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Literatura académica sobre el tema "Management option"

Autor: Grafiati
Publicado: 1 de junio de 2024

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Artículos de revistas sobre el tema "Management option"

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Šoltés, Michal y Monika Harčariková. "Gold price risk management through Nova 3 option strategy created by barrier options". Investment Management and Financial Innovations 13, n.º 1 (4 de marzo de 2016): 49–0. http://dx.doi.org/10.21511/imfi.13(1).2016.04.

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The paper is focused on selected aspects of the hedging using of Nova 3 option strategy created by barrier options, which are appropriate tools widely used for risk management of high risk underlying assets. Financial risk management using option strategies is an effective solution for limiting the loss from underlying asset’s price development. The Nova 3 option strategy is suitable for hedging against increase in price of the underlying asset in case of its purchase in future. In our approach, European up and knock-in call options together with standard put and barrier put options are used for investigation of hedging strategies in increasing markets. Theoretical models of suitable hedged profit functions in analytical expressions are analyzed also from their benefits and risks point of view. Created combinations of these hedging variants have to meet the requirements of zero-cost option strategy. Based on the own theoretical results, the hedged profit portfolio is applied to SPDR Gold Shares, where due to the lack of data on real barrier option premiums, these were calculated according to Haug model. Designed secured variants through Nova 3 option strategy were analyzed and compared to each other with the recommendations of the best possibilities for investors
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Efendi, Jap, Li-Chin Jennifer Ho, Jeffrey J. Tsay y Yu Zhang. "Stock option expense management after SFAS 123R". Review of Accounting and Finance 13, n.º 3 (5 de agosto de 2014): 210–31. http://dx.doi.org/10.1108/raf-05-2012-0049.

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Purpose – The purpose of this paper is to examine whether firms manage the total value of stock option grants downward after the implementation of Statement of Financial Accounting Standards (SFAS) 123R to reduce their reported option expenses. Design/methodology/approach – All Standard & Poor’s (S&P) 1500 firms with available stock option data in 2004 and 2006 are included in the analysis. The authors analyze if the total value of options granted, the per share fair value of options granted, the number of options granted as well as each individual input assumption have changed from the pre-SFAS 123R (i.e. 2004) to the post-SFAS 123R (i.e. 2006) period. We compare post-SFAS123R option pricing assumptions and per share fair value of options granted with their respective expected values to verify the results. We also analyze whether SFAS 123R has differential effects on firms which chose to disclose option expense only in footnotes (“disclosing firms”) versus firms which voluntarily recognized option expense (“recognizing firms”) prior to SFAS 123R. Findings – The results show that after SFAS 123R, the total fair value of stock options granted for disclosing firms declined significantly. The decrease appears to result from managerial discretion over volatility and dividend yield assumptions as well as the reduction in the number of options granted. The evidence suggests that firms engage in not only assumption-based manipulations but also real activities to lower reported stock option expenses. It was also found that disclosing firms lower the total fair value of stock options granted to a greater extent than recognizing firms. Originality/value – This study adds to prior literature that examines the opportunistic incentives for managers to use discretion in reporting stock option expenses. This study contributes to the earnings management literature by providing another example of manipulating earnings through real activities. Finally, our study should be of interest to regulators and investors.
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Rusnáková, M. "Commodity price risk management using option strategies". Agricultural Economics (Zemědělská ekonomika) 61, No. 4 (6 de junio de 2016): 149–57. http://dx.doi.org/10.17221/101/2014-agricecon.

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Trippner, Paweł. "Determinants of pension capital management in Poland". Investment Management and Financial Innovations 17, n.º 4 (11 de diciembre de 2020): 315–26. http://dx.doi.org/10.21511/imfi.17(4).2020.27.

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The pension system’s construction is an important element of the public finance system and the state budget policy. It is a relevant and important topic from the perspective of the level of cash benefits for future retirees after they finish their professional careers.The aim of the paper is to present and analyze the evolution of solutions in the construction of the pension system in Poland since its first reform in 1999. The paper analyzes various options of investing for future pensions allowed by law in Poland. Simulations of the levels of future pension benefits are based on different variations, including membership or non-membership in an Employee Capital Plan and membership or non-membership in an Individual Retirement Account after the liquidation of Open Pension Funds.According to the calculations, the future pensioner can count on the total payment from the commercial pillars, assuming the average life expectancy in Poland is reached: PLN 230,100 (Option I), PLN 346,698 (Option II), PLN 187,643 (Option III), and PLN 304,240 (Option IV), respectively.It is an emphasized fact that ensuring the living standard’s expected level after reaching retirement age is strictly dependent on voluntary investments for future benefits during professional activity.
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Hoare, Derek J., Grant D. Searchfield, Amr El Refaie y James A. Henry. "Sound Therapy for Tinnitus Management: Practicable Options". Journal of the American Academy of Audiology 25, n.º 01 (enero de 2014): 062–75. http://dx.doi.org/10.3766/jaaa.25.1.5.

