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Letteratura scientifica selezionata sul tema "Options Finance"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 29 luglio 2024

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Articoli di riviste sul tema "Options Finance"

1

Lambrecht, Bart M. "Real options in finance". Journal of Banking & Finance 81 (agosto 2017): 166–71. http://dx.doi.org/10.1016/j.jbankfin.2017.03.006.

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2

BRANGER, NICOLE, e CHRISTIAN SCHLAG. "OPTION BETAS: RISK MEASURES FOR OPTIONS". International Journal of Theoretical and Applied Finance 10, n. 07 (novembre 2007): 1137–57. http://dx.doi.org/10.1142/s0219024907004585.

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This paper deals with the problem of determining the correct risk measure for options in a Black–Scholes (BS) framework when time is discrete. For the purposes of hedging or testing simple asset pricing relationships previous papers used the "local", i.e., the continuous-time, BS beta as the measure of option risk even over discrete time intervals. We derive a closed-form solution for option betas over discrete return periods where we distinguish between "covariance betas" and "asset pricing betas". Both types of betas involve only simple Black–Scholes option prices and are thus easy to compute. However, the theoretical properties of these discrete betas are fundamentally different from those of local betas. We also analyze the impact of the return interval on two performance measures, the Sharpe ratio and the Treynor measure. The dependence of both measures on the return interval is economically significant, especially for OTM options.

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3

Kamińska, Barbara. "Options in Corporate Finance Management". Przedsiebiorczosc i Zarzadzanie 15, n. 1 (1 gennaio 2014): 69–81. http://dx.doi.org/10.2478/eam-2014-0005.

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Abstract Although there are many opinions critical of options, especially after the 2008 scandal, they are becoming increasingly popular in Poland again. Therefore, issues connected with options are not only the subject of interest in academic circles again but also arouse interest of economic entities, allowing enterprises to assess a variety of action strategies. Those instruments enable planning safeguards to protect against various negative future scenarios. Hence, it comes as no surprise that there has been an increase in the number and variety of enterprises that have accepted options as a way to plan for their future. The article provides a brief presentation of options. It also describes one of their pricing methods. Light of the foregoing has been hypothesized that 'valuation of options using mathematical calculators using the binomial model is an effective tool for supporting management positions in futures instruments’.

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4

Ciurlia, Pierangelo, e Andrea Gheno. "Pricing and Applications of Digital Installment Options". Journal of Applied Mathematics 2012 (2012): 1–21. http://dx.doi.org/10.1155/2012/584705.

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For its theoretical interest and strong impact on financial markets, option valuation is considered one of the cornerstones of contemporary mathematical finance. This paper specifically studies the valuation of exotic options with digital payoff and flexible payment plan. By means of the Incomplete Fourier Transform, the pricing problem is solved in order to find integral representations of the upfront price for European call and put options. Several applications in the areas of corporate finance, insurance, and real options are discussed. Finally, a new type of digital derivative named supercash option is introduced and some payment schemes are also presented.

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5

Lambrecht, Bart M., e Grzegorz Pawlina. "Corporate Finance and the (In)efficient Exercise of Real Options". Multinational Finance Journal 14, n. 3/4 (1 dicembre 2010): 189–217. http://dx.doi.org/10.17578/14-3/4-2.

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6

CHANG, Kuo-Ping. "On Option Greeks and Corporate Finance". Journal of Advanced Studies in Finance 11, n. 2 (23 dicembre 2020): 183. http://dx.doi.org/10.14505//jasf.v11.2(22).09.

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This paper has proposed new option Greeks and new upper and lower bounds for European and American options. It shows that because of the put-call parity, the Greeks of put and call options are interconnected and should be shown simultaneously. In terms of the theory of the firm, it is found that both the Black-Scholes-Merton and the binomial option pricing models implicitly assume that maximizing the market value of the firm is not equivalent to maximizing the equityholders’ wealth. The binomial option pricing model implicitly assumes that further increasing (decreasing) the promised payment to debtholders affects neither the speed of decreasing (increasing) in the equity nor the speed of increasing (decreasing) in the insurance for the promised payment. The Black-Scholes-Merton option pricing model implicitly assumes that further increasing (decreasing) in the promised payment to debtholders will: (1) decrease (increase) the speed of decreasing (increasing) in the equity though bounded by upper and lower bounds, and (2) increase (decrease) the speed of increasing (decreasing) in the insurance though bounded by upper and lower bounds. The paper also extends the put-call parity to include senior debt and convertible bond. It specifies the lower bound for risky debt and the conditions under which American put option will not be early exercised.

