Sons (Asia), 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Fabozzi, Frank J. Credit Derivatives. New York: John Wiley & Sons, Ltd., 2004.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Alexander, Lipton, and Rennie Andrew 1968-, eds. Credit correlation: Life after copulas. New Jersey: World Scientific, 2008.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Nassetti, Francesco Caputo. Trattato sui contratti derivati di credito: Aspetti finanziari, logiche di applicazione, profili giuridici e regolamentari. Milano: EGEA, 2000.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "Derivatives"

1

Bryan, Dick, and Michael Rafferty. "Derivatives and Derivative Markets." In Capitalism with Derivatives, 39–67. London: Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230501546_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Rajwade, A. R., and A. K. Bhandari. "The Derivative and Higher Derivatives." In Surprises and Counterexamples in Real Function Theory, 111–54. Gurgaon: Hindustan Book Agency, 2007. http://dx.doi.org/10.1007/978-93-86279-35-4_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lee, Hongmu. "Derivatives and Insurance Derivatives." In Risk Management, 183–95. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-3468-0_14.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Tata, Fidelio. "Derivatives." In Corporate and Investment Banking, 147–95. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-44341-2_7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Beardon, Alan F. "Derivatives." In Limits, 131–47. New York, NY: Springer New York, 1997. http://dx.doi.org/10.1007/978-1-4612-0697-2_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Petersen, Peter. "Derivatives." In Graduate Texts in Mathematics, 41–76. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-26654-1_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Aïd, René. "Derivatives." In Electricity Derivatives, 65–88. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-08395-7_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Franke, Jürgen, Wolfgang Karl Härdle, and Christian Matthias Hafner. "Derivatives." In Universitext, 3–10. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-54539-9_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Baumann, Gerd. "Derivatives." In Symmetry Analysis of Differential Equations with Mathematica®, 37–95. New York, NY: Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4612-2110-4_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Peano, Giuseppe. "Derivatives." In Geometric Calculus, 107–17. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-2132-6_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Derivatives"

1

Najmon, Joel C., and Andres Tovar. "Comparing Derivatives of Neural Networks for Regression." In ASME 2023 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2023. http://dx.doi.org/10.1115/detc2023-117571.

Full text
Abstract:
Abstract In the past decades, neural networks have rapidly grown in popularity as a way to model complex non-linear relationships. The computational efficiently and flexibility of neural networks has made them popular for machine learning-based optimization methods. As such the derivative of a neural network’s output is required for gradient-based optimization algorithms. Recently, there have been several works towards improving derivatives of neural network targets, however there is yet to be done a comparative study on the different derivation methods for the derivative of a neural network’s targets with respect to its input features. Consequently, this paper’s objective is to implement and compare common methods for obtaining or approximating the derivative of neural network targets with respect to their inputs. The methods studied include analytical derivatives, finite differences, complex step approximation, and automatic differentiation. The methods are tested by training deep multilayer perceptrons for regression with several analytical functions. The derivatives of the neural network-derived methods are evaluated against the exact derivative of the test functions. Results show that all of the derivation methods provide the same derivative approximation to near working precision of the computer. Implementation of the study is done using the TensorFlow library in a provided Python code.
APA, Harvard, Vancouver, ISO, and other styles
2

Müller, Andreas. "Closed Form Expressions for Higher Derivatives of Screw Systems." In ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-12836.

Full text
Abstract:
A central element in the kinematic analysis is the determination of partial derivatives of the twist of a member in a serial kinematic chain with respect to the joint parameters (angles, translations). This requires partial derivatives of the screw system, generated by a given ordered set of joint screws. While the closed form expression of first and second order derivatives are widely known in terms of screw products, and even the derivatives up to fifth order have been reported, a general closed form expression for derivatives of arbitrary order remained an open issue. Such a closed form expression of partial derivatives of the joint screws for any order is reported in this paper. The final result for the n-th partial derivative involves n-fold nested Lie bracket (screw products) of the joint screws. The crucial observation that gives rise to the closed form expression is that the derivative is given as a sum of terms with complementary joint index ranges.
APA, Harvard, Vancouver, ISO, and other styles
3

Serban, Radu, and Edward J. Haug. "Kinematic and Kinetic Derivatives in Multibody System Analysis." In ASME 1997 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1997. http://dx.doi.org/10.1115/detc97/dac-3849.