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Background: The authors reviewed practicable options of sound therapy for tinnitus, the evidence base for each option, and the implications of each option for the patient and for clinical practice. Purpose: To provide a general guide to selecting sound therapy options in clinical practice. Intervention: Practicable sound therapy options. Data Collection and Analysis: Where available, peer-reviewed empirical studies, conference proceedings, and review studies were examined. Material relevant to the purpose was summarized in a narrative. Results: The number of peer-reviewed publications pertaining to each sound therapy option reviewed varied significantly (from none to over 10). Overall there is currently insufficient evidence to support or refute the routine use of individual sound therapy options. It is likely, however, that sound therapy combined with education and counseling is generally helpful to patients. Conclusions: Clinicians need to be guided by the patient’s point of care, patient motivation and expectations of sound therapy, and the acceptability of the intervention both in terms of the sound stimuli they are to use and whether they are willing to use sound extensively or intermittently. Clinicians should also clarify to patients the role sound therapy is expected to play in the management plan.
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Song, Peihang. "Research on the Development of Implied Volatility in Option Pricing". Advances in Economics, Management and Political Sciences 17, n.º 1 (13 de septiembre de 2023): 7–13. http://dx.doi.org/10.54254/2754-1169/17/20231048.

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Option, as an important financial derivative, has received more and more attention from investors in recent years. This paper includes three parts, the first part introduces the concept of options, including the birth and history of options, the trading of options, and different types of options. Then it discusses the history of option pricing and two typical and classic option pricing models and then introduces implied volatility. The second part of this paper introduces the specific development of the option pricing models, the correction process of option pricing models, and volatility models. Different types of volatility, and their comparisons are included. And this paper also discusses the two functions of implied volatility, one is predicting the future and the other is for risk management and portfolio management. The third part concludes the first two-part and discusses the recent progress of option pricing and its volatility.
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Butler, Janet. "The Management Service Provider Option". Information Systems Management 17, n.º 4 (septiembre de 2000): 4–9. http://dx.doi.org/10.1201/1078/43193.17.4.20000901/31246.2.

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Trainor, William y Richard Gregory. "Leveraged ETF option strategies". Managerial Finance 42, n.º 5 (9 de mayo de 2016): 438–48. http://dx.doi.org/10.1108/mf-12-2014-0305.

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Purpose – Leveraged exchange traded funds (ETFs) have become increasingly popular since their introduction in 2006. In recent years, options on leveraged ETFs have been promoted as a means of enhancing returns and reducing risk. The purpose of this paper is to examine the interchangeability of S & P 500 ETF options with leveraged S & P 500 ETF options and to what extent these options allow investors to manage their risk exposure. Design/methodology/approach – With increasing liquidity for these fund’s options, simple option strategies such as covered calls and protective puts can be implemented. This study derives call-call and put-put parity between options on the underlying index and the associated leveraged ETFs. The paper examines comparative measures of return and risk on the underlying indices, along with covered call and protective put positions. Findings – Using the formulations derived, this study shows options on non-leveraged ETFs or on the underlying index can be substituted for leveraged ETF options. Empirical results suggest substituting options on leveraged ETFs with options on the underlying index or index ETF give comparable results, but can differ as the realized leverage ratio over time differs from projected values. Originality/value – This study is the first to the authors’ knowledge that investigates option strategies on leveraged and inverse ETFs of equity indices. It is also the first to derive call-call and put-put parity relations between options on ETFs and related leveraged and inverse ETFs. The results contribute to securities issuance, investment strategies, and option parity relations.
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Alshehri, Mohammed Abdullah H., Youguang Guo y Gang Lei. "Energy Management Strategies of Grid-Connected Microgrids under Different Reliability Conditions". Energies 16, n.º 9 (8 de mayo de 2023): 3951. http://dx.doi.org/10.3390/en16093951.

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The demand for a reliable, cheap and environmentally friendly source of energy makes the integration of renewable energy into power networks a global challenge. Furthermore, reliability, as one of the core elements of efficient and cost-effective energy management options, is still among the dominant factors/techniques that receive more attention for realistic penetrations of renewable energy into the electricity grid. This paper proposes an efficient way of energy management for a grid-connected microgrid. The grid-connected microgrid used in the analysis consists of solar photovoltaic (P.V.) and battery. In this microgrid configuration, oftentimes, the output power might not be equal to the system demand; in this regard, it is expected that the mismatch between these output powers is not zero. However, to reduce the mismatch between demand and supply to be close to zero, this paper proposes strategies of increasing the rated power of solar, battery and grid separately and combining them with a view of finding the cheapest option among these strategies. The results have shown that the cost increment for different options is USD 280.792, 84.48 and 48.204 for storage, P.V. and grid, respectively. These have shown that the storage option is the most expansive option for improving P.V. grid-connected microgrids. This is followed immediately by the P.V. option, which is weather dependent. On the other hand, the grid option is the cheapest option for system reliability improvement. This paper is expected to be useful to both new researchers and experts who are working in energy management with an emphasis on the reliability aspect.
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Wu, Yuxuan. "Allowance-based Carbon Options Pricing Strategy and Asset Management Research Progress". Advances in Economics, Management and Political Sciences 63, n.º 1 (28 de diciembre de 2023): 278–87. http://dx.doi.org/10.54254/2754-1169/63/20231442.

