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| | Derivative (finance) - Wikipedia, the free encyclopedia |
 | | 90% of all derivatives revenue made by derivatives sellers is for this kind of cost, cash, accounts receivable and accounts payable planning. | | | Crucial to the valuation of derivatives is also the stochastics of the underlying assets, typically expressed as a stochastic process. | | | High-Risk Mortgage Securities: Securities where the price or expected average life is highly sensitive to interest rate changes, as determined by the FFIEC policy statement on high-risk mortgage securities. |
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http://en.wikipedia.org/wiki/Derivative_securities
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| | Securities - definition of Securities in Encyclopedia |
| | Securities that have already been issued may also be traded; this trading is called the aftermarket or secondary market. | | | In the United States, the offer and sale of securities is either registered pursuant to a registration statement that is filed with the Securities and Exchange Commission (SEC) or are offered and sold pursuant to an exemption therefrom. | | | Dealing in securities is heavily regulated by both the federal authorities (chiefly SEC) and state authorities. |
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http://encyclopedia.laborlawtalk.com/Securities
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| | Derivative securities |
| | Bangladesh - Securities and Exchange Commission Mission is to protect the interests of securities investors; develop fair, transparent and efficient securities markets; and ensure proper compliance with securities laws. | | | Seydler AG Securities and Financial Services Equity, derivative and fixed-income trading. | | | derivative derivative products securities american securities securities market securities fraud securities firm securities arbitration peachtree securities securities attorneys pennsylvania level debt securities fixed income securities securities lawyers pennsylvania |
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http://www.serebella.com/encyclopedia/article-Derivative_securities.html
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| | New Page 1 |
| | The pricing of complex financial products, such as derivative securities or options is an example of an area that requires ethical standards and the avoidance of conflict of interest. | | | Derivatives are financial instruments whose value is based on underlying commodities or financial instruments such as interest rates, stock or bond prices or precious metals. | | | Recent scandals in the derivative securities markets have led to a general skepticism regarding the ethical standards upheld by the securities industry (MacKenzie and Richard, 2002). |
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http://www.e-businessethics.com/lf/article4.html
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| | Financial Pipeline Derivatives Page |
| | Derivatives are financial securities whose value is derived from another "underlying" financial security. | | | Derivatives can be used hedging, protecting against financial risk, or can be used to speculate on the movement of commodity or security prices, interest rates or the levels of financial indices. | | | A derivative financial product is a contrived instrument, the value of which depends indirectly on the price of a cash instrument. |
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http://www.finpipe.com/derivatives.htm
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| | Id-175 |
| | The fact that CMO derivative securities were essential to the Fund's superior performance was specifically noted for the first time in the Fund's 1994 semi-annual report to shareholders. | | | If events materially affecting the value of such securities occur during such period, or if the Fund's management determines for any other reason that valuations provided by the pricing service are inaccurate, such securities will be valued at their fair value according to procedures decided upon in good faith by the Company's Board of Directors. | | | In addition, any securities or other assets of the Fund for which market prices are not readily available will be valued at their fair value in accordance with such procedures. |
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http://www.sec.gov/litigation/aljdec/id175hpy.htm
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| | Valuation of Derivative Securities |
| | The two key inputs in valuing derivative securities are the price of the underlying asset and the volatility of the asset’s return. | | | These securities confer a right to buy or sell an underlying asset, typically a financial security like a stock or bond, at a fixed price within a designated period of time. | | | Additional complexity is introduced when valuing derivative securities where the underlying assets consist of stock in a privately held firm. |
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http://www.axiomvaluation.com/Services/DerivativeSecurities.asp
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| | Session Ten: More on Derivative Securities |
| | The value of the equity aspect of the convertible bond is called its conversion value or equity value. | | | The payback or break-even period measures how long it takes for the additional income from the convertible security to payback the premium that is paid for the convertible bond. | | | The put serves as insurance against a decline in the value of the underlying security. |
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http://www2.una.edu/kvrensselaer/Class10.html
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| | Amazon.ca: Books: Derivative Securities: The Complete Investor's Guide |