Full text
Abstract:
Abstract Methods and identities for computation of kinematic and kinetic derivatives required for a broad spectrum of multibody system analyses are presented. Analyses such as implicit numerical integration of the differential–algebraic equations of multibody dynamics, dynamic sensitivity analysis, and workspace analysis are shown to require computation of three derivatives of algebraic constraint functions and first derivatives of inertia and force expressions. Computationally efficient derivative calculation methods and associated identities are presented for Cartesian generalized coordinates, with Euler parameters for orientation. Results presented enable practical and efficient computation of all derivatives required in multibody mechanical system analysis.
APA, Harvard, Vancouver, ISO, and other styles
4

Roundy, David J., Eric Weber, Grant Sherer, and Corinne A. Manogue. "Experts' Understanding of Partial Derivatives Using the Partial Derivative Machine." In 2014 Physics Education Research Conference. American Association of Physics Teachers, 2015. http://dx.doi.org/10.1119/perc.2014.pr.053.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Rahman, N. M. Anisur, Hasan A. Nooruddin, and Sukru Sarac. "Improved Identification of Reservoir Heterogeneity with Advanced Derivative Profiles in Relation to Radii of Investigation." In SPE Annual Technical Conference and Exhibition. SPE, 2022. http://dx.doi.org/10.2118/210265-ms.

Full text
Abstract:
Abstract The identification of reservoir heterogeneity is normally attempted by constructing profiles of conventional well-test derivatives with transient-pressure data. Second-order derivatives are more sensitive than the first-order derivatives in the respective profiles with heterogeneity. Under actual operating conditions, the identification of heterogeneity is more complex than under ideal conditions because of the presence of noise. This study investigates how the degree of heterogeneity and the level of noise in the data strike a balance in identifying heterogeneity. In this study, different levels of premeditated, random noise are applied to the ideal pressure data to examine their impacts on the profiles of the first- and second-order derivatives. The resulting distortions are analyzed for clarity in identifying the known heterogeneity located at the predefined distances. Ideal pressure data is generated from well-behaved analytical solutions for flow through porous media with various levels of heterogeneity. Comparisons are made between the ideal and the distorted derivative profiles to assess the impact of noise in identifying heterogeneity. This also allows the determination of the radius of investigation with respect to the observed derivative profiles. The second-order derivatives enable a high-sensitivity analysis by offering features of variation in the derivative profiles as a function of time, even at low levels of reservoir heterogeneity. These features, however, may get smoothened out in the corresponding derivative profile of the actual data due to the presence of external noise in the raw pressure data. The impact of the noise in the raw data, and the subsequent, unintentional smoothening of the derivative profile depend on the level of reservoir heterogeneity that is being sought. This is also illustrated in the profiles of the first-order (e.g., primary pressure, or well-test or Bourdet) derivatives. Such a smoothening tendency limits the analyst's ability to identify small scales of reservoir heterogeneity in the corresponding derivative profiles. The second-order derivative profiles demonstrate more sensitivity than those of the first-order derivatives, when encountering reservoir heterogeneity. By identifying the heterogeneity at a known distance in the derivative profiles, a relationship with the radius of investigation with time has been established. Applying a de-noising technique to the noisy data restores some of the features in the derivative profile and helps estimate a more reliable magnitude of the radius of investigation. This study offers opportunities to analyze noisy responses in heterogeneous reservoirs by providing a relationship between the second-order derivative profile and the quantity of noise. As a result of the premeditated noise in the pressure data, the magnitudes of the estimated radius of investigation also get impacted. We have been able to quantify this impact by taking advantage of the known quantity of noise in a given case.
APA, Harvard, Vancouver, ISO, and other styles
6

Baleanu, Dumitru, Om P. Agrawal, and Sami I. Muslih. "Lagrangians With Linear Velocities Within Hilfer Fractional Derivative." In ASME 2011 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/detc2011-47953.

Full text
Abstract:
Fractional variational principles started to be one of the major area in the field of fractional calculus. During the last few years the fractional variational principles were developed within several fractional derivatives. One of them is the Hilfer’s generalized fractional derivative which interpolates between Riemann-Liouville and Caputo fractional derivatives. In this paper the fractional Euler-Lagrange equations of the Lagrangians with linear velocities are obtained within the Hilfer fractional derivative.
APA, Harvard, Vancouver, ISO, and other styles
7

Kuroda, Masaharu. "Fractional Derivatives and Complex Modes of Vibration." In ASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2009. http://dx.doi.org/10.1115/detc2009-86933.