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Under the issue of global warming and environmental protection, low-carbon development has become an unshakable responsibility for governments worldwide. In China, the national carbon emission trading market established in 2021, which promotes the economic development of carbon derivatives. In order to facilitate the trading system, carbon options pricing theory has become a centerpiece of academic attention. This paper reviews the study progress in detail in the area of allowance-based carbon options pricing strategy carbon internationally, and makes an analysis of the application and management in international carbon markets. The mainstream pricing models include the Black-Scholes and the Monte Carlo option pricing models. On this basis, the carbon option prices estimated using the GARCH model and fractal Brownian motion have a higher degree of fitted value. In addition, this paper analyzes the application and management of carbon options in the carbon market. The carbon option helps reduce the carbon trading risk and the spendings on emission reduction for enterprises. This research intends to give a reference for the subsequent theoretical exploration of carbon options and promote the growth of the derivatives market.
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Tesis sobre el tema "Management option"

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Wang, Guan Jun. "Essays on option-implied volatility". Related electronic resource:, 2007. http://proquest.umi.com/pqdweb?did=1407687881&sid=1&Fmt=2&clientId=3739&RQT=309&VName=PQD.

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Fischer, Andreas. "The real option process in strategic management /". Bamberg : Difo-Druck, 2002. http://www.gbv.de/dms/zbw/356760855.pdf.

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Bhargav, Shilpa Anandrao. "Impacts of project management on real option values". Thesis, Texas A&M University, 2004. http://hdl.handle.net/1969.1/1455.

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The cost of construction projects depends on their size, complexity, and duration. Construction management applies effective management techniques to the planning, design, and construction of a project from conception to completion for the purpose of controlling time, cost and quality. A real options approach in construction projects, improves strategic thinking by helping planners recognize, design and use flexible alternatives to manage dynamic uncertainty. In order to manage uncertainty using this approach, it is necessary to value the real options. Real option models assume independence of option holder and the impacts of underlying uncertainties on performance and value. The current work proposes and initially tests whether project management reduces the value of real options. The example of resource allocation is used to test this hypothesis. Based on the results, it is concluded that project management reduces the value of real options by reducing variance of the exercise signal and the difference between exercise conditions and the mean exercise signal.
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Agenbag, André. "Using real option analysis to manage project risk". Thesis, Stellenbosch : Stellenbosch University, 2003. http://hdl.handle.net/10019.1/53707.

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Thesis (MBA)--Stellenbosch University, 2003.
ENGLISH ABSTRACT: This study project aims to use "Real Option Analysis" as a tool to translate financial hedging strategies into business strategies that can be used to hedge business projects against their associated risks. Financial investments are often hedged by means of further investment in financial option structures. These option structures give the investor the option (and sometimes the obligation) to change the constituents of his original investment, depending on changes in the external environment. A well engineered option structure will protect the investor against downside risk, while maximizing profits from upside risk. The objective of this study project is then to adapt some of the standard structures to such an extent that they can be used with similar success in the real business environment. This adaptation is done by means of Real Option Analysis - a relatively new theory whereby business uncertainty and managerial flexibility can be evaluated and quantified in a way similar to financial options. It will be seen that a careful application of Real Option Analysis allows one to take a certain business situation, identify the risks inherent to it, find a suitable option structure to hedge against those risks, and modify this option structure so that it can be implemented as a pure business strategy. This analysis is supported by a detailed derivation of a popular Real Option Analysis model, and an in depth discussion of the differences between Real- and financial options as well as difficulties associated with the implementation of Real Option-based strategies. Several examples of specific business situations are analyzed and it is concluded that Real Option Analysis can provide useful, practical and competitive strategies. Above all, the thought process leading to said strategies is deemed to provide powerful insight into the dynamics of the business/project under evaluation.
AFRIKAANSE OPSOMMING: Hierdie studie projek poog om "Real Option Analysis" te gebruik om finansiele immuniserings strategiee om te skakel in besigheids strategiee wat gebruik kan word om besigheids projekte te beskerm teen hul inherente risikos. Finansiele beleggings word dikwels geimmuniseer deur middel van verdere beleggings in finansiele opsie strukture. Hierdie strukture gee aan die belegger die opsie (en soms die verpligting) om die samestelling van sy oorspronklike belegging aan te pas na gelang van veranderinge in die omgewing. 'n Goed ontwerpte struktuur sal die belegger toelaat om sy winste te maksimeer terwyl verliese as gevolg van negatiewe risiko beperk word. Die doel van die studie projek is dan om sommige van hierdie standaard opsie strukture aan te pas sodat dit nie net in die beleggings wereld nie, maar ook in die besigheids wereld toegepas kan word. Hierdie aanpassing word gedoen met behulp van "Real Option Analysis" - 'n relatief nuwe teorie waarvolgens besigheids onsekerhede and bestuurs aanpasbaarhede geevalueer en gekwantifiseer kan word op 'n soortgelyke wyse as finansiele opsies. Dit sal gesien word dat 'n deeglike toepassing van "Real Option Analysis" die gebruiker toelaat om 'n besigheids situasie te evalueer, die risikos daaran verbonde te identifiseer, 'n toepaslike opsie struktuur te vind wat beskerming sal bied teen hierdie risikos, en dan hierdie struktuur aan te pas sodat dit as 'n besigheid strategie toegepas kan word. Hierdie analise word ondersteun deur die afleiding van 'n populere "Real Option Analysis" model, 'n bespreking van die verskille tussen Rieele- en finansiele opsies, sowel as komplikasies wat verwag kan word tydens die implimentasie van 'n strategie gebasseer op Rieele Opsies. Verskeie voorbeelde van spesifieke besigheids situasies word geanaliseer en dit gee aanleiding tot die gevolgtrekking dat "Real Option Analysis" wel sinvolle, bruikbare en kompeterende strategiee kan voorsien. Verder word daar aangedui dat die denk proses wat lei tot hierdie strategiee, 'n kragtige bron van insig in die besigheid/projek dinamika kan gee.
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Christoforidou, Amalia. "Regime-switching option pricing models". Thesis, University of Glasgow, 2015. http://theses.gla.ac.uk/6684/.