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7

DOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING". International Journal of Theoretical and Applied Finance 12, n. 04 (giugno 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.

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We suggest a modification of an American option such that the option holder can exercise the option early before the expiration and can revert later this decision to exercise; it can be repeated a number of times. This feature gives additional flexibility and risk protection for the option holder. A classification of these options and pricing rules are given. We found that the price of some call options with this feature is the same as for the European call. This means that the additional flexibility costs nothing, similarly to the situation with American and European call options. For the market model with zero interest rate, the price of put options with this feature is also the same as for the standard European put options. Therefore, these options can be more competitive than the standard American options.

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8

LIU, YU-HONG. "VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE". International Journal of Theoretical and Applied Finance 13, n. 03 (maggio 2010): 441–58. http://dx.doi.org/10.1142/s021902491000584x.

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After Geske (1979), compound options — options on options — have been employed in many fields in which real options are applied. The formula for a compound option is convenient to use in real project investment, but it has one drawback — the assets that underlie the compound options are usually non-tradable. This article addresses this issue and proposes two new compound option pricing formulae to overcome this drawback.

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9

Tang, Han, e Wenfei Li. "Empirical study for uncertain finance". Journal of Intelligent & Fuzzy Systems 40, n. 5 (22 aprile 2021): 9485–92. http://dx.doi.org/10.3233/jifs-201955.

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Interest rate, stock and option are all important parts of finance. This paper applies uncertain differential equation to the study of the evolution of interest rate and stock price separately. Based on actual observations, we estimate the parameters in uncertain differential equation with the method of moments. Using the introduced interest rate and stock models, we price European options and compare the results with actual observations. Finally, a paradox of the stochastic financial model is stated.

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10

Pechtl, Andreas. "Some applications of occupation times of Brownian motion with drift in mathematical finance". Journal of Applied Mathematics and Decision Sciences 3, n. 1 (1 gennaio 1999): 63–73. http://dx.doi.org/10.1155/s1173912699000048.

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In the last few years new types of path-dependent options called corridor options or range options have become well-known derivative instruments in European options markets. Since the payout profiles of those options are based on occupation times of the underlying security the purpose of this paper is to provide closed form pricing formulae of Black & Scholes type for some significant representatives. Alternatively we demonstrate in this paper a relatively simple derivation of the Black & Scholes price for a single corridor option – based on a static portfolio representation – which does not make use of the distribution of occupation times (of Brownian motion). However, knowledge of occupation times' distributions is a more powerful tool.

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Più fonti

Tesi sul tema "Options Finance"

1

Chen, Kwok-wang. "Evaluation of market efficiency of stock options in Hong Kong /". Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837372.

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2

Brooks, Chad M., David E. Moore e Edward J. White. "Outsourcing Options to Finance Navy Recapitalization". Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/9888.

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MBA Professional Report
Navy leadership is searching for ways to finance urgent fleet recapitalization despite severely limited resources. This study exposes the enormity of the recapitalization challenge using budget forecasting and ratio analysis to frame potential trade-offs among major Navy appropriations that would achieve programmed procurement targets. We illustrate the organizational and operational challenges associated with even small tradeoffs and also examine the increasingly common practice of competitive sourcing using private-sector risk criteria popularized in business literature. Our research suggests that current recapitalization goals are financially untenable without significant Defense restructuring. We show with a Marine Corps rescission example that implementing the trade-offs suggested by our analysis would challenge the very way DoD does business. However, we find that the early success of Sea Enterprise in identifying business efficiencies offers the best promise for success. We caution that competitive sourcing must not be purely cost-driven but rather a strategic approach to managing risk. We offer perspectives and considerations beyond the outsourcing roadmap currently provided by OMB Circular A-76. This study is intended for Navy leaders and other stakeholders who are evaluating the factors constraining fleet re-capitalization, considering the practical ramifications of looming financing decisions, and weighing the strategic and operational risks of competitive sourcing.

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3

Martin, David. "Les options fondamentales de la finance moderneDomestication sociologique d'un produit financier". Phd thesis, Université Toulouse le Mirail - Toulouse II, 2005. http://tel.archives-ouvertes.fr/tel-00158032.