| | Derivative Securities: The Complete Investor's Guide provides investors and investment managers with the technical and strategic tools they need to make derivatives an integral part of their investment arsenal. | | | In addition, the issue of credit risk in pricing and risk management of securities is covered extensively. | | | Provides investors and investment managers with the technical and strategic tools they need to make derivatives an integral part of their investment arsenal. |
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http://www.amazon.ca/exec/obidos/ASIN/0324015062/qid%3D/702-6417601-5686428/defaultrisk06-20
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| | Derivative Securities (2000/20001 1st Semester) Course Outline |
| | On the theoretical side, this course introduces fundamental pricing methods for derivative securities (that is the implementation cost of risk management), risk hedging and trading strategies for different tools of financial risk management. | | | A project of risk management by financial derivative securities in Hong Kong are specially designed to let you apply the theoretical knowledge to practice. | | | This course aims to provide students with understanding of (i) the fundamental knowledge for the most common derivative securities in financial market, (ii) the financial derivative trading strategies used to manage risk or make speculation, and (iii) the recent development of derivative securities and trading techniques in financial markets. |
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http://www.econ.hku.hk/~alexchan/course/ds20002001_1st/index.html
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| | Derivative Securities - by Robert A. Jarrow, Stuart M. Turnbull |
| | Derivative Securities, 2e by Robert Jarrow and Stuart Turnbull takes the risk out of your classroom by making the theory and practice of pricing and hedging derivative securities accessible to students in a simple and complete manner. | | | Written by two of the foremost experts in the industry, Derivative Securities, 2e includes crucial coverage of option pricing, futures pricing, equity, index, foreign currency, commodity, and interest rate derivatives as well as exotic options. | | | The risk of losing your students in the complex maze of derivative securities issues can be great. |
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http://www.msfinance.ethz.ch/application/DerivativeSecurities.html
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| | Derivative_securities |
| | The books covers both derivatives markets and risk management, including credit risk and credit derivatives. | | | Hedge funds and private equity are the best known of the alternative assets, but certainly not the only alternative assets available. | | | hedge funds, private equity, credit derivatives, and commodity futures. |
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http://books.mysic.com/Derivative_Securities
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| | EconPapers: State Prices Implicit in Valuation Formulae for Derivative Securities: A Martingale Approach |
| | Abstract: A derivative asset is a security whose payoff is entirely determined by the prices of one or more underlying securities. | | | These are the prices of elementary securities that pay one unit if the realisation of the underlying price path belongs to some specified set, and nothing otherwise. | | | In the last part of the paper, the general result is used to analyse two types of valuation formulae for options on pure discount bonds. |
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http://netec.wustl.edu/WoPEc/data/Papers/fmgfmgdpsdp181.html
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| | Indiana Printing & Publishing Co. |
| | His clients in the Pimco Commodity Real Return Strategy fund (which uses so-called derivative securities to invest in a range of commodities from aluminum to zinc, as well as inflation-indexed government bonds) benefited from a gain of about 25% in the first three quarters. | | | Framson also likes funds that invest in commodities, both those that focus on the energy sector and those that are more diversified. | | | "The industry has recognized that the most important factor to retirees is the concept of security - not how much stuff you can buy," said Garrett, whose nationwide network of 250 planners charges by the hour with no minimum asset requirements, unlike many independent wealth managers. |
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http://www.zwire.com/site/news.cfm?newsid=15346602&BRD=1078&PAG=461&dept_id=151021&rfi=6
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| | Introduction to `Pricing and Hedging of Derivative Securities' |
| | To flesh out this story, we need to model the securities prices as Ito processes, define what it means for a trading strategy to be self-financing, and introduce the concepts of state price processes and risk adjusted probabilities. | | | Usually, the value will be expressed as a function of the current prices of the basic securities. | | | The future payoff to a claim, such as an option on a stock, will in general depend on the price paths of one or more basic securities. |
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http://www.derivativesmath.com/intro.html
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| | Derivatives Mathematics: Pricing and Hedging of Derivative Securities |
| | In that case, it could be supplemented with survey-style coverage of topics that are not included in the book (survey-style material on derivative securities can be found in many other books) as well as in-depth coverage of the instructor's own favorite issues. | | | If the math courses are not designed with a view to mathematical finance, then all but the most talented and motivated finance students will lose their motivation and their bearings. | | | In what sense does the value of a cash-or-nothing call option converge to the payoff as the time to maturity goes to zero, and in what sense does it not so converge? |
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http://www.derivativesmath.com
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| | Derivative Securities |
| | Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on assets, options on futures contracts and credit swaps. | | | It features a new, unified approach to the pricing and hedging of futures and options, and covers diverse areas such as equity, stock index, foreign currency, interest rate and commodity derivatives, as well as swaps and exotic options. | | | The incorporation of credit risk into the pricing and risk management of derivatives |
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http://www.businessbooksnow.com/investor3/3711GLOB284792.shtml
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| | Derivatives Portal |
| | Derivatives Portal is an online professional source of relevant documentation in the field of derivatives and risk. | | | The Use of Derivatives by Investment Managers and Implications for Portofolio Performance and Risk | | | Sign up now to receive your free Quarterly Derivatives Update and several discounts on Journals and Books. |
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http://www.derivativesportal.org
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| | Custom Writing on DERIVATIVE SECURITIES RESEARCH PAPER |
| | Derivative securities are a result of financial innovation and their value is dependent upon the value of an underlying security. | | | Derivatives "hedging," is based on the idea that the change in the value of a derivatives position can offset the change in the value of the underlying asset. | | | They are also called contingent claims since their value is contingent upon the value of another security. |
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http://www.vipessays.com/termpaper/DERIVATIVE_SECURITIES_RESEARCH-161896.html
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| | Techbooks Bookshop : The Valuation Of Interest Rate Derivative Securities by Jeroen De Munnik |
| | The increased volatility of interest rates during recent years and the corresponding introduction of a variety of interest rate derivative securities like bond options, futures and embedded options in mortgages, underlines the need for a comprehensive financial theory to determine values of fixed income instruments and derivative securities consistently. | | | Description of The Valuation Of Interest Rate Derivative Securities | | | Contents of The Valuation Of Interest Rate Derivative Securities |
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http://www.global-investor.com/cgi-bin/euler.pl?id=s21412&uid=&action=display&ref=3513
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| | Citations: The Impact of Default Risk on the Prices of Options and Other Derivative Securities - John, White ... |
| | Hull, J.C. and White, A. The impact of default risk on the prices of options and other derivative securities." Journal of Banking and Finance 19, 299--322. | | | Hull, J. and A White, 1995, "The Impact of Default Risk on the Prices of Options and Other Derivative Securities", Journal of Banking and Finance, 19, 299-322. | | | HW1 Hull, J.C. and White, A. The impact of default risk on the prices of options and other derivative securities." Journal of Banking and Finance 19, 299--322. |
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http://citeseer.ist.psu.edu/context/1163336/0
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| | Derivative Investment |
| | The use of derivative securities in financial risk management is also examined. | | | The emphasis is on pricing and use, rather than transitory institutional arrangements. | | | Considers valuation modules for derivative securities and the markets in which derivatives are traded. |
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http://www.nottingham.ac.uk/business/ma/N1D026.html
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| | Haitham Mahmoud - Research |
| | That particular approach assumes constant volatility of derivative instruments and correlation matrices were needed to evaluate the co-movements between the underlying asset and the traded derivative securities. | | | The two valuation approaches were used to determine an estimate of intrinsic value of the company and a recommendation to buy, sell, or hold based on comparison to current market price. | | | Value-at-Risk provides financial officers with a single number summarizing the total risk in a portfolio of commodity futures. |
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http://www-personal.engin.umich.edu/~ham/Finproj.htm
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| | Deriving Derivatives of Derivative Securities - Carr (ResearchIndex) |
| | Just as any initial claim value can be determined by discounting its expected final value, we show that delta, gamma, and higher order derivatives of any claim can also be calculated by discounting the expectation of the corresponding final derivative. | | | 139 Martingales and Arbitrage in Multiperiod Security Markets (context) - Harrison, Kreps - 1979 | | | 1 An Extension of the Black-Scholes Model of Security Valuatio.. |
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http://citeseer.ist.psu.edu/177069.html
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| | CAP: Conferences and Workshops |
| | 10th Annual CAP Workshop on Derivative Securities and Risk Management, November 7, 2003 | | | 8th Annual CAP Workshop on Derivative Securities and Risk Management, November 9, 2001 | | | 11th Annual CAP Workshop on Derivative Securities and Risk Management, November 5th, 2004 |
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http://www.cap.columbia.edu/CAP-conferences.html
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| | CR: EC/0171 (sec 1) The Pricing of Derivative Securities |
