Zobrazeno 1 - 10
of 41
pro vyhledávání: '"bid-ask prices"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 5, Pp 11833-11850 (2024)
Conic finance theory, which has been developed over the past decade, replaces classical one-price theory with the bid-ask price economy in option pricing since the one-price principle ignores the bid-ask spread created by market liquidity. Within thi
Externí odkaz:
https://doaj.org/article/b7a4448c8af34e88bfd5f891a8490afe
Autor:
Guillermo Peña
Publikováno v:
Quantitative Finance and Economics, Vol 4, Iss 4, Pp 596-607 (2020)
The gravity equation is a useful tool for trading, but also for financial services as recently found. This paper tries to adapt modern theories of gravity equation for these services to a novel theory on trading, for both bilateral and multilateral t
Externí odkaz:
https://doaj.org/article/4e348b5776134eec97dcc64a5501cd7a
Akademický článek
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Akademický článek
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Publikováno v:
Risks, Vol 2, Iss 4, Pp 425-433 (2014)
We show that the recent results on the Fundamental Theorem of Asset Pricing and the super-hedging theorem in the context of model uncertainty can be extended to the case in which the options available for static hedging (hedging options) are quoted w
Externí odkaz:
https://doaj.org/article/2467759edc59463caf31a557774d3000
Publikováno v:
Entropy, Vol 20, Iss 7, p 508 (2018)
Risk neutral measures are defined such that the basic random assets in a portfolio are martingales. Hence, when the market model is complete, valuation of other financial instruments is a relatively straightforward task when those basic random assets
Externí odkaz:
https://doaj.org/article/2a97136595e842d48aee95414e5837e7
Autor:
Ya-Hui Wang, Chien-Chih Lai
Publikováno v:
The International Journal of Business and Finance Research. 9(1):113-120
The Taiwan Stock Exchange Corporation (TSEC) started to disclose information on the best five bid/ask prices and volumes ever since January 2, 2003. With such disclosure, investors can now judge the market conditions according to the limit order book
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::41fbfe0eba2d2c2a6d637d3197493d4a
http://www.theibfr2.com/public_ftp/RePEc/IBF/ijbfre/ijbfr-v9n1-2015/ijbfr-v9n1-2015-9.pdf
http://www.theibfr2.com/public_ftp/RePEc/IBF/ijbfre/ijbfr-v9n1-2015/ijbfr-v9n1-2015-9.pdf
Autor:
Sonono, Masimba Energy
PhD (Business Mathematics and Informatics), North-West University, Potchefstroom Campus, 2016 The thesis consist of four articles presented in seperate chapters, addressing selected subtle issues arising from the arbitrage pricing theory in the real
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1399::f1967e9499e078dc7ca41944bd9a9954
https://hdl.handle.net/10394/21137
https://hdl.handle.net/10394/21137
Akademický článek
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Autor:
Sonono, Masimba Energy
Conic finance is a brand new quantitative finance theory. The thesis is on the applications of conic finance on South African Financial Markets. Conic finance gives a new perspective on the way people should perceive financial markets. Particularly i
Externí odkaz:
http://hdl.handle.net/10394/9206