Full text
Abstract:
As described herein, we develop a method to obtain a fractional derivative response of a vibratory system with multiple degrees of freedom (DOF). To obtain fractional-order derivatives/integrals of dynamic response at a certain point on a structure presents technical difficulties because measurements of fractional-order derivative/integral responses in structural dynamics yield some implementation techniques. However, our method obviates special sensors with additional signal-conversion functions. Therefore, existing displacement and velocity sensors can work. Obtaining fractional derivative responses can be accomplished using three methods. Using any of the three methods, fractional states can be expressed with complex vibration modes, in which each point of the system oscillates with a phase that is different from “in-phase” or “out-of-phase.”
APA, Harvard, Vancouver, ISO, and other styles
8

Ortigueira, Manuel Duarte, and Arnaldo Guimara˜es Batista. "A New Look at the Fractional Brownian Motion Definition." In ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/detc2007-35218.

Full text
Abstract:
A reinterpretation of the classic definition of fractional Brownian motion leads to a new definition involving a fractional noise obtained as a fractional derivative of white noise. To obtain this fractional noise, two sets of fractional derivatives are considered: a) the forward and backward and b) the central derivatives. For these derivatives the autocorrelation functions of the corresponding fractional noises have the same representations. The obtained results are used to define and propose a new simulation procedure.
APA, Harvard, Vancouver, ISO, and other styles
9

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.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Fukunaga, Masataka, Nobuyuki Shimizu, and Hiroshi Nasuno. "Fractional Derivative Consideration on Nonlinear Viscoelastic Dynamical Behavior Under Statical Pre-Displacement." In ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2005. http://dx.doi.org/10.1115/detc2005-84452.

Full text
Abstract:
Nonlinear fractional calculus model for the viscoelastic material is examined for oscillation around the off-equilibrium point. The model equation consists of two terms of different order fractional derivatives. The lower order derivative characterizes the slow process, and the higher order derivative characterizes the process of rapid oscillation. The measured difference in the order of the fractional derivative of the material, that the order is higher when the material is rapidly oscillated than when it is slowly compressed, is partly attributed to the difference in the frequency dependence between the two fractional derivatives. However, it is found that there could be possibility for the variable coefficients of the two terms with the rate of change of displacement.
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Derivatives"

1

Ullman, M. D. Neuroprotective Ganglioside Derivatives. Fort Belvoir, VA: Defense Technical Information Center, September 2004. http://dx.doi.org/10.21236/ada428457.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Ullman, M. D. Neuroprotective Ganglioside Derivatives. Fort Belvoir, VA: Defense Technical Information Center, September 2002. http://dx.doi.org/10.21236/ada415963.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Gorton, Gary, and Richard Rosen. Banks and Derivatives. Cambridge, MA: National Bureau of Economic Research, April 1995. http://dx.doi.org/10.3386/w5100.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Stulz, Rene. Should We Fear Derivatives? Cambridge, MA: National Bureau of Economic Research, June 2004. http://dx.doi.org/10.3386/w10574.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Campbell, Sean, and Francis Diebold. Weather Forecasting for Weather Derivatives. Cambridge, MA: National Bureau of Economic Research, December 2003. http://dx.doi.org/10.3386/w10141.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Garber, Peter. Derivatives in International Capital Flows. Cambridge, MA: National Bureau of Economic Research, June 1998. http://dx.doi.org/10.3386/w6623.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Acharya, Viral. A Transparency Standard for Derivatives. Cambridge, MA: National Bureau of Economic Research, November 2011. http://dx.doi.org/10.3386/w17558.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Atkeson, Andrew, Andrea Eisfeldt, and Pierre-Olivier Weill. The Market for OTC Derivatives. Cambridge, MA: National Bureau of Economic Research, March 2013. http://dx.doi.org/10.3386/w18912.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Shiller, Robert. Derivatives Markets for Home Prices. Cambridge, MA: National Bureau of Economic Research, April 2008. http://dx.doi.org/10.3386/w13962.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Hawthorne, M. F. Novel Metallacarboranes and Their Derivatives. Fort Belvoir, VA: Defense Technical Information Center, September 1991. http://dx.doi.org/10.21236/ada245748.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Derivatives' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography