StructuredMarkets Equity Derivatives Journal最新文献_第3页

Fourier Transforms, Option Pricing and Controls 傅里叶变换，期权定价和控制

StructuredMarkets Equity Derivatives Journal Pub Date : 2011-10-09 DOI: 10.2139/ssrn.1941464

M. Joshi, Chao Yang

引用次数: 11

Risk Dispersion Tool and Strategies - Peak Catastrophe Event Correlation and Variance Swaps 风险分散工具和策略-峰值灾难事件相关性和方差互换

StructuredMarkets Equity Derivatives Journal Pub Date : 2011-10-01 DOI: 10.2139/ssrn.2343320

Ivelin M. Zvezdov

引用次数: 0

The Smile Calibration Problem Solved 微笑校准问题解决

StructuredMarkets Equity Derivatives Journal Pub Date : 2011-07-13 DOI: 10.2139/ssrn.1885032

Julien Guyon, P. Henry-Labordère

引用次数: 52

Rendite vs. Risiko bei Bonuszertifikaten (Misleading Regularly Published Rates of Return of Bonus Certificates - A Critical Analysis) Rendite与Risiko bei Bonuszertifikaten(误导定期公布的奖金证书回报率-批判性分析)

StructuredMarkets Equity Derivatives Journal Pub Date : 2011-05-22 DOI: 10.2139/ssrn.1849565

Hellmut D. Scholtz

引用次数: 0

Hybrid Equity, FX, and Interest Rate Models with Stochastic Volatility and Jump Diffusion 具有随机波动率和跳跃扩散的混合股票、外汇和利率模型

StructuredMarkets Equity Derivatives Journal Pub Date : 2010-12-26 DOI: 10.2139/ssrn.1733071

A. Amin

引用次数: 2

Nigerian Banking Industry and the Theories of Intermediation 尼日利亚银行业与中介理论

StructuredMarkets Equity Derivatives Journal Pub Date : 2010-06-14 DOI: 10.2139/ssrn.1624731

A. B. Dogarawa

{"title":"Nigerian Banking Industry and the Theories of Intermediation","authors":"A. B. Dogarawa","doi":"10.2139/ssrn.1624731","DOIUrl":"https://doi.org/10.2139/ssrn.1624731","url":null,"abstract":"Banks play an important role in the financial system of an economy. According to the theory of financial intermediation, they exist because they can reduce transaction costs and resolve information asymmetries between borrowers and lenders. However, as developments in information technology (IT), deregulation, deepening of financial markets, etc. tends to reduce transaction costs and informational asymmetries, financial intermediation theory tends to come to the conclusion that intermediation becomes useless and thus, banks are no longer relevant. This paper reviews literature on theory of financial intermediation in relation to the raison d’etre of banks in the modern time with the aim of examining whether development in IT and the deepening of the financial market render banks less important in Nigeria. The paper uses content analysis to analytically synthesise the contentious issues in financial intermediation. The paper posits that banks are considered the engine of growth for Nigerian economy. Also, despite the globalization of financial services, driven by deregulation and information technology, and despite strong price competition, the banking industry in Nigeria is not declining in importance but it is growing. To maintain their relevance however, Nigerian banks will have to provide access to the payments system; access to liquidity on demand; package and sell or repackage and resell risk through a number of different institutional arrangements; offer information that include the certification of the quality of assets together with credit review and possible follow-up; and remain a conduit for government guarantees both explicitly and implicitly.","PeriodicalId":412239,"journal":{"name":"StructuredMarkets Equity Derivatives Journal","volume":"101 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2010-06-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114555440","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Does Model Fit Matter for Hedging? Evidence from FTSE 100 Options 模型拟合对套期保值重要吗?来自富时100指数期权的证据

StructuredMarkets Equity Derivatives Journal Pub Date : 2010-06-04 DOI: 10.2139/ssrn.1620458

C. Alexander, Andreas Kaeck

引用次数: 20

Option Pricing with Piecewise-Constant Parameters, Discrete Jumps and Regime-Switching 具有分段常数参数、离散跳跃和状态切换的期权定价

StructuredMarkets Equity Derivatives Journal Pub Date : 2010-02-03 DOI: 10.2139/ssrn.1547036

Jianwei Zhu

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引用次数: 1

Counterparty Risk Management with Market-Based Indicators: Lessons from the Crisis 基于市场指标的交易对手风险管理:危机的教训

StructuredMarkets Equity Derivatives Journal Pub Date : 2009-12-30 DOI: 10.2139/ssrn.1523912

Marcelo Yoshio Takami

引用次数: 0

Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs 不连续支付金融产品的快速蒙特卡罗希腊式

StructuredMarkets Equity Derivatives Journal Pub Date : 2009-11-05 DOI: 10.2139/ssrn.1500343

Jiun Hong Chan, M. Joshi

引用次数: 0