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Abstract (sommario):

Cette thèse propose une façon sociologique de domestiquer un objet peu familier: le produit financier. Le cas retenu est celui de l'option: un des produits dérivés les plus controversés, qui s'est trouvé au coeur de la question sociale résurgente du "pouvoir de la finance". Ce travail s'inscrit dans une dynamique de recherche plus globale de reconquête des objets financiers par les sciences sociales entrepris depuis quelques années en France et au niveau international. En adoptant un centrage du regard sur le "produit" lui-même, l'auteur développe un ensemble d'opérations de recherches qui permettent de dessiner l'espace social (et technique) qui fait la teneur du produit.
Un premier travail d'anthropologie historique propose alors de soumettre l'option financière à une "anamnèse" qui remonte à Babylone pour revenir à Amsterdam (17ème siècle) avec une étape par la Grèce de Thalès et Aristote. L'option s'avère alors relever d'un espace social solidaire d'un ordre politique et religieux.
Néanmoins, le caractère trans-historique de ce "Phénix financier" laisse inexpliquée la spectaculaire transformation quantitative et qualitative subie par les produits dérivés contemporains sur les marchés organisés comme sur les marchés de gré à gré. La thèse s'attache alors à suivre le travail d'in-scription comptable et de pré-scription cognitive et formelle (ou juridque) qui sous-tend les transactions à base d'instruments financiers conditionnels. Cette dé-scription du produit donne alors à voir plusieurs modalités concrètes du processus de mondialisation financière.
Au terme de cette analyse, l'écriture collective du produit s'avère fondamentalement prise en charge par "la théorie financière moderne". Ce paradigme financier fait alors l'objet d'une analyse plus attentive sur les relations -descriptives et prescriptives- qu'il a entretenu avec le marché réel au fil de son avénement. A partir d'une mise en évidence de la double spéculation pratique et théorique sur la "volatilité" (qu'ont eu à couvrir ces options), la thèse conclut alors sur la consécration mutuelle et auto-référencielle opérée par la théorie et le marché. Cettte double consécration exprime un visage fondamental du nouvel ordre social, politique et moral de l'option financière moderne.

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4

Martin, David. "Les options fondamentales de la finance moderne : domestication sociologique d'un produit financier". Toulouse 2, 2005. https://tel.archives-ouvertes.fr/tel-00158032.

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Abstract (sommario):

Cette thèse propose une façon sociologique de domestiquer un objet peu familier : le produit financier. Le cas retenu est celui de l'option : un des produits dérivés les plus controversés, qui s'est trouvé au coeur de la question sociale résurgente du "pouvoir de la finance". Ce travail s'inscrit dans une dynamique de recherche plus globale de reconquête des objets financiers par les sciences sociales entrepris depuis quelques années en France et au niveau international. En adoptant un centrage du regard sur le "produit" lui-même, l'auteur développe un ensemble d'opérations de recherches qui permettent de dessiner l'espace social (et technique) qui fait la teneur du produit. Un premier travail d'anthropologie historique propose alors de soumettre l'option financière à une "anamnèse" qui remonte à Babylone pour revenir à Amsterdam (17ème siècle) avec une étape par la Grèce de Thalès et Aristote. L'option s'avère alors relever d'un espace social solidaire d'un ordre politique et religieux. Néanmoins, le caractère trans-historique de ce "Phénix financier" laisse inexpliquée la spectaculaire transformation quantitative et qualitative subie par les produits dérivés contemporains sur les marchés organisés comme sur les marchés de gré à gré. La thèse s'attache alors à suivre le travail d'in-scription comptable et de pré-scription cognitive et formelle (ou juridque) qui sous-tend les transactions à base d'instruments financiers conditionnels. Cette dé-scription du produit donne alors à voir plusieurs modalités concrètes du processus de mondialisation financière. Au terme de cette analyse, l'écriture collective du produit s'avère fondamentalement prise en charge par "la théorie financière moderne". Ce paradigme financier fait alors l'objet d'une analyse plus attentive sur les relations -descriptives et prescriptives- qu'il a entretenu avec le marché réel au fil de son avénement. A partir d'une mise en évidence de la double spéculation pratique et théorique sur la "volatilité" (qu'ont eu à couvrir ces options), la thèse conclut alors sur la consécration mutuelle et auto-référencielle opérée par la théorie et le marché. Cettte double consécration exprime un visage fondamental du nouvel ordre social, politique et moral de l'option financière moderne.

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5

Joo, Tan How. "Tests of options market efficiency : a study of the European Options Exchange". Thesis, University of Glasgow, 1990. http://theses.gla.ac.uk/1872/.

