Q-derivative

Results: 63



#Item
1Statistical mechanics / Information theory / Operator theory / Tsallis statistics / Tsallis entropy / Positive-definite kernel / Kernel / KullbackLeibler divergence / Q-derivative / Distribution

Tsallis Kernels on Measures Andr´e F. T. Martins∗† ∗ Language Technologies Institute Carnegie Mellon University

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Source URL: users.isr.ist.utl.pt

Language: English - Date: 2007-11-25 10:58:18
2Financial markets / Corporate finance / Financial crises / Financial risk / Actuarial science / Arbitrage / Derivative / Systemic risk / Valuation / Bond / Capital structure / Financial economics

arXiv:1005.0768v1 [q-fin.PR] 5 MayNo-arbitrage pricing under cross-ownership Tom Fischer∗ University of Wuerzburg First version: January 9, 2010

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Source URL: arxiv.org

Language: English - Date: 2012-06-21 18:14:44
3Financial risk / Financial markets / Mathematical finance / Economic systems / Actuarial science / Systemic risk / Beta / Quantitative analyst / Financial crisis of 200708 / Systematic risk / Derivative / Robert F. Engle

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Source URL: www.q-group.org

Language: English - Date: 2015-11-20 00:35:37
4Systemic risk / Mortgage-backed security / Credit default swap / United States housing bubble / Funds / Structured finance / Derivative / Synthetic CDO / Financial crisis of 200708 / Corporate bond / Algorithmic trading / Futures contract

Does the Tail Wag the Dog? The Price Impact of CDS Trading∗ Dragon Yongjun Tang† The University of Hong Kong Hong Yan‡ University of South Carolina

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:42
5Economy / Finance / Money / Financial markets / Risk premium / Market liquidity / Beta / Derivative / Liquidity risk / Valuation / Financial risk / Investment management

Stock Price Jumps and Cross-Sectional Return Predictability George J. Jiang and Tong Yao ∗

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:25
6Economy / Finance / Money / Financial markets / Mathematical finance / Corporate finance / United States housing bubble / Bond duration / Fixed income analysis / Bond / Beta / Derivative

ON THE FUNDAMENTAL RELATION BETWEEN EQUITY RETURNS AND INTEREST RATES Jaewon Choia, Matthew Richardsonb and Robert F. Whitelawc* This Version: February 2015

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Source URL: www.q-group.org

Language: English - Date: 2016-01-28 18:04:45
7Economy / Finance / Money / Financial markets / Systemic risk / United States housing bubble / Credit default swap / Derivative / Corporate bond / Bond / Arbitrage / Hedge

Related securities and equity market quality: The case of CDS Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ∗

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 19:33:42
8Economy / Finance / Money / Financial markets / Credit default swap / Derivative / Corporate bond / Market liquidity / Market microstructure / Bond / Securities market / Security

Capital Structure, Derivatives and Equity Market Quality Ekkehart Boehmer, Sudheer Chava and Heather E. Tookes∗ ABSTRACT We examine how the existence of a market for individual equity options,

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:51:51
9Economy / Finance / Money / Systemic risk / United States housing bubble / Loans / Economic bubbles / Debt / Credit default swap / Derivative / Bond / Credit risk

The determinants of recovery rates in the US corporate bond marketI Rainer Jankowitscha , Florian Naglerb , Marti G. Subrahmanyamc a WU (Vienna University of Economics and Business), Welthandelsplatz 1, Vienna 1020, Aus

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Source URL: www.q-group.org

Language: English - Date: 2016-03-25 20:52:00
10Economy / Systemic risk / Finance / Money / European Market Infrastructure Regulation / Credit default swap / Derivative / Clearing / Systemically important financial institution

EMIR Clearing FAQs About the communication Q Why have I received this communication?

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Source URL: cib.rbs.com

Language: English
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