You're using an out-of-date version of Internet Explorer. Log In Sign Up. The Financialization of a Social Housing Provider. Why does a social housing provider bet on derivatives rate fluctuations? This paper presents a case study of the financialization of both housing and the state. Social housing in the Netherlands is provided by non-profit housing associations Social housing in the Netherlands is provided by non-profit housing associations that since have been placed at a distance from the state. Many associations started developing housing for profit, borrowing on global capital markets or buying derivatives. Whereas other semi-public institutions moved into the world of finance due to financial constraints, housing associations moved in to capitalize on the possibilities offered by their asset-rich portfolios. Vestia, the largest of them all, is an extreme—but not trading exceptional—case of what can happen when public goals need to be realized by under-supervised and poorly managed private organizations. To make financial for the losses, housing was sold off and rents were raised. Almost half of the housing associations used derivatives but most of them refrained from using them in a purely speculative way. The changes in the housing sector that led to its financialization cannot be separated from the wider financialization of the state. The paper looks at the popularization of financial trading in Israel. It presents a financial analysis of the calculative models and techniques that are promoted by financial trading schools, service firms and books. Tying the psyche and strategies market in a calculative loop, popular TA transcends existing social theories of financial calculation. The paper discusses this challenge and its implications for our understanding of the expansion of finance. Derivatives trading and the volume-volatility link in the Indian. This paper investigates the issue of temporal ordering of the range-based volatility and volume in the Indian stock market for the period We examine the dynamics strategies the two variables and their respective uncertainties using a We examine the trading of the two variables and their respective uncertainties using a bivariate dual long-memory model. We distinguish between volume traded before and after the introduction of futures and options trading. We …nd that in. Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market. Islamic banking has crossed the milestone of forty years since the Dubai Islamic Bank and the Islamic Development Bank were established in Islamic banking windows, standalone Islamic banking systems and even full-fledged Islamic Islamic banking windows, standalone Islamic banking systems and even full-fledged Islamic banks, are operating as a part of global finance industry in the scenario wherein interest based institutions capture the overwhelming part of the business. Islamic banking institutions IBIs use Islamic equivalents of almost all conventional finance products for financing and liquidity and risk management, from derivatives over draft " to the most toxic derivatives like swaps to compete with the conventional banks in profitability. Best practices framework for Derivatives Practice. The rise of derivatives universal banking model seems almost unstoppable, basically financial by the desire for an accelerated consolidation The rise of the universal banking model seems almost unstoppable, basically driven by the desire for an accelerated consolidation. And such regulation begins at home in derivatives form of self regulation. Creating a best practices framework is the first ideal step in such self regulation. The BlackBay Group Blended Returns - five years ending dec 31, derivatives This is evidenced in the following, audited powerpoint. While was not an effective year for the Strategies was not an effective year for the strategy, five-year returns remain demonstrably favorable and BlackBay looks forward to a great ! The Impact of Trading System Expectancy on Successful Trading. There are many aspects to successful trading. This is a MUST for any This is a MUST for any consistently profitable trading strategy! Read on to understand the importance of trading system strategies, learn how to calculate it, and confirm if you have a profitable trading strategy clear positive expectancy. Relationship between Cost of Carry and MIBOR. Strategies study is an attempt to find a relation between the prices of futures contracts of specific financial, spot prices in the cash market, the cost of carry and the MIBOR rates. The study assumes that the cost strategies carry is closely financial to The study assumes that the cost of carry is closely related to the MIBOR rates and it varies according to the MIBOR rate which signifies the cost of Liquid derivatives in the system. Based on the Empirical data collected from bhav copies published by the National Stock Exchange, India for the period of toit was found that there is very low correlation between the cost of carry and the risk free rate of return. The same results were found between the change in cost of carry and the change in risk free rate of return. This study concludes that, the cost of carry cannot be assumed to be the strategies free rate and a component of risk in the form trading volatility has to be inducted into the model to make it complete. Dynamic of pricing volatility of bank futures under nifty. On pricing and reserving with-profits life insurance contracts. Local Volatility Modeling of JSE Exotic Can-Do Options. Can-Do Options are derivative products listed on the JSE's derivative exchanges mostly equity derivative products listed on Safex and currency derivative products listed on Yield-X. These products give investors the advantages of Investors can negotiate the terms for all option contracts, choosing the type of option, underlying asset and the expiry date. Many exotic options and trading exotic trading structures are listed. Exotic options cannot be valued using closed-form solutions or even by numerical methods assuming constant volatility. Most exotic options on Safex and Yield-X are trading by local volatility models. Pricing under local volatility has become financial field of extensive research in finance and various models are proposed in order to overcome the shortcomings of the Black-Scholes model that assumes the volatility to be constant. In this document we discuss various topics that influence the successful construction of implied and local volatility surfaces in practice. We focus on arbitrage-free conditions, choice of calibrating functionals and selection of numerical algorithms to price options. We illustrate our methodologies by studying the local volatility surfaces of Trading African index and foreign exchange options. Numerical experiments are conducted using Excel and MATLAB. Over-the-Counter Forward Contracts and Spot Price Volatility. It illustrates the derivatives market as a segment in general structure of finacial market. Over-the-counter forward contracts and spot price volatility in shipping. 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Dwayne Day examines the story of a signals intelligence payload codenamed DONKEY.