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FASB updates derivative accounting standards

The Financial Accounting Standards Board (FASB) has issued an Accounting Standards Update (ASU) aimed at refining derivative ...
Risk

Polynomial upper and lower bounds for financial derivative price functions under regime-switching

We present a new approach to bounding financial derivative prices in regime-switching market models from both above and below. We derive sufficient conditions under which a particular class of ...
JSTOR Daily

Derivative Functions in Syntax

This study presents two main theses: (1) that distinguishing 'primitive' from 'derivative' forms and functions can be accomplished in a linguistic description by a base containing two types of rewrite ...
JSTOR Daily

NECESSARY AND SUFFICIENT CONDITIONS FOR COMPLETE MONOTONICITY AND MONOTONICITY OF TWO FUNCTIONS DEFINED BY TWO DERIVATIVES OF A FUNCTION INVOLVING ...

This is a preview. Log in through your library . Abstract In the paper, by virtue of convolution theorem for the Laplace transforms, Bernstein’s theorem for completely monotonic functions, some ...