pricing and hedging contingent claims in complete and incomplete markets

The “Six Sins of GreenwashingTM” - A Study of Environmental Claims in North American Consumer Markets potx

The “Six Sins of GreenwashingTM” - A Study of Environmental Claims in North American Consumer Markets potx

Ngày tải lên : 06/03/2014, 21:20
... apparent increase in “greenwashing” – false or misleading green marketing claims In an effort to describe, understand, and quantify the growth of greenwashing, TerraChoice Environmental Marketing Inc ... Sins of GreenwashingTM” Sin of the Hidden Trade-Off Sin of No Proof Sin of Vagueness Sin of Irrelevance Sin of Fibbing Sin of Lesser of Two Evils © 2007 TerraChoice Environmental Marketing Inc ... or sustainable harvesting one of the Six Sins practices without attention to manufacturing impacts such as air emissions, water emissions, and global warming impacts Defining and Quantifying the...
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Pricing and Hedging of Credit Derivatives via the Innovations Approach to Nonlinear Filtering pptx

Pricing and Hedging of Credit Derivatives via the Innovations Approach to Nonlinear Filtering pptx

Ngày tải lên : 29/03/2014, 03:21
... derivatives under incomplete information: a nonlinear filtering approach’, preprint, Universit¨t Leipzig, to appear in Finance and a Stochastics Frey, R & Schmidt, T (2009), Pricing corporate securities ... points) and CDSs in Step 5.3 Hedging of CDO tranches Finally we consider the hedging of synthetic CDO tranches on the iTraxx Europe, using the underlying CDS index as hedging instrument This choice ... credit-derivative prices under incomplete information or issues related to hedging The innovations approach to nonlinear filtering has been used previously by Landen (2001) in the context of default-free...
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TRANSFER PRICING AND VALUATION IN CORPORATE TAXATION: Federal Legislation vs Administrative Practice pptx

TRANSFER PRICING AND VALUATION IN CORPORATE TAXATION: Federal Legislation vs Administrative Practice pptx

Ngày tải lên : 30/03/2014, 11:20
... routine functions, as determined in Step Adjusted operating profits, in turn, are computed by eliminating deductions for investments in intangible assets from combined reported operating profits, and ... operating results in the same reporting period By requiring individual members of a multinational group to report gross margins, markups or accounting rates of return that are contained in the interquartile ... perspectives, include costs incurred in conducting audits and analyzing transfer pricing issues, and in resolving conflicts over income allocations with their opposite numbers in other tax jurisdictions...
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Optimal pricing and promotion strategies in IT enabled retail environment

Optimal pricing and promotion strategies in IT enabled retail environment

Ngày tải lên : 09/09/2015, 08:17
... from handling product inquiry, marketing & advertising, sales, transaction, and service (Sun 2006) In this study, CRM is defined as the practice of analyzing and utilizing marketing databases and ... modeling to delineate optimal pricing and adoption strategy with LBS We build a novel model that integrates two most popular pricing models in literature, viz Hotelling pricing model for analyzing ... equilibrium profit in the subsequent pricing stages We compare the results for both Internet and LBS infomediaries, and discuss the implications of our findings on retailers’ pricing, promotion and technology...
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CHAPTER 8 Consumer Choice and Demand in Traditional and Network Markets

CHAPTER 8 Consumer Choice and Demand in Traditional and Network Markets

Ngày tải lên : 17/12/2013, 15:18
... different income combinations that D can realize by transferring 28 Chapter Consumer Choice and Demand in Traditional and Network Markets 29 income to R (Here ID and IR represent D's and R's initial incomes, ... Choice and Demand in Traditional and Network Markets 44 If you conceded to her demand of $134,000 in annual income, her income constraint would be the thin line that is parallel to A1 H3 and goes ... that D is willing to sacrifice less income to increase R's income by an additional dollar And if R's income increases too much relative to D's income, envy sets in and individual R's income becomes...
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Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis ppt

Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis ppt

Ngày tải lên : 15/03/2014, 07:20
... higher in the case of the CDS investment) For this reason, in principle, an increase in financing costs would have a negative effect on the basis Due to the difficulty in obtaining data on institution-level ... Ireland and Portugal in 2011 and Greece in 2009 and 2010) Also, we observe an increase in both the average and the volatility of CDS and bond spreads over the subsequent years (from 2009 on) in ... could obtain a certain profit by buying the risky bond, buying protection in the CDS market, and taking a short position in the risk-free bond Hence, in equilibrium, ytm – r = s In order to investigate...
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The Economics of Small Business Finance: The Roles of Private Equity and Debt Markets in the Financial Growth Cycle potx

The Economics of Small Business Finance: The Roles of Private Equity and Debt Markets in the Financial Growth Cycle potx

Ngày tải lên : 15/03/2014, 21:20
... regarding institutional small firm finance in financial system architecture are just beginning to attract research attention The private markets that finance small businesses different investing in ... small business finance the financial intertwining investors and intermediaries of owners and their businesses (Ang 1992) Outside often put considerable weight on the financial conditions and reputations ... this point in the financial growth cycle Even the distinction in small business is not always completely personal collateral between insider finance and external finance clear, since insiders...
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extreme weather and financial markets [electronic resource] opportunities in commodities and futures

extreme weather and financial markets [electronic resource] opportunities in commodities and futures

