Sentences with phrase «model of financial derivatives»

«The fundamental idea is to perform a change — a reform if you want — of the business model of financial derivatives to exploit in the best way the technology of the blockchain to get derivatives which are more transparent, which are more secure,» the paper said.

«The fundamental idea is to perform a change — a reform if you want — of the business model of financial derivatives to exploit in the best way the technology of the blockchain to get derivatives which are more transparent, which are more secure.»

Not exact matches

Just like in 2008, with the derivatives that have been layered into the mix, the embedded leverage in the commercial mortgage / CMBS / REIT model is the financial equivalent of the Fukushima nuclear power plant collapse.

He was interested in extending the Black - Scholes model, a common tool used by financial experts to price a type of derivative called options, by using Levy statistics.

The parallel to Pygmalion's pleas for everlasting life for his creation, the financial Aphrodite has delivered an abrupt comeuppance in the case of models of derivatives for the World Bank.

The Black Swan Theory was coined because Black - Scholes Option models, upon which trillions of dollars in derivatives were based, started failing their owners when the financial universe changed.

Developed a generic quantitative model in MATLAB, which is applicable to transitions of both equity and fixed income portfolios between major financial markets, leveraging futures and other derivatives as hedging instruments