Sentence examples for contingent claims from inspiring English sources

Payoffs for such financially-engineered securities typically combine stock, bond and contingent claims features.

In the field of contingent claims, Cox has examined the foundations of option valuation.

Pricing of contingent claims and optimal portfolios, for both complete and incomplete markets.

Under a consistency requirement on the risk measure that we call Vigilance, we show the existence of optimal contingent claims, and we show that such optimal contingent claims exhibit a desired monotonicity property.

Applications to contingent claims analysis, production scheduling, pattern recognition, two-player zero-sum games, and network flows.

Topics covered include arbitrage, portfolio theory, efficient markets, CAPM, APT, contingent claims pricing and the term structure of interest rates.

First, this paper employs a contingent claim approach to evaluate the risk return tradeoff for annuitants.

This paper discusses sales contingent claim (SCC) backed finance – funding secured only on a claim written on sales – that offers a different repayment profile to debt and equity.

Lux then laid into the Premiership contingent, claiming they had "refused to engage" with those attempting to reach a  solution.

Numerical PDE methods are the fundamental strategy for pricing early-exercise constraints, such as the Bermudan-style call feature, into contingent claim models.

Rather than using utility theory concepts to decrease the value of uncertain cash flows, the risks associated with project cash flows are discretely quantified using insurance and contingent claim valuation concepts.