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International Journal of Theoretical and Applied Finance最新文献

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A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS 用于信用指数互换期权估值的莱维驱动的奥恩斯坦-乌伦贝克过程
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2024-01-05 DOI: 10.1142/s021902492350022x
YOSHIHIRO SHIRAI

A Lévy-driven Ornstein–Uhlenbeck process is proposed to model the evolution of the risk-free rate and default intensities for the purpose of evaluating option contracts on a credit index. Time evolution in credit markets is assumed to follow a gamma process in order to reflect the different speed at which credit products are exchanged with respect to securities, such as Treasuries, deemed risk-free. Formulas for the characteristic function, zero coupon bonds, moments of the process and its stationary distribution are derived. Numerical experiments showing convergence of standard numerical methods for the valuation PIDE to analytical and Monte Carlo solutions are shown. Calibration to market prices of options on a credit index is performed, and model- and market-implied summary statistics for the underlying credit spreads are estimated and compared.

为了评估信用指数期权合约，我们提出了一个莱维驱动的奥恩斯坦-乌伦贝克过程来模拟无风险利率和违约强度的演变。假定信贷市场的时间演变遵循伽马过程，以反映信贷产品与国债等被视为无风险的证券的不同交换速度。推导出了特征函数、零息债券、过程矩及其静态分布的公式。数值实验表明，估值 PIDE 的标准数值方法收敛于分析和蒙特卡罗解。对信用指数期权的市场价格进行了校准，并估算和比较了相关信用利差的模型和市场推测的汇总统计数据。
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引用次数: 0
Systemic Perspective of Term Risk in Bank Funding Markets 从系统角度看银行资金市场的定期风险
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2024-01-05 DOI: 10.1142/s0219024924500018
Andrea Macrina, Obeid Mahomed
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引用次数: 0
PORTFOLIO CHOICE WITH TIME HORIZON RISK 具有时间跨度风险的投资组合选择
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-12-29 DOI: 10.1142/s0219024923500267
ALEXIS DIRER

I study the allocation problem of investors who hold their portfolio until reaching a target wealth. The strategy suppresses final wealth uncertainty but creates a time horizon risk. I begin with a classical mean variance model transposed in the duration domain, then study a dynamic portfolio choice problem with Generalized Expected Discounted Utility preferences. Using long-term US return data, I show in the mean variance model that a large amount of time horizon risk can be diversified away by investing a significant share of equities. In the dynamic model, more impatient investors are also more averse to timing risk and invest less in equities. The optimal equity share is downward trending as accumulated wealth approaches its target.

我研究的是持有投资组合直至达到目标财富的投资者的分配问题。该策略抑制了最终财富的不确定性，但产生了时间跨度风险。首先，我将经典的均值方差模型移植到期限领域，然后研究一个具有广义预期贴现效用偏好的动态投资组合选择问题。利用美国的长期回报数据，我在均值方差模型中表明，通过投资大量股票可以分散大量的时间跨度风险。在动态模型中，更没有耐心的投资者也更厌恶时间风险，并减少对股票的投资。随着累积财富接近目标值，最佳股票投资份额呈下降趋势。
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引用次数: 0
ROUGH-HESTON LOCAL-VOLATILITY MODEL 粗略-斯特伦局部波动模型
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-12-27 DOI: 10.1142/s0219024923500218
ENRICO DALL’ACQUA, RICCARDO LONGONI, ANDREA PALLAVICINI

In industrial applications it is quite common to use stochastic-volatility models driven by semi-martingale Markov volatility processes. However, in order to fit exactly market volatilities, these models are usually extended by adding a local-volatility term. Here, we consider the case of singular Volterra processes, and we extend them by adding a local-volatility term to their Markov lift by preserving the stylized results implied by these models on plain-vanilla options. In particular, we focus on the rough-Heston model, and we analyze the small-time asymptotics of its implied local-volatility function in order to provide a proper extrapolation scheme to be used in calibration.

在工业应用中，使用由半马尔马托马尔科夫波动过程驱动的随机波动模型是很常见的。然而，为了精确地拟合市场波动率，这些模型通常通过添加局部波动项来扩展。在此，我们考虑奇异 Volterra 过程的情况，并通过在其马尔可夫提升中添加局部波动项来扩展这些模型，同时保留这些模型在普通期权上隐含的风格化结果。特别是，我们将重点放在粗糙-赫斯顿模型上，分析其隐含的局部波动率函数的小时间渐近线，以便提供一个适当的外推方案用于校准。
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引用次数: 0
Short-Maturity Asymptotics for Option Prices with Interest Rates Effects 受利率影响的期权价格的短期渐近线
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-30 DOI: 10.1142/s0219024923500231
D. Pirjol, Lingjiong Zhu
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引用次数: 0
Polynomial Utility 多项式效用
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-30 DOI: 10.1142/s0219024923500243
A. S. Lollike, Mogens Steffensen
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引用次数: 0
A Representation of Keynes's long-term expectation in financial markets 凯恩斯长期预期在金融市场中的体现
IF 0.5 Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-30 DOI: 10.1142/s0219024923500255
Marcello Basili, Alain Chateauneuf, Giuliano Antonio Curatola, G. Scianna
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引用次数: 0
PDEs for reflected BSDENMs applied to American options 反映bsdenm的偏微分方程应用于美式期权
Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-10 DOI: 10.1142/s0219024923300019
Mohamed El Jamali, Hatim Tayeq
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引用次数: 0
Withdrawal Success Estimation 提现成功估计
Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-01 DOI: 10.1142/s0219024923500140
Hayden Brown
Given an asset having a geometric Lévy alpha-stable wealth process, a log-Lévy alpha-stable lower bound is constructed for the terminal wealth of a regular investing schedule. Using a transformation, the lower bound is applied to a schedule of withdrawals occurring after an initial investment. As a result, an upper bound is described on the probability to complete a given schedule of withdrawals. For withdrawals of a constant amount at equidistant times, necessary conditions are given on the initial investment and parameters of the wealth process such that [Formula: see text] withdrawals can be made with 95% confidence. When withdrawing from an annually rebalanced portfolio maintaining 100[Formula: see text]% in the S&P Composite Index and 100([Formula: see text])% in inflation protected bonds, the initial investment must be at least [Formula: see text] times the amount of each withdrawal for [Formula: see text] and [Formula: see text].
给定一个资产具有几何l稳定财富过程，构造了一个对数l稳定财富下界。使用转换，将下限应用于初始投资之后出现的提款计划。因此，描述了完成给定提现计划的概率的上界。对于等距时间的等量提现，给出初始投资和财富过程参数的必要条件，使[公式:见文]能够以95%的置信度进行提现。如果从标准普尔综合指数(s&p;P Composite Index)保持100 %(公式:参见文本)和通货膨胀保值债券(公式:参见文本)保持100 %(公式:参见文本)的年度再平衡投资组合中提取资金，初始投资必须至少是每次提取金额的[公式:参见文本]和[公式:参见文本]的[公式:参见文本]倍。
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引用次数: 0
Pricing American option using a modified fractional Black-Scholes Model under multi-state regime switching 基于改进分数阶Black-Scholes模型的多状态制度交换下美式期权定价
Q4 BUSINESS, FINANCE
International Journal of Theoretical and Applied Finance
Pub Date : 2023-11-01 DOI: 10.1142/s021902492350019x
M. Yousuf, A. Q. M. Khaliq
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引用次数: 0
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