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Part I: This chapter develops a lattice method for option evaluation aiming to investigate whether the option prices reflect the shifts in the distributions of the underlying asset returns and the risk-free interest rate. More precisely we try to investigate whether the option prices reflect the switches in the correlation between the underlying and risk-free bond returns that characterise different states of the economy. For this reason we develop and test two models. In the first model we allow all the parameters to follow a regime-switching process while in the second model, in order to isolate the regime-switching correlation effect on the option prices, we allow only the correlation to follow a regime-switching process. The models developed use pentanomial lattices to represent the evolution of the regime-switching underlying assets. Our findings suggest that the option prices reflect the regime-switches and that a model which considers these switches could produce more accurate results than a single-regime model. Part II: This part develops a class of closed-form models for options on commodities evaluation under the assumptions of mean-reversion in the commodity prices and factors’ values and regime-switching in the volatilities and correlations. At first we develop novel closed-form solutions of the 1-, 2- and 3-factors models and later in the paper these three models are transformed into regime switching models. The six models (three with and three without regime-switching) are then tested and compared on real market data. Our findings suggest that the by increasing the stochastic factors and assuming regime-switching in the models their flexibility and thus their accuracy increases.
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Espinosa, Omar Baqueiro. "Agent Risk Management in Electronic Markets Using Option Derivatives". Thesis, University of Liverpool, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502160.

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In this thesis I present a framework for intelligent software agents to manage risk in electronic marketplaces using Option Derivatives. To compare the perfonnance of agents that trade Option Derivatives with agents not using them, I create a simulation of a financial marketplace in which software agents are vested with decision rules for buying and selling assets and Options. The motivation of my work is the need of risk management mechanisms for those Multi-Agent Systems where resources are allocated according to a market mechanism. Autonomous agents participating in such markets need to consider the risks to which they are exposed when trading in them, and to take actions to manage those risks. This thesis considers the hypothesis that software agents can benefit from trading Option Derivatives, using them as a tool to manage their exposure to uncertainty in the market. The main contributions of this thesis are: First, an abstract framework of an Option trading market is developed. This framework serves as a foundation for the implementation of computational Option trading mechanisms in systems using Market-Based resource allocation. The framework can be incorporated into existing Market-Based systems using the traded resources as the underlying assets for the Option market. Within the framework, four basic Option trading strategies are introduced, some of which reason about the risks exposed by their actions. These strategies are provided as a foundation for the development of more complex strategies that maximise the utility of the trading agents by the use of Options. The second contribution of this thesis is the analysis of the results from simulation experiments perfonned with the implementation of a software Multi-Agent System based on the developed Option trading framework. The system was developed in Java using the Repast simulation platfonn. The experiments were used to test the perfonnance of the developed trading strategies. This research shows that agents which traded Options by choosing actions aiming to minimize their risk perfonned significantly better than agents using other trading strategies, in the majority of the experiments. Agents using this risk-minimizing strategy also observed a lower correlation between the asset price and their returns, for the majority of the experimented scenarios. Agents which traded Options aiming to maximize their returns perfonned better than their peers in the scenarios where the asset price volatility was high. Finally, it was also observed that the perfonnance differential of the strategies increased as the uncertainty about the future price of the asset was increased.
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Lehar, Alfred, Martin Scheicher y Christian Schittenkopf. "GARCH vs stochastic volatility. Option pricing and risk management". SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/258/1/document.pdf.

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This paper examines the out-of-sample performance of two common extensions of the Black-Scholes framework, namely a GARCH and a stochastic volatility option pricing model. The models are calibrated to intraday FTSE 100 option prices. We apply two sets of performance criteria, namely out-of-sample valuation errors and Value-at-Risk oriented measures. When we analyze the fit to observed prices, GARCH clearly dominates both stochastic volatility and the benchmark Black Scholes model. However, the predictions of the market risk from hypothetical derivative positions show sizable errors. The fit to the realized profits and losses is poor and there are no notable differences between the models. Overall we therefore observe that the more complex option pricing models can improve on the Black Scholes methodology only for the purpose of pricing, but not for the Value-at-Risk forecasts. (author's abstract)
Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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8

Ipsmiller, Edith, Keith D. Brouthers y Desislava Dikova. "25 Years of Real Option Empirical Research in Management". Wiley, 2019. http://dx.doi.org/10.1111/emre.12324.

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For several decades, management scholars have extolled the virtues of using real option logic when making decisions under uncertainty. Real option logic suggests that in such situations, firms might be better off deferring or staging investments, reducing potential financial losses, while at the same time securing an option to grow (or abandon) the investment when uncertainty abates. Our analysis of the empirical research published in leading management journals over the past 25 years suggests that while some progress has been made, much more work needs to be done. We still do not have the answers to critical questions such as: Which entrepreneurial/managerial traits impact the identification or exploitation of real options? Do multiple types of uncertainties interact with each other and influence real option decisions? Addressing these and other issues identified in our study can help improve our understanding of the usefulness of real option logic in management.
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Shang, Danjue. "Option Markets and Stock Return Predictability". Diss., The University of Arizona, 2016. http://hdl.handle.net/10150/613277.