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The objective of this study is to provide evidence on the efficiency of the stock options market of the European Options Exchange. `Riskless' spreading and hedging strategies using the Black-Scholes call option pricing model with the Merton dividend adjustment, are used to test market efficiency. The results show that, although for the zero transactions costs case above-normal returns are possible, these returns become negative when the bid-ask spread cost is taken into account. These results persist over the two sample periods studied. Two variations of the trading rule that compute model prices by using the same model but with two different estimators of the standard deviation of the underlying stock's return as inputs to the model, also produce similar results. The study concludes that, with respect to the trading rules used and the sample periods studied, there were no inefficiencies on the stock options market of the European Options Exchange.

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6

MORELLEC, ERWAN. "Theorie des options et decisions d'investissement et de financement". Jouy-en Josas, HEC, 1998. http://www.theses.fr/1998EHEC0060.

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Depuis les articles fondateurs de black et scholes (1973) et merton (1974), l'application de la theorie des options a la finance d'entreprise a connu un essor considerable. Cependant, en depit de contributions a la comprehension des decisions d'investissement et de financement, les modeles developpes jusqu'a present ne peuvent pas expliquer de nombreuses donnees observees dans la pratique. Cette these montre que le prise en compte de certains elements caracterisant l'environnement economique ou legislatif des entreprises permet de reproduire (plus) fidelement ces donnees. Il est montre que: - la possibilite pour une entreprise en detresse financiere d'etre reorganisee permet d'expliquer les faibles niveaux d'endettement et le defaut precoce des entreprises; - le degre de liquidite des actifs d'une firme peut expliquer l'effet taille observe dans les structures du capital ainsi que les fortes primes de risque payees par les entreprises pour leur risque de defaut; - le degre d'enracinement des dirigeants et leur tendance a sur-investir ont un impact sur la politique financiere retenue; - les delais de mise en place affectent la politique optimale d'investissement et l'evaluation des projets
Since the pathbreaking papers by black and scoles (1973) and merton (1974), contingent claims analysis has been widely applied to corporate finance. However, although this literature has made a great step toward a better understanding of investment and financing decisions, it has been unable so far to capture many stylized facts of corporate finance. This thesis shows that incorporating some features of the legal and economic environment of firms allows one to explain (at least partly) the data observed in practice. It is shown that - the possibility for a firm in financial distress to engage a reorganization procedure can account for early default and the low debt levels in capital structures; - asset liquidity can explain the size effect observed in capital structures and the high credit spreads; - managerial entrenchment and empire-building have an impact on the financing policy selected by the firm; - implementation delays affect both optimal investment policies and the valuation of projects

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7

Huhta, T. (Tommi). "Performance of the Black-Scholes option pricing model:empirical evidence on S&P 500 call options in 2014". Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201711083066.

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This paper evaluates performance of the Black-Scholes option pricing model on European call options that are written on U.S. S&P 500 equity index in year 2014. Main purpose is to show empirical evidence about false assumptions contained in the model and complete it by relaxing unconditional restrictions. Analysis consists of investigating biasedness and heteroscedasticity properties by complementing the Black-Scholes model with GARCH(1,1) method based on maximum likelihood estimations. Varying volatility is studied also through implicit volatility surface. Depending on their characteristics, call options are categorized into specific groups according to their moneyness and maturity for further analysis. Using common econometrics and statistical methods, the paper shows that assumption about constant volatility is false, that the Black-Scholes model exhibits a bias which leads to mispricing of certain type of options and that assumption about normally distributed error term is false. Volatility is estimated through historical and implicit methods, of which the latter one uses GARCH(1,1) method to capture especially time-series characteristics of varying volatility. Findings regarding performance of the Black-Scholes option pricing model were expected and are in line with prior literature.

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8

Bouvard, Matthieu. "3 essais en finance d'entreprise". Toulouse 1, 2009. http://www.theses.fr/2009TOU10032.