| | EC/0171 (sec 1) The Pricing of Derivative Securities | | | CR: EC/0171 (sec 1) The Pricing of Derivative Securities | | | This course, as the title would indicate, explores the concept of derivative security pricing. |
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http://www.brown.edu/Students/Critical_Review/2001.2002.2/EC0171_1ELU.html
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| | OPTIONS, FUTURES, AND OTHER DERIVATIVE SECURITIES. 2ND ED. |
| | Also, a discussion of guaranteed exchange rate foreign index options is now included. | | | A whole chapter has been devoted to the increasingly important area of credit risk (Chapter 18). | | | This book is appropriate for graduate and advanced undergraduate elective courses in business and economics. |
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http://mgv.mim.edu.my/books/bookpref/9528.htm
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| | Rule 16c-4 -- Derivative Securities |
| | section 16(c) of the Act, so long as the amount of securities underlying the put equivalent position does not exceed the amount of underlying securities otherwise owned. | | | Establishing or increasing a put equivalent position shall be exempt from | | | Notice to Users: The Deskbook is made available with the understanding that the University of Cincinnati College of Law is not engaged in rendering legal, accounting or other professional services. |
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http://www.law.uc.edu/CCL/34ActRls/rule16c-4.html
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| | Derivative Securities |
| | Students of derivative pricing techniques are often in a dilemma: Coming from their MBA or undergrad course, they have just build a "brealy-myers" type of intuition on options. | | | Readers who prefer careful derivations in which all results seem to follow intuitively will probably prefer John C. Hull. | | | My colleagues and I have found that most MIS books focus more on the components of information systems or on their strategic use - and they mis... |
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http://www.freeglossary.com/p:0538877405
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| | David K. Levine's Vita |
| | "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," (with B. Chowdhry and M. Grinblatt), Journal of Political Economy, 110: 609-633, 2002. |
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http://levine.sscnet.ucla.edu/vita.htm
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| | Kenneth R. Ward : Lit. Rel. No. 18752 / June 17, 2004 |
| | In an Opinion issued on March 19, 2004, the Commission found that Ward, while associated with Government Securities Corporation of Texas, a now-defunct broker-dealer, defrauded certain Texas municipalities through the offer, sale and purchase of unsuitable high-risk mortgage derivative securities and wrongfully profited from his fraudulent conduct. | | | The Commission's Application alleges that Ward failed to comply with the terms of the Commission's March 19, 2003 Opinion and Order, which, among other things, required that: (1) Ward pay disgorgement in the $249,711, plus prejudgment interest; and (2) Ward pay a civil penalty in the amount of $100,000. | | | SECURITIES AND EXCHANGE COMMISSION V., Civil Action No. 04-2272 (USDC/Southern District of Texas/Houston Div.) |
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http://www.sec.gov/litigation/litreleases/lr18752.htm
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| | Author View |
| | Chowdhry, B., M. Grinblatt and D. Levine [2002]: "Information Aggregation, Currency Swaps, and the Design of Derivative Securities," Journal of Political Economy, 110: 609-633 |
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http://www.dklevine.com/workshops/biblio.php3?type=Author&Bibliog=Levine&Sor...
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| | CAP: Workshop on Mathematical Finance |
| | Eleventh Annual CAP Workshop on Derivative Securities and Risk Management | | | This year's workshop again features a group of distinguished speakers in an informal setting aimed at fostering communication between academia and industry. |
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http://www.columbia.edu/cu/cap/CAP-MF04.html
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| | Amex Exchange American Stock Exchange stocks index shares derivative securities |
| | We have all you need: Name of Underlying Security, Strike prices, Expiration dates, Entry and Exit Prices. | | | As the nation's second largest floor-based exchange, the American Stock Exchange has a significant presence in common stocks, index shares and equity derivative securities. | | | On the AMEX, trading is conducted through an advanced centralized Specialist system combining the speed of computer delivered orders with the liquidity of customer driven markets. |
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http://www.marketvolume.com/indexes_exchanges/amex_components.asp
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| | Pricing Derivative Securities: Current Amazon U.S.A. One-Edition Data |
| | From the book lists at Equus Business Bookstore: | | | Presents a balanced treatment of the underlying theory of derivatives, emphasizing both the rigorous development of pricing theory and its practical implementation. | | | The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. |
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http://www.equuscommercialfinance.com/books-reviewed/9810242980.html
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| | RUG - 97A34: Jiang, G.J. |
| | The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. | | | The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. | | | The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities. |
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http://www.ub.rug.nl/eldoc/som/97A34
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