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I investigate the information content in the implied volatility spread, which is the spread in implied volatilities between a pair of call and put options with the same strike price and time-to-maturity. By constructing the implied volatility time series for each stock, I show that stocks with larger implied volatility spreads tend to have higher future returns during 2003-2013. I also find that even volatilities implied from untraded options contain such information about future stock performance. The trading strategy based on the information contained in the actively traded options does not necessarily outperform its counterpart derived from the untraded options. This is inconsistent with the previous research suggesting that the information contained in the implied volatility spread largely results from the price pressure induced by informed trading in option markets. Further analysis suggests that option illiquidity is associated with the implied volatility spread, and the magnitude of this spread contains information about the risk-neutral distribution of the underlying stock return. A larger spread is associated with smaller risk-neutral variance, more negative risk-neutral skewness, and seemingly larger risk-neutral kurtosis, and this association is primarily driven by the systematic components in risk-neutral higher moments. I design a calibration study which reveals that the non-normality of the underlying risk-neutral return distribution relative to the Brownian motion can give rise to the implied volatility spread through the channel of early exercise premium.
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Muthanna, Tone Merete. "Bioretention as a Sustainable Stormwater Management Option in Cold Climates". Doctoral thesis, Norwegian University of Science and Technology, Department of Hydraulic and Environmental Engineering, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-1472.

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Two pilot size bioretention boxes were constructed for field investigations at the Risvollan Urban Hydrological Research Station in Trondheim. The seasonal pollutant retention, hydraulic lag times, and rainfall runoff versus snowmelt chemo dynamics have been studied with respect to zinc, copper, and lead. The field investigations were divided into four parts; a long term continuous hydrologic performance, heavy metal retention of rainfall runoff during different seasons, and heavy metal retention from roadside snowmelt. The chemo dynamic pathways through the system were investigated for the warm versus the cold season, and rainfall runoff versus snowmelt. Overall the results showed consistent high retention of particles and total metals with respect to concentrations and mass removal, with more than 90% mass removal of total zinc and more than 85% mass retention of lead, while copper retention varied from 46% to 86% by mass. However increases in dissolved fractions through the system for all events in the case of copper and for the snowmelt events in the case of zinc could lead to an increase of bioavailable dissolved metals in the outflow which is not desirable. The top mulch layer was identified as the largest sink of metals and particles, which helped avoid clogging the soil due to high particle concentrations in the inflow. The plants did show some ability to retain and absorb metals in the roots and shoot, however this was less than 5% of the total metal retention. The plants had a more important function in improving root zone infiltration, and rejuvenating the system in the spring every year, making it a valuable green space in the urban landscape. Snow storage was also considered and it was found that snow storage, dependent on annual snow volume, quickly became a deciding design parameter with respect to sizing.

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Libros sobre el tema "Management option"

1

Ianieri, Ron. Option Theory and Trading. New York: John Wiley & Sons, Ltd., 2009.

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2

Longnecker, Brent M. Administering stock option plans. Scottsdale, Ariz: WorldatWork, 2008.

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3

Jouini, E., J. Cvitanic y Marek Musiela, eds. Option Pricing, Interest Rates and Risk Management. Cambridge: Cambridge University Press, 2001. http://dx.doi.org/10.1017/cbo9780511569708.

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1965-, Jouini E., Cvitanić J. 1962- y Musiela Marek 1950-, eds. Option pricing, interest rates and risk management. Cambridge: Cambridge University Press, 2001.

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1978-, Sebastian Mark, ed. The option trader's hedge fund: A business framework for trading equity and index options. Upper Saddle River, N.J: FT Press, 2012.

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1965-, Tsudikman Vadim, ed. Systematic options trading: Evaluating, analyzing, and profiting from mispriced option opportunities. Upper Saddle River, N.J: FT Press, 2011.

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(Firm), Pieda. Strategic priorities and option appraisal in housing investment. (Edinburgh): Scottish Office Environment Department, 1993.

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Schewe, Gerhard. Imitationsmanagement: Nachahmung als Option des Technologiemanagements. Stuttgart: Schäffer-Poeschel, 1992.

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Risk-adjusted lending conditions: An option pricing approach. Chichester: John Wiley & Sons, 2002.

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Rosenberger, Werner. Risk-adjusted lending conditions: An option pricing approach. Chichester: John Wiley, 2003.

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Capítulos de libros sobre el tema "Management option"

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Cordell, Andrea y Ian Thompson. "Option appraisal". En The Category Management Handbook, 108–10. 1 Edition. | New York : Routledge, 2018.: Routledge, 2018. http://dx.doi.org/10.4324/9781351239585-29.

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Dempsey, Michael. "Option strategies". En Financial Risk Management and Derivative Instruments, 179–99. Milton Park, Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge advanced text in economics and finance: Routledge, 2021. http://dx.doi.org/10.4324/9781003132240-14.

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Dempsey, Michael. "Option pricing". En Financial Risk Management and Derivative Instruments, 200–212. Milton Park, Abingdon, Oxon ; New York, NY : Routledge, 2021. | Series: Routledge advanced text in economics and finance: Routledge, 2021. http://dx.doi.org/10.4324/9781003132240-15.

