Learning Curve
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The Black-Scholes model makes the assumption that volatility of the underlying is constant.
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Financial technology is not just for economic objectives--it can be used for broader strategic and business management goals, too.
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One of the complications in equity derivative modelling is how to treat dividends.
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Institutional investors increasingly are turning to commodity derivatives for diversificiation.
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Modern risk management and derivatives pricing requires complicated models of interest rate movements.
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Online business-to-business exchanges have surfaced in the commodity, currency, equity and fixed-income over-the-counter derivatives markets.
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Initial margin is now more important than ever to participants in the over-the-counter derivatives markets because it touches many areas of the transactional process including marketing, credit, legal, operations and funding.
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Equity-linked notes are popular instruments in the over-the-counter equity derivative market.
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Exponentially weighted historical simulation (EWHS) puts a portfolio through a series of historical scenarios with heavier weightings given to more recent events.
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The four principal U.S. banking regulators (the Federal Reserve Board, Office of Thrift Supervision, Comptroller of the Currency and Federal Deposit Insurance Corporation; collectively, the "Agencies") proposed on March 8 important changes to their risk-based capital standards that could affect the market for--and pricing of--securitizations and related credit derivatives.