Abstract Contracts for Difference (CFDs) are a significant financial innovation in the design
of futures contracts. Over‐the‐counter trading in the UK is significant and has created …

As one of the important derivatives in the over-the-counter market, the scale of equity swaps
is expanding. The frequent development of equity swap business makes investors more …

Les exchange traded funds (ETF) répliquent un support, ils émettent des titres négociés sur
toutes les plateformes et rencontrent un succès croissant. Ils facilitent la gestion de …

In [10] we presented a reduced form of risky bond pricing. At the default date a bond seller
fail to continue fulfill his obligation and the price of the bond sharply drops down. If the face …

A nine-point compact finite difference scheme with fourth-order convergence is proposed for
an equity swap model. In order to derive a compact scheme for the equity swap model, a …

Swap, iki taraf arasında nakit akışlarının değişimine imkan veren bir sözleşmedir. Swapın en
yaygın türlerinin faiz ve para swapları olmasına karşın, hisse senedi swaplarının kullanımı …

L'activisme de certains fonds d'investissement tels que les fonds de couverture ou fonds de
placement spéculatif (plus connus sous le nom de «hedge funds») rompt avec la …

El objetivo en este trabajo es explorar el mercado de derivados crediticios, específicamente
los Equity Default Swaps, en el contexto internacional con fines de realizar un acercamiento …

Abstract (Equity Swaps and Pricing of Equity Swaps) A swap is an agreement between two
counter parties to exchange cash flows. Although, the most common types of swaps are …