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Franke, Jürgen, Wolfgang Karl Härdle y Christian Matthias Hafner. "Introduction to Option Management". En Universitext, 11–35. Berlin, Heidelberg: Springer Berlin Heidelberg, 2014. http://dx.doi.org/10.1007/978-3-642-54539-9_2.

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Borak, Szymon, Wolfgang Karl Härdle y Brenda López Cabrera. "Introduction to Option Management". En Statistics of Financial Markets, 13–25. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11134-1_2.

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Franke, Jürgen, Wolfgang Karl Härdle y Christian Matthias Hafner. "Introduction to Option Management". En Universitext, 11–35. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-13751-9_2.

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Franke, Jürgen, Wolfgang Härdle y Christian M. Hafner. "Introduction to Option Management". En Universitext, 11–31. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-10026-4_2.

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Borak, Szymon, Wolfgang Karl Härdle y Brenda López-Cabrera. "Introduction to Option Management". En Universitext, 13–24. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-33929-5_2.

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Franke, Jürgen, Wolfgang Karl Härdle y Christian Matthias Hafner. "Introduction to Option Management". En Statistics of Financial Markets, 13–41. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-16521-4_2.

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Labuszewski, John W. y John E. Nyhoff. "Option Trading Strategies". En The CME Group Risk Management Handbook, 515–67. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266564.ch13.

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Actas de conferencias sobre el tema "Management option"

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Wallender, Wes, Clu Cotter, Thomas Harter, Patrick Kelly, Stephen Lee, Bob May, Dale Mitchell et al. "Land Retirement Option and Retired Land Management". En Watershed Management and Operations Management Conferences 2000. Reston, VA: American Society of Civil Engineers, 2001. http://dx.doi.org/10.1061/40499(2000)133.

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Nomaguchi, Yutaka, Takahiro Horinouchi, Chunzhi Dong y Kikuo Fujita. "Option-Based Risk Management Method of Challenging Design Project". En ASME 2013 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/detc2013-12846.

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This paper proposes an adaptive method of planning design project to handle uncertainty with a task option model. The model considers a task option to perform a challenging design or change it to a conservative one which is a backup of it in order to accommodate various risks. A planning problem is formulated under the assumption that a design project and its process consist of multiple task options, each of which corresponds to a component of the product. A project manager decides the switches of the task by checking the design progress at the milestones. A growth curve model of design progress is adopted to predict the design progress for risk assessment. This research also demonstrates a planning example of a student formula car project and discusses the application of the proposed method.
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Bu, Xiangzhi, Xiaojun Xu y Jinjin Jiang. "Forwarder's option contract ordering and pricing policy with option trade". En 2012 9th International Conference on Service Systems and Service Management (ICSSSM 2012). IEEE, 2012. http://dx.doi.org/10.1109/icsssm.2012.6252191.

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Scott, Bradley J. "Risk-Informed In-Service Testing Programs". En ASME/NRC 2017 13th Pump and Valve Symposium. American Society of Mechanical Engineers, 2017. http://dx.doi.org/10.1115/pvs2017-3527.

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This paper will review three options for applying risk insights to the In-service Testing (IST) Program for pumps and valves. Current regulatory framework allows for risk-informing pump and valve testing through the implementation of 10CFR50.69 or by submittal to the NRC per 10CFR50.55a for risk-informed testing in accordance with the OM Code; either using Code Case OMN-3 and the risk-related Code Cases or Subsection ISTE. This paper will offer a third option which involves the combination of the first two options. Each of these IST risk-informed program options will be explored by presenting a general discussion of each option’s risk ranking process and anticipated risk ranking results. The risk ranking review will be followed by a discussion of the implementation processes and finally a look at plant impacts and potential benefits for each option. IST program scope and testing requirements will be identified for each of these risk-informed program options. References for the implementation processes will be provided and used for the basis of this discussion. The intent of this paper is not to provide a “how to” for each of these options, but rather to provide information to the reader to allow further detailed review of each option. It is expected that through further investigation of these options and discussions with plant management each site may find the option/process that best suits their regulatory and plant safety culture. Paper published with permission.
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Liu, Jin y Yi Duan. "Supply Chain partnership management with option contracts". En 2008 Chinese Control and Decision Conference (CCDC). IEEE, 2008. http://dx.doi.org/10.1109/ccdc.2008.4597467.

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Mastroeni, Loretta y Maurizio Naldi. "Option-based Dynamic Management of Wireless Spectrum". En 2009 Next Generation Internet Networks (NGI). IEEE, 2009. http://dx.doi.org/10.1109/ngi.2009.5175773.

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Angelos, Bryant, McKay Heasley y Jeffrey Humpherys. "Option pricing for inventory management and control". En 2009 American Control Conference. IEEE, 2009. http://dx.doi.org/10.1109/acc.2009.5160737.

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Gao, Minghan y Yifei Yu. "Simple Chooser Option Evaluation". En 2021 3rd International Conference on Economic Management and Cultural Industry (ICEMCI 2021). Paris, France: Atlantis Press, 2021. http://dx.doi.org/10.2991/assehr.k.211209.469.

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King, Samantha. "Long-Term Issues for Indefinite Surface Storage of Intermediate and Some Low Level Radioactive Waste in the UK". En ASME 2003 9th International Conference on Radioactive Waste Management and Environmental Remediation. ASMEDC, 2003. http://dx.doi.org/10.1115/icem2003-4935.