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Cette thèse est composée de trois essais. Un premier essai s intéresse au lien entre frictions sur les marchés de capitaux et acquisition d information par des entrepreneurs. Je montre qu un problème d anti-sélection entre entrepreneurs et investisseurs peut modifier les incitations des premiers à investir dans l acquisition de compétences ou d expérience. Il existe deux régimes inefficients. Lorsque les investisseurs sont a priori pessimistes, l accès au financement est restreint aux entrepreneurs expérimentés, il y a peu de projets financés et ils sont en moyenne très profitables. Lorsque les investisseurs sont a priori optimistes, tous les entrepreneurs ont accès à un financement, le nombre de projets financés est élevé, et leur profitabilité moyenne est faible. Ces effets suggèrent un mécanisme d amplification des cycles économiques. Un deuxième essai modélise le financement de projets innovants comme un problème d investissement séquentiel. Un premier investissement génère un flux d information sur la profitabilité d un deuxième investissement. L entrepreneur a ex ante une information privée sur la profitabilité du projet, ce qui crée un problème d anti-sélection pour les investisseurs. Les contrats optimaux peuvent être implémentés en utilisant des stocks-options bloquées et un "golden parachute". Ils incluent également le timing du deuxième investissement qui est utilisé comme un instrument pour signaler la qualité du projet. Ce mécanisme crée une distorsion dans le processus d apprentissage : le deuxième investissement a lieu trop tôt ou trop tard par rapport à l optimum de premier ordre. Le financement interne affecte le timing du deuxième investissement. Le modèle génère des prédictions empiriques sur le relation entre la sensibilité à la performance du contrat de rémunération de l entrepreneur et la politique d investissement de la firme. Un troisième essai s intéresse aux agences de certification ou de notation dont la rémunération dépend des intérêts potentiellement conflictuels des acheteurs (investisseurs) et des vendeurs (émetteurs de titres). En délivrant une information plus précise, les agences augmentent la participation des acheteurs mais peuvent également dissuader les vendeurs de participer. En effet, ces derniers prennent également en compte la probabilité d obtenir une note positive. Dans un jeu dynamique, nous examinons comment la tentative d établir une réputation vis-a-vis des deux côtés du marché affecte la production d information. Nous montrons que le souci de réputation peut avoir un effet ambigu. Lorsque la fiabilité perçue des notations est faible, la réputation a un effet de discipline et la précision des notations s améliore. Lorsque la fiabilité perçue est élevée, les agences deviennent laxistes pour augmenter leurs revenus futurs. Cet effet ne nécessite pas que la rémunération de l agence soit contingente à la notation
The first essay shows that adverse selection on the capital market affects incentives of entrepreneurs to engage in information acquisition through education or experience. The second essay models innovation financing as a sequential investment problem. Adverse selection on the capital market distorts investment timing and creates inertia. Optimal contracts can be implemented through stock options with a vesting period and severance payments. The third essay studies ratings or certification agencies and shows that reputational concerns have an ambiguous effect. When the perceived reliability of ratings is deficient, reputation has a disciplining effect and the precision of reports improves. However, agencies with a good reputation are too lenient

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9

Chirayukool, Pokpong. "The valuation of exotic barrier options and American options using Monte Carlo simulation". Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/45027/.

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Monte Carlo simulation is a widely used numerical method for valuing financial derivatives. It can be used to value high-dimensional options or complex path-dependent options. Part one of the thesis is concerned with the valuation of barrier options with complex time-varying barriers. In Part one, a novel simulation method, the contour bridge method, is proposed to value exotic time-varying barrier options. The new method is applied to value several exotic barrier options, including those with quadratic and trigonometric barriers. Part two of this thesis is concerned with the valuation of American options using the Monte Carlo simulation method. Since the Monte Carlo simulation can be computationally expensive, variance reduction methods must be used in order to implement Monte Carlo simulation efficiently. Chapter 5 proposes a new control variate method, based on the use of Bermudan put options, to value standard American options. It is shown that this new control variate method achieves significant gains over previous methods. Chapter 6 focuses on the extension and the generalisation of the standard regression method for valuing American options. The proposed method, the sequential contour Monte Carlo (SCMC) method, is based on hitting time simulation to a fixed set of contours. The SCMC method values American put options without bias and achieves marginal gains over the standard method. Lastly, in Part three, the SCMC method is combined with the contour bridge method to value American knock-in options with a linear barrier. The method can value American barrier options very well and efficiency gains are observed.

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10

Friedl, Gunther. "Real options and investment incentives". Berlin ; New York : Springer, 2007. http://site.ebrary.com/id/10161175.

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Più fonti

Libri sul tema "Options Finance"

1

Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2005.

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2

Gastineau, Gary L. The options manual. 3^a ed. New York: McGraw-Hill, 1988.

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3

McMillan, Lawrence G. McMillan on Options. New York: John Wiley & Sons, Ltd., 2004.

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4

1944-, Rubinstein Mark, a cura di. Options markets. Englewood Cliffs, N.J: Prentice-Hall, 1985.

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5

Miller, Sennholz Lyn, e Helstrom Carl O, a cura di. Options hedging handbook. Cedar Falls, IA: Center for Futures Education, 1985.

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6

Sincere, Michael. Understanding options. New York: McGraw-Hill, 2007.

