General Equilibrium Option Pricing Method: Theoretical and Empirical Study, Jian Chen
Автор: Rosaria Rita Canale, Rajmund Mirdala Название: Fiscal and Monetary Policy in the Eurozone: Theoretical Concepts and Empirical Evidence ISBN: 1787541266 ISBN-13(EAN): 9781787541269 Издательство: Emerald Рейтинг: Цена: 105690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Fiscal and Monetary Policy in the Eurozone offers systematic analyses of the economic policy framework of the Eurozone and critiques current ideas about how to move forward, making it essential reading for postgraduate students of economics and of keen interest to researchers, policymakers, journalists, and financial strategists.
Автор: Chen Название: General Equilibrium Option Pricing Method: Theoretical and Empirical Study ISBN: 9811074275 ISBN-13(EAN): 9789811074271 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk.
Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo Название: A Time Series Approach to Option Pricing ISBN: 3662450364 ISBN-13(EAN): 9783662450369 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo Название: A Time Series Approach to Option Pricing ISBN: 3662522403 ISBN-13(EAN): 9783662522400 Издательство: Springer Рейтинг: Цена: 74530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.
Автор: Nils Eikelmann Название: Value Based Performance Measures ISBN: 3658314281 ISBN-13(EAN): 9783658314286 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The empirical study aims to reduce existing research gaps and is divided into three parts: the analysis of annual reports of selected European companies, the calculation of a standardised value-based performance measure and a value relevance study in the form of an association study.
Автор: Buchholz Wolfgang, Markandya Anil, Rьbbelke Dirk Название: Ancillary Benefits of Climate Policy: New Theoretical Developments and Empirical Findings ISBN: 3030309800 ISBN-13(EAN): 9783030309800 Издательство: Springer Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Ancillary Benefits and Development Co-effects.- Conceptual and Theoretical Approaches for the Analysis of Ancillary Benefits.- Ancillary Benefits in Different Sectors and in Adaptation to Climate Change.- Climate Actions in Urban Areas and their Ancillary Benefits.
Автор: St?phane Saussier; Julie de Brux Название: The Economics of Public-Private Partnerships ISBN: 3319885375 ISBN-13(EAN): 9783319885377 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This book investigates the economic decisions behind the implementation of public-private partnerships (PPPs). The first part of the book discusses different forms of public procurement contracts, in particular in France and the UK, and provides an economic analysis of the potential advantages and pitfalls of public-private partnerships. This exploration of PPPs’ efficiency also includes an examination of the financing conditions of public procurements, as well as regulatory requirements. By reviewing empirical studies on PPPs, the second part of the book compares their advantages over purely public solutions and offers practical guidance on their implementation. Practitioners will also learn best practices on how to involve stakeholders in calls for bids.
Автор: Kunizaki Minoru, Nakamura Kazuyuki, Sugahara Kota Название: Advances in Local Public Economics: Theoretical and Empirical Studies ISBN: 9811331065 ISBN-13(EAN): 9789811331060 Издательство: Springer Рейтинг: Цена: 102480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book introduces recent developments in both theoretical and empirical analyses of local public economics. Theories of those economics as well as empirical analyses have been developed dramatically in various directions in recent years. One direction has been to reflect real economic circumstances, especially in Japan. In the early 2000s, Japan experienced the so-called great merger (or consolidation) of municipalities in the Heisei era (1999 through the present), with the number of municipalities shrinking from 3,232 to 1,821 for increasing administrative and financial efficiency. This phenomenon is mainly due to a drastic change in demography in Japan: the dimishing birthrate and aging population. Following the consolidation, regional coordination has been undertaken to raise overall administrative and financial efficiency. In sum, various types of public policies for tackling the decreasing birthrate and aging population have been carried out. Urban sprawl and the timing of municipal mergers are dealt with from a broad point of view, and public child care services and tax competition are investigated from a policy standpoint. Another direction has been to incorporate new ideas for forming theoretical frameworks for local public finance, most of which have been based on static situations. In the recent trend toward globalization, local governments have attended not only to the welfare of residents but also to the interests of regional economic development. In addition, decision making by local governments has tended to be affected by political activities. Thus, the endogenous growth setting and lobbying activities for the activities of local governments are discussed in the book. With these new directions for analyses, the author tackles the topics of tax competition, cross-border shopping, local provision of public goods, and soft budgets, thus covering a broad range of aspects of local public finance.
Автор: Christian Hertrich Название: Asset Allocation Considerations for Pension Insurance Funds ISBN: 3658021667 ISBN-13(EAN): 9783658021665 Издательство: Springer Рейтинг: Цена: 46570.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Insight into the German Pension Insurance Fund.- SRIs and Alternative Investments: Expanding the Efficient Frontier.- Theoretical Foundation.- Empirical Analysis.
Автор: Natalja von Westernhagen Название: Systemic Transformation, Trade and Economic Growth ISBN: 3790815217 ISBN-13(EAN): 9783790815214 Издательство: Springer Рейтинг: Цена: 97820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Based on the gravity model this book investigates potential in foreign trade and foreign direct investment for selected CIS and CEECs with developed OECD economies. Policy options for some of these countries are discussed including issues of foreign trade, foreign direct investment, structural adjustment, and economic growth.
The book consists of 21 parts that discuss the developments in economy, finance and politics, theoretically and empirically. There are four main sections: Economics, Banking Sector, Stock Exchange and Financial Markets. Economics sections have six sub sections as monetary policy, economic growth, current deficit, international services trade, Eurasion economic union and public share. The second part of the book consists of six sub sections about the banking sector that is fundamental to the economic structure and the main actor of the financial sector. This main sector discusses the efficiency and performance of the banking sector and also shadow banking. In addition, the banking sector is analysed in the Islamic banking area. Furthermore, the interaction of the banking sector and technological developments are emphasized in a separate section in this part.
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