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Nirex is the organisation responsible for long-term radioactive waste management in the UK. Our mission is to provide the UK with safe, environmentally sound and publicly acceptable options for the long-term management of radioactive materials. Nirex is therefore researching various options for the long-term management of radioactive wastes/materials in order to identify the relevant issues with regard to the feasibility of options, and the research, development and stakeholder dialogue necessary to address these issues. The UK policy for the long-term management of solid radioactive waste is currently undergoing review. In September 2001, the UK Government Department for Environment, Food and Rural Affairs (Defra) and the Devolved Administrations for Scotland, Wales and Northern Ireland launched a public consultation on ‘Managing Radioactive Waste Safely’ (MRWS) [1]. The aim of this consultation was to start a process that will ultimately lead to the implementation of a publicly acceptable radioactive waste management policy. The MRWS programme of action proposed by Government includes a “stakeholder” programme of public debate backed by research to examine the different radioactive waste management options, and to recommend the preferred option, or combination of options. The options of storage above ground and underground are expected to be among the options examined. In the UK, radioactive wastes are currently held in surface stores, at over 30 locations in the UK, pending a decision on their long-term management. These stores were originally designed to have lifetimes of up to 50 years, but due to uncertainty regarding the longer term management of such wastes, extending the life of stores to 100 years is now being considered. This paper describes a preliminary scoping study to identify the long-term issues associated with surface storage of intermediate-level radioactive waste (ILW), and certain low-level waste (LLW) indefinitely in the UK. These wastes contain radionuclides with half lives that can range up to a million years or more, it was therefore assumed, for the purposes of this scoping study, that wastes would need to be managed over a period of at least one million years. An indefinite surface storage concept will require institutional stability and encompasses the principle of guardianship. It is based on a rolling present where each generation is required to monitor and, as necessary, repackage the waste and refurbish/replace storage buildings over a period of at least one million years. Each generation will also need to decide whether to continue with surface storage or implement another long-term management option. The aims of the scoping study were to: i) Investigate the implications of indefinite surface storage of waste packages through consideration of the facility specification, design and assessment. This framework is common to all Nirex radioactive waste management option studies, and provides a common basis for comparison. ii) Identify the social and ethical issues related to indefinite storage, including the principles and values that some stakeholders believe are met by the surface storage option.
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Duan, Shixia y Wenxiu Hu. "Real Option Study on Merger and Acquisition Investment and Financing Decisions". En Engineering Management. IEEE, 2008. http://dx.doi.org/10.1109/icrmem.2008.81.

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Informes sobre el tema "Management option"

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Leech, M. Key Management Considerations for the TCP MD5 Signature Option. RFC Editor, julio de 2003. http://dx.doi.org/10.17487/rfc3562.

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Brughelli, John D. Joint Theater Logistics Management: Is the Joint Force Support Component Commander Concept a Viable Option? Fort Belvoir, VA: Defense Technical Information Center, octubre de 2006. http://dx.doi.org/10.21236/ada463388.

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Silviera, D. J., R. L. Aaberg, C. E. Cushing, A. Marshall, M. J. Scott, G. H. Sewart y D. L. Strenge. Referenced-site environmental document for a Monitored Retrievable Storage facility: backup waste management option for handling 1800 MTU per year. Office of Scientific and Technical Information (OSTI), junio de 1985. http://dx.doi.org/10.2172/5630337.

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Katz, Aron, Mark Johnson y Jinelle Sperry. Environmental DNA sampling for at-risk and invasive species management on military ranges : guidelines and protocols for installation biologists and land managers. Engineer Research and Development Center (U.S.), marzo de 2024. http://dx.doi.org/10.21079/11681/48275.

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Environmental DNA (eDNA) analysis, or the detection of trace DNA shed by organisms into their environment, has the potential to transform Army capabilities for threatened and endangered species (TES) and invasive species management by providing a rapid, noninvasive, and cost-effective option for monitoring wildlife. Despite these benefits, eDNA analysis is underutilized on military installations as limited access to guidance materials, protocols, training opportunities, and support from eDNA scientists makes it difficult for installation biologists and military land managers to design and execute eDNA surveys, let alone identify management questions that may benefit from eDNA monitoring. Therefore, the aim of this resource is to increase awareness of the benefits and limitations of eDNA monitoring and provide eDNA study design guidelines and field sampling protocols for nonexperts to make this tool more accessible to installation biologists and land managers and help facilitate the adoption of eDNA-based approaches for wildlife management on military ranges.
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Lamberti, Gianfranco, Laura Pelizzari, Milena Fontana, Paola Gandolfi y Gianluca Ciardi. Can a lower limb-centered movement training inhibit overactive bladder? Systematic review of literature. INPLASY - International Platform of Registered Systematic Review and Meta-analysis Protocols, julio de 2022. http://dx.doi.org/10.37766/inplasy2022.7.0099.