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7

McCafferty, Thomas. Options demystified. 2^a ed. New York: McGraw-Hill, 2010.

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8

Kolb, Robert W. Understanding options. New York: Wiley, 1995.

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9

Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2007.

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10

Thomsett, Michael C. Getting started in options. 3^a ed. New York: John Wiley & Sons, 1997.

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Più fonti

Capitoli di libri sul tema "Options Finance"

1

Merton, Robert C. "Options". In Finance, 213–18. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_23.

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2

Guerard, John B., e Eli Schwartz. "Options". In Quantitative Corporate Finance, 393–414. Boston, MA: Springer US, 2007. http://dx.doi.org/10.1007/978-0-387-34465-2_16.

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3

Guerard, John B., Anureet Saxena e Mustafa Gultekin. "Options". In Quantitative Corporate Finance, 465–84. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43547-9_16.

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4

Guerard, John B., Anureet Saxena e Mustafa N. Gültekin. "Options". In Quantitative Corporate Finance, 505–25. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-87269-4_16.

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5

Zhu, You-lan, Xiaonan Wu e I.-Liang Chern. "Basic Options". In Springer Finance, 17–112. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_2.

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6

Zhu, You-lan, Xiaonan Wu e I.-Liang Chern. "Exotic Options". In Springer Finance, 113–203. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_3.

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7

Zhu, You-lan, Xiaonan Wu, I.-Liang Chern e Zhi-zhong Sun. "Exotic Options". In Springer Finance, 159–275. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-7306-0_4.

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8

Shreve, Steven E. "Exotic Options". In Springer Finance, 295–337. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-4296-1_7.

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9

Hilber, Norbert, Oleg Reichmann, Christoph Schwab e Christoph Winter. "American Options". In Springer Finance, 65–74. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_5.

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Hilber, Norbert, Oleg Reichmann, Christoph Schwab e Christoph Winter. "Exotic Options". In Springer Finance, 75–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_6.

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Atti di convegni sul tema "Options Finance"

1

Davis, Mark, e Jan Obłój. "Market completion using options". In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-4.

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2

Hugger, Jens, e Sima Mashayekhi. "Feedback options in nonlinear numerical finance". In NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics. AIP, 2012. http://dx.doi.org/10.1063/1.4756645.

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3

Gerstner, T., e M. Holtz. "Geometric tools for the valuation of performance-dependent options". In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060161.

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4

Chen, R. W., e B. Rosenberg. "Optimal exercise of Russian options in the binomial model". In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060171.

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5

Melnikov, M. Y. "A Green’s function-based iterative approach to the pricing of American options". In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080091.

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Li, Z., e S. S. T. Yau. "Path dependent options: the case of high water mark provision for hedge funds". In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060381.

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Beneder, Reimer, e Ton Vorst. "Options on Dividend Paying Stocks". In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0017.

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Persad, S. "Valuation of swing options with supplier flexibility – switching and recall features: a methodology note". In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080071.

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9

Hulley, Hardy, e Eckhard Platen. "Laplace transform identities for diffusions, with applications to rebates and barrier options". In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-9.

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Yamazaki, Akira. "Analytical Approximation of Pricing Average Options under the Heston Model". In Proceedings of the International Workshop on Finance 2011. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/9789814407335_0010.

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Rapporti di organizzazioni sul tema "Options Finance"

1

Breger, Dwayne, Zara Dowling, River Strong e Alison Bates. Solar Finance and Ownership Options. Office of Scientific and Technical Information (OSTI), giugno 2024. http://dx.doi.org/10.2172/2394646.

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2

McIlmoil, Rory. Deep Dive on Energy Finance Options for Local Governments. Office of Scientific and Technical Information (OSTI), marzo 2024. http://dx.doi.org/10.2172/2328546.

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3

Gerritsen, Erik, Lisa Korteweg, Foivos Petsinaris, Rachel Lamothe, Jeroen van der Laan, Daniela Chiriac, Costanza Strinati, Sean Stout e Bella Tonkonogy. Options for Considering Nature-positive Finance Tracking and Taxonomy. Inter-American Development Bank, novembre 2022. http://dx.doi.org/10.18235/0004572.

