Concept

Futures contract

Related publications (42)

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Bootstrapping parameters for the approximate homomorphic-encryption scheme of Cheon et al., CKKS (Asiacrypt 17), are usually instantiated using sparse secrets to be efficient. However, using sparse secrets constrains the range of practical parameters withi ...

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In mobility studies, the purposes of scientific methods are generally the description and better understanding of the present and the past. There is a gap between such approaches and the need planners have to orientate action toward the future in the short ...

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A term structure model for dividends and interest rates

Damir Filipovic, Sander Félix M Willems

Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. ...

WILEY2020

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In this paper, we propose a new model for pricing stock and dividend derivatives. We jointly specify dynamics for the stock price and the dividend rate such that the stock price is positive and the dividend rate nonnegative. In its simplest form, the model ...

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Performance Contracts for Software Network Functions

George Candea, Solal Vincenzo Pirelli, Arseniy Zaostrovnykh, Rishabh Ramesh Iyer, Luis David Figueiredo Mascarenhas Moreira Pedrosa

Software network functions (NFs), or middleboxes, promise flexibility and easy deployment of network services but face the serious challenge of unexpected performance behaviour. We propose the notion of a performance contract, a construct formulated in ter ...

USENIX ASSOC2019

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This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

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