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Review question / Objective: Is there a relationship between lower limb activation and inhibition of overactive bladder? Could a specific rehabilitation program be useful to better manage neurological bladder? Condition being studied: Asavoposon (2014), studying brain activations using the RM, states that there is a overlapping between pelvic floor motor areas and lower limb ones; previous studies involving brain imaging (Shafik 2009, 2003; Tai 2011) found that sensistive afferents from lower limb stimulation have an inhibitory effect on overactive bladder.Recently, Zillioux (2022) supports numerous optional therapies for overactive bladder management (defined third line therapies), stating that, despite their effectiveness in older populations, there is no data to support one option over another; so, there is a need to better study conservative treatments, in order to obtain the best evidence about their role to support neurological bladder treatment.
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Runjic, Frane, Andrija Matetic, Matjaz Bunc, Nikola Crncevic y Ivica Kristic. Small Degenerated Surgical Bioprosthetic Valve should be Treated with SupraAnnular Valve-in-Valve Transcatheter Aortic Valve Replacement. Science Repository, diciembre de 2021. http://dx.doi.org/10.31487/j.jicoa.2021.04.02.

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Background: Patient-prothesis mismatch (PPM) is a serious potential complication following surgical aortic valve replacement (SAVR). If it develops, valve-in-valve transcatheter aortic valve replacement (TAVR) is a reasonable therapeutic option. However, there is low evidence on the management of small degenerated surgical bioprosthetic valves, not prone to balloon-valve fracture (BVF). Case Presentation: This case report presents a successful valve-in-valve TAVR in acute heart failure due to degenerative surgical bioprosthetic valve Trifecta (21 mm) that is not susceptible to BVF. Standard preparation for transfemoral TAVR with a self-expandable valve was conducted, including the over-the-wire pacing. Thereafter, a successful valve-in-valve primary implantation of the self-expanding, supra-annular valve Evolut R 26 (Medtronic™) has been achieved. Follow-up at 3 months showed mild paravalvular leak in the region with clinical and heart function improvements of the patient. Follow-up echocardiographic parameters showed the reduction of anterograde flow impairment and improved effective orifice area (~0.85 cm2/m2). Conclusion: In conclusion, supra-annular valve-in-valve TAVR is a potential therapeutic option for PPM of small degenerated surgical bioprosthetic valves which are not prone to BVF.
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Ahn, Dong-Hyun, Jacob Boudoukh, Matthew Richardson y Robert Whitelaw. Optimal Risk Management Using Options. Cambridge, MA: National Bureau of Economic Research, septiembre de 1997. http://dx.doi.org/10.3386/w6158.

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Englin, J. E., J. G. De Steese, R. W. Schultz y M. A. Kellogg. Peak load management: Potential options. Office of Scientific and Technical Information (OSTI), octubre de 1989. http://dx.doi.org/10.2172/5314251.

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Hiscock, Adam I., Elizabeth Williams, Emily J. Kleber y Steve D. Bowman, eds. Proceedings Volume, 2022 Basin and Range Earthquake Summit. Utah Geological Survey, agosto de 2023. http://dx.doi.org/10.34191/mp-177.

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This proceedings volume documents the results of the 2022 Basin and Range Earthquake Summit (BRES22) convened by the Utah Geological Survey in Salt Lake City, Utah, on October 17–20, 2022. The summit was sponsored by the Utah Geological Survey, the Utah Division of Emergency Management, the University of Utah Seismograph Stations, and the Utah Division of Professional and Occupational Licensing. The summit was held in the auditorium of the Utah Department of Natural Resources building in Salt Lake City, Utah, and was a hybrid meeting, with a virtual attendance option. BRES22 consisted of six technical sessions that featured 29 subject-matter-expert speakers, and 25 poster presentations. This proceedings volume includes available technical session abstracts, oral slide presentations, posters, and links to video recordings of oral presentations.
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Saltus, Christina, Molly Reif y Richard Johansen. waterquality for ArcGIS Pro Toolbox. Engineer Research and Development Center (U.S.), octubre de 2021. http://dx.doi.org/10.21079/11681/42240.

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Monitoring water quality of small inland lakes and reservoirs is a critical component of USACE water quality management plans. However, limited resources for traditional field-based monitoring of numerous lakes and reservoirs that cover vast geographic areas often leads to reactional responses to harmful algal bloom (HAB) outbreaks. Satellite remote sensing methodologies using HAB indicators is a good low-cost option to traditional methods and has been proven to maximize and complement current field-based approaches while providing a synoptic view of water quality (Beck et al. 2016; Beck et al. 2017; Beck et al. 2019; Johansen et al. 2019; Mishra et al. 2019; Stumpf and Tomlinson 2007; Wang et al. 2020; Xu et al. 2019; Reif 2011). To assist USACE water quality management, we developed an ESRI ArcGIS Pro desktop software toolbox (waterquality for ArcGIS Pro) that was founded on the design and research established in the waterquality R software package (Johansen et al. 2019; Johansen 2020). The toolbox enables the detection, monitoring, and quantification of HAB indicators (chlorophyll-a, phycocyanin, and turbidity) using Sentinel-2 satellite imagery. Four tools are available 1) to automate the download of Sentinel-2 Level-2A imagery, 2) to create stacked image with options for cloud and non-water features masks, 3) to apply water quality algorithms to generate relative estimations of one to three water quality parameters (chlorophyll-a, phycocyanin, and turbidity), and 4) to create linear regression graphs and statistics comparing in situ data (from field-based water sampling) to relative estimation data. This document serves as a user's guide for the waterquality for ArcGIS Pro toolbox and includes instructions on toolbox installation and descriptions of each tool's inputs, outputs, and troubleshooting guidance.
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