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Abstract (sommario):

Healthy and resilient ecosystems underpin our societies and economies. Collapse of just a few ecosystem services such pollination, timber from forests and food from marine fisheries, could result in a global GDP decline of USD 2.7 trillion annually by 2030. We are not investing sufficiently in nature, resulting in an estimated nature funding gap as high as US$800 billion per year. Redirecting financial flows towards nature-positive investments and activities is critical. Multilateral Development Banks (MDBs) play an instrumental role to support a nature-positive future, aligned with the forthcoming post-2020 Global Biodiversity Framework, the G7 Climate, Energy and Environment Ministers Communiqué of May 27th, 2022, and with the Joint Statement on Nature, People, and Planet endorsed by the 10 MDBs at COP27. This Statement included an intention to work towards a joint understanding of the term 'nature positive' in the context of operations and investments and a goal to develop tools and methodologies for tracking 'nature positive' investments across MDB portfolios. This technical note is a first step towards meeting this commitment. This work presents options for defining nature-positive finance, based on definitions and principles identified in a bibliographical review drawing on global expertise and developing frameworks and taxonomies. Acknowledging the variety of institutional and ecological contexts in which MDBs operate, the report offers a menu of options to screen nature-positive activities as well as a variety of approaches to determine the nature-positive contribution to investments. Finally, the report proposes principles for tracking and reporting on these investments.

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Holden, Paul, e Hunt Howell. Enhancing Access to Finance in the Caribbean. Inter-American Development Bank, ottobre 2009. http://dx.doi.org/10.18235/0006787.

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The purpose of this paper, the fourth chapter in a series of discussion papers on private sector development, is to examine issues that are central to financial market development in the Caribbean region. This report identifies factors that are required for financial markets to function effectively and describes policy options that could be implemented in the Caribbean to make financing more widely available.

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Lenhardt, Amanda. Private Sector Development Finance to Support the ‘Missing Middle’. Institute of Development Studies, gennaio 2021. http://dx.doi.org/10.19088/k4d.2021.106.

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Evidence indicates that business support to small and medium enterprises (SMEs) in lower middle-income countries (LMICs) can improve firms’ performance, create jobs, and have a positive effect on labour productivity (Piza et al., 2016). The impacts of some approaches to private sector finance such as traditional loans, grants and technical assistance have been studied empirically, but there is limited evidence of the impacts of non-traditional and innovative financing instruments (Mallen & Bungey, 2019; Piza et al., 2016). Studies of financial instruments to support SMEs in LICs and LMICs tend to focus on particular markets or adaptations to traditional funding models rather than targeted outcomes such as sustainable employment creation (Mallen & Bungey, 2019). This report explores evidence on the effectiveness of financing options available to bilateral donors to promote private sector development (PSD) in LIMCs, however the evidence base for most financing instruments is extremely limited and much of the evidence is more than 5 years old. The report seeks to provide a (non-comprehensive) list of available Overseas Development Assistance (ODA) eligible options and a more detailed examination of those options for which evidence was identified for this review. An open search for evidence on PSD interventions to support SMEs in LMICs and LICs was carried out, followed by a targeted search of interventions seeking to support medium-sized enterprises (the ‘missing middle’) in Zambia specifically. The report begins with a brief overview of the ‘missing middle’ challenge in Zambia. Section 3 explores recent trends in bilateral finance for PSD. The remaining sections of the report explore available evidence on the effectiveness of specific interventions: credit guarantees, matching grants, equity investment and permanent capital vehicles, mezzanine finance, and funds of funds.

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Mooney, Henry, David Rosenblatt, Monique Graham, Natasha Richardson, María Cecilia Acevedo, Stefano Pereira, Khamal Clayton, Cloe Ortiz de Mendívil e Victor Gauto. Caribbean Economics Quarterly: Volume 11, Issue 2: Finance for Firms: Options for Improving Access and Inclusion. Inter-American Development Bank, luglio 2022. http://dx.doi.org/10.18235/0004392.

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This edition of the Caribbean Economics Quarterly (Q2-2022) is a collaboration between the IDBs Caribbean Country Department and IDB Invest, which focuses on firms access to finance. The report begins by considering both the nature and history of the regions financial sector development, highlighting key measures of financial access and adequacy. It then leverages enterprise survey data developed by the Compete Caribbean partnership to assess legacy and emerging challenges facing firms from across the region, including those owned and/or operated by women. Newly available data from 2020 are compared with a previous vintage of the surveys from 2014, providing important insights into how circumstances have evolved, especially considering the COVID-19 shock. The analysis suggests that: (i) financial sectors and firms across the Caribbean face outsized challenges, particularly when compared to peers across the globe; (ii) the COVID-19 crisis appears to have further constrained access to finance; (iii) smaller firms appear to face more significant hurdles than larger ones; and, (iv) women-owned and/or operated firms face more severe challenges with respect to financial access than other firms across the region. Policies and reforms with the potential to improve financial development, access, and inclusion are highlighted, as well as successful examples of IDB support and collaboration in related areas across the Latin American and Caribbean region.