Ngày tải lên : 29/05/2014, 23:54
... 2010 The improving economics for individuals in emerging nations, including India and China, are helping drive the increase in demand for jewelry Gold gets the double positive whammy in that not ... November 17, 2011 15:56 Printer: Courier Westford EXTREME WEATHER AND FINANCIAL MARKETS Demand Shrinking Demand Growing Lots of Supply Coming Very Little Supply Coming Neutral Jackpot Big Problem ... if supplies are growing as long as demand is growing, too; and it is acceptable if demand is shrinking as long as the supply side is staying stable to declining The exciting part about commodities...
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the effect of accounting regulation on second-tier audit firms and their clients audit pricing and quality, cost of capital, and backdating of stock options

the effect of accounting regulation on second-tier audit firms and their clients audit pricing and quality, cost of capital, and backdating of stock options

Ngày tải lên : 03/06/2014, 02:15
... establishing and maintaining an adequate internal control structure and procedures for financial reporting and shall contain an assessment of the effectiveness of the internal control structure and ... equity and the cost of debt Firms finance their operations by three mechanisms: issuing stock (equity), issuing debt (borrowings) (those two are external financing), and reinvesting prior earnings ... prescribe minimum audit procedures (Antle and Demski 1991) Therefore, competition and regulation may interact in determining the relationship between an audit firm and its role in diluting the adverse...
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báo cáo hóa học: " The effects of powered ankle-foot orthoses on joint kinematics and muscle activation during walking in individuals with incomplete spinal cord injury" pptx

báo cáo hóa học: " The effects of powered ankle-foot orthoses on joint kinematics and muscle activation during walking in individuals with incomplete spinal cord injury" pptx

Ngày tải lên : 19/06/2014, 10:20
... training in individuals following motor incomplete spinal cord injury Physical Therapy 2005, 85:52-66 Reinkensmeyer D: Robotic gait training: toward more natural movements and optimal training ... chronic incomplete spinal cord injury gained functional walking ability after treadmill training with partial bodyweight support and therapist manual assistance [15] Locomotor training is a promising ... plasticity in spinal stepping and standing Advances in Neurology 1997, 72:233-247 Lovely RG, Gregor RJ, Roy RR, Edgerton VR: Effects of training on the recovery of full-weight-bearing stepping in the...
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Báo cáo hóa học: " Research Article Distributed Cooperation among Cognitive Radios with Complete and Incomplete Information" pptx

Báo cáo hóa học: " Research Article Distributed Cooperation among Cognitive Radios with Complete and Incomplete Information" pptx

Ngày tải lên : 21/06/2014, 20:20
... proposal by avoiding the need of the CCC and assuming that the decisions of the SUs are made with incomplete information In this section we introduce two games modeling the underlay and the overlay ... in a decentralized fashion, and independently, but they are in uenced by the other players decisions In this context, we are interested in searching an equilibrium point for the joint power and ... joint channel and transmission power selection for cognitive radios with incomplete information as the output of a Bayesian Potential game In particular, we consider two games of incomplete information,...
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Báo cáo nghiên cứu nông nghiệp " Postharvest Education in Vietnam: Improving Safety and Quality Standards of Fresh Horticultural Products for Domestic and Export Markets " potx

Báo cáo nghiên cứu nông nghiệp " Postharvest Education in Vietnam: Improving Safety and Quality Standards of Fresh Horticultural Products for Domestic and Export Markets " potx

Ngày tải lên : 22/06/2014, 13:20
... accessing markets requires an integrated approach to production, postharvest handling and marketing 1.4 Implementation arrangements The University of Sydney was the coordinating institution and ... teaching resource in conjunction with the distance education study guides Short course Participants were trained in advanced principles of postharvest handling and introduced into their teaching ... supporting participation by women Indirectly there will be impact on colleagues and students interested in postharvest in each institution In particular students and extension personnel will be trained...
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Global Firms and Emerging Markets in an Age of Anxiety ppt

Global Firms and Emerging Markets in an Age of Anxiety ppt

Ngày tải lên : 28/06/2014, 00:20
... Global Firms and Emerging Markets in an Age of Anxiety Global Firms and Emerging Markets in an Age of Anxiety Edited by S Benjamin Prasad and Pervez N Ghauri Library of Congress Cataloging -in- Publication ... Activities in Southeast Asia Daniel C Indro and Malika Richards 171 National Culture in China and Multinationals’ Performance Ji Li 195 Entering Emerging Markets: Ignorance and Discovery Jan Johanson and ... cross-border investments, and movement of managers and executives all increasing in noticeable proportions In order to capture the essence of what was happening in the industrial and the service world in, ...
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Global Firms and Emerging Markets in an Age of Anxiety pptx

Global Firms and Emerging Markets in an Age of Anxiety pptx

Ngày tải lên : 28/06/2014, 22:20
... Global Firms and Emerging Markets in an Age of Anxiety Global Firms and Emerging Markets in an Age of Anxiety Edited by S Benjamin Prasad and Pervez N Ghauri Library of Congress Cataloging -in- Publication ... Activities in Southeast Asia Daniel C Indro and Malika Richards 171 National Culture in China and Multinationals’ Performance Ji Li 195 Entering Emerging Markets: Ignorance and Discovery Jan Johanson and ... cross-border investments, and movement of managers and executives all increasing in noticeable proportions In order to capture the essence of what was happening in the industrial and the service world in, ...
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