Are Derivatives Dangerous? A Literature Survey
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Gunther Capelle-Blancard, 2010. "Are derivatives dangerous? A literature survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00608097, HAL.
- Gunther Capelle-Blancard, 2010. "Are Derivatives Dangerous? a Literature Survey," Working Papers 2010-24, CEPII research center.
- Gunther Capelle-Blancard, 2010. "Are derivatives dangerous? A literature survey," Post-Print halshs-00608097, HAL.
References listed on IDEAS
- Gunther Capelle-Blancard, 2003.
"Marchés dérivés et trading de volatilité,"
Revue économique, Presses de Sciences-Po, vol. 54(3), pages 663-673.
- Gunther Capelle-Blancard, 2003. "Marchés dérivés et « trading » de volatilité," Post-Print halshs-00265674, HAL.
- Gunther Capelle-Blancard, 2003. "Marchés dérivés et « trading » de volatilité," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00265674, HAL.
- Robert Jarrow, 2017. "Derivatives," World Scientific Book Chapters, in: THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications, chapter 3, pages 19-28, World Scientific Publishing Co. Pte. Ltd..
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Keffala, Mohamed Rochdi, 2015. "How using derivatives affects bank stability in emerging countries? Evidence from the recent financial crisis," Research in International Business and Finance, Elsevier, vol. 35(C), pages 75-87.
- Lannoo, Karel & Thomadakis, Apostolos, 2020. "Derivatives in Sustainable Finance," ECMI Papers 29791, Centre for European Policy Studies.
- Gunther Capelle-Blancard & Dramane Coulibaly, 2011.
"Index trading and agricultural commodity prices: A panel Granger causality analysis,"
International Economics, CEPII research center, issue 126-127, pages 51-71.
- Gunther Capelle-Blancard & Dramane Coulibaly, 2011. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Working Papers 2011-28, CEPII research center.
- Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
- Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00854079, HAL.
- Mohamed Rochdi Keffala, 2017. "Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-41, March.
- Philip W. S. Newall & Leonardo Weiss-Cohen, 2022. "The Gamblification of Investing: How a New Generation of Investors Is Being Born to Lose," IJERPH, MDPI, vol. 19(9), pages 1-10, April.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- ilya, gikhman, 2006. "Fixed-income instrument pricing," MPRA Paper 1449, University Library of Munich, Germany.
- Sven Rady, 1997. "Option pricing in the presence of natural boundaries and a quadratic diffusion term (*)," Finance and Stochastics, Springer, vol. 1(4), pages 331-344.
- Wolfgang Kluge & Antonis Papapantoleon, 2009. "On the valuation of compositions in L\'evy term structure models," Papers 0902.3456, arXiv.org.
- repec:dau:papers:123456789/5069 is not listed on IDEAS
- Hranaiova, Jana & Tomek, William G., 1999. "The Timing Option In Futures Contracts And Price Behavior At Contract Maturity," Working Papers 14740, Cornell University, Department of Applied Economics and Management.
- Gunther Capelle-Blancard, 2010.
"Are derivatives dangerous?,"
Post-Print
halshs-00605908, HAL.
- Gunther Capelle-Blancard, 2010. "Are derivatives dangerous?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00605908, HAL.
- K. Rajaratnam, 2009. "A Simplified Approach to modeling the credit-risk of CMO," Papers 0903.1643, arXiv.org, revised Jan 2012.
- Geng Li & Paul A. Smith, 2009. "New evidence on 401(k) borrowing and household balance sheets," Finance and Economics Discussion Series 2009-19, Board of Governors of the Federal Reserve System (U.S.).
- R. Jarrow & A. Purnanandam, 2007. "The valuation of a firm’s investment opportunities: a reduced form credit risk perspective," Review of Derivatives Research, Springer, vol. 10(1), pages 39-58, January.
- Erik Schlögl, 2002.
"A multicurrency extension of the lognormal interest rate Market Models,"
Finance and Stochastics, Springer, vol. 6(2), pages 173-196.
- Erik Schlögl, 1999. "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series 20, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004. "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance 0409003, University Library of Munich, Germany.
- Carl Chiarella & Nadima El-Hassan, 1999. "Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines," Research Paper Series 12, Quantitative Finance Research Centre, University of Technology, Sydney.
- David Babbel & Craig Merrill, 1998.
"Economic Valuation Models for Insurers,"
North American Actuarial Journal, Taylor & Francis Journals, vol. 2(3), pages 1-15.
- David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Mark Broadie & Jérôme Detemple, 1996. "Recent Advances in Numerical Methods for Pricing Derivative Securities," CIRANO Working Papers 96s-17, CIRANO.
- Jirô Akahori & Hiroki Aoki & Yoshihiko Nagata, 2006.
"Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor,"
Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 13(2), pages 151-179, June.
- Jir^o Akahori & Hiroki Aoki & Yoshihiko Nagata, 2006. "Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor," Papers math/0606183, arXiv.org.
- Robert A. Jarrow, 1999. "In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 229-248, Fall.
- Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009. "Housing Market Microstructure," Papers 0907.1853, arXiv.org.
- Antonis Papapantoleon & Maria Siopacha, 2009. "Strong Taylor approximation of stochastic differential equations and application to the L\'evy LIBOR model," Papers 0906.5581, arXiv.org, revised Oct 2010.
- Tak Kuen Siu & Hailiang Yang, 2000. "A PDE approach to risk measures of derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 7(3), pages 211-228.
- Dietmar P.J. Leisen, 1997. "The Random-Time Binomial Model," Finance 9711005, University Library of Munich, Germany, revised 29 Nov 1998.
- Martin Keller-Ressel & Antonis Papapantoleon & Josef Teichmann, 2009. "The affine LIBOR models," Papers 0904.0555, arXiv.org, revised Jul 2011.
More about this item
Keywords
Derivatives; Forwards; Futures; Financial innovation; Speculation; OTC markets; Financial instability;All these keywords.
JEL classification:
- A1 - General Economics and Teaching - - General Economics
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- G1 - Financial Economics - - General Financial Markets
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cii:cepiie:2010-q3-123-4. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/cepiifr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.