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Bulmer-Thomas, Victor. Belize's Regional Integration Options: Guatemala and Mexico. Inter-American Development Bank, giugno 2017. http://dx.doi.org/10.18235/0009368.

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Export-led growth is the most sustainable way for Belize to raise its long-run rate of growth of GDP per head to meet the aspirations of its people and to put external debt servicing on a more secure basis. Expanding exports of goods and services to Guatemala and Mexico would be a useful step in this direction. This can be done by emphasizing tourism and non-travel services to Guatemala and Mexico which could help to increase the value of exports. Other services, such as transport, business outsourcing and finance, also have potential for expansion. Key recommendations to promote trade with Guatemala and Mexico include: increasing the capacity to estimate unrecorded exports of goods; increasing Belize¿s national capacity to produce an exportable surplus so that increased exports to these two markets do not simply displace exports to other countries; developing a strategy for promotion of non-tourism services exports; and revising and expanding the Partial Scope Agreement (PSA) with Guatemala to stimulate Belizean exports.

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Muelaner, Jody E. Decarbonized Fuel Options for Civil Aviation. 400 Commonwealth Drive, Warrendale, PA, United States: SAE International, giugno 2023. http://dx.doi.org/10.4271/epr2023012.

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<div class="section abstract"><div class="htmlview paragraph">Drop-in replacement biofuels and electrofuels can provide net-zero CO2 emissions with dramatic reductions in contrail formation. Biofuels must transition to second-generation cellulosic feedstocks while improving land and soil management. Electrofuels, or "e-fuels,” require aggressive cost reduction in hydrogen production, carbon capture, and fuel synthesis. Hydrogen has great potential for energy efficiency, cost reduction, and emissions reduction; however, its low density (even in liquid form) combined with it’s extremely low boiling temperature mean that bulky spherical tanks will consume considerable fuselage volume. Still, emerging direct-kerosene fuel cells may ultimately provide a superior zero-emission, energy-dense solution. </div><div class="htmlview paragraph"><b>Decarbonized Power Options for Civil Aviation </b>discusses the current challenges with these power options and explores the economic incentives and levers vital to decarbonization. Until common and enforceable global carbon pricing arrives, targeted national measures (e.g., mandates, price support, and finance) will be required.</div><div class="htmlview paragraph"><a href="https://www.sae.org/publications/edge-research-reports" target="_blank">Click here to access the full SAE EDGE</a><sup>TM</sup><a href="https://www.sae.org/publications/edge-research-reports" target="_blank"> Research Report portfolio.</a></div></div>

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Hillier, Debbie. Facing Risk: Options and challenges in ensuring that climate/disaster risk finance and insurance deliver for poor people. Oxfam, aprile 2018. http://dx.doi.org/10.21201/2017.2258.

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Lenhardt, Amanda. Development Finance for Socioeconomic Programming in Response to Covid-19. Institute of Development Studies (IDS), novembre 2021. http://dx.doi.org/10.19088/cc.2021.009.

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The Covid-19 crisis led multilateral and bilateral donors to revise their funding strategies to respond to the crisis and to adapt existing programming to the new context it created. This resulted in changes to overall allocations, with some countries increasing aid commitments and institutions like the World Bank scaling up lending to low- and middle-income countries while others have cut aid budgets due to low economic growth and demands on domestic resources at home. Changes in aid volumes and disbursal mechanisms are anticipated to have significant impacts on low- and middle-income countries’ abilities to cope with the crisis in the short term, and the targeting of these investments are likely to have a lingering effect on recoveries for years to come. Although aid makes up a small proportion of countries’ available finance to tackle the Covid-19 crisis, “other financing options such as foreign direct investment, workers’ remittances, and taxes – have fallen and are slow to recover” (Prizzon, 2021). Aid finance will therefore be critical to many countries’ short-term responses to Covid-19 and capacities to abate longer-term negative impacts on social and economic outcomes as countries begin to recover. This report gives a broad overview of trends in bilateral, multilateral, and private foundations’ funding strategies over the course of the pandemic to highlight observable shifts in practice. The review is based on a rapid search of funding announcements from a selection of bilateral donors, a selection of multilateral institutions, and overall trends reported by foundations. The report also includes evidence reported by secondary literature on finance for development over the course of the Covid-19 crisis.

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