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Статті в журналах з теми "Contract option"
McKeon, Ryan. "Empirical patterns of time value decay in options." China Finance Review International 7, no. 4 (November 20, 2017): 429–49. http://dx.doi.org/10.1108/cfri-09-2016-0108.
Повний текст джерелаMurdalov, Deni Ruslanovich. "Comparative analysis of an option to conclude an agreement and an option agreement." Юридические исследования, no. 3 (March 2022): 1–8. http://dx.doi.org/10.25136/2409-7136.2022.3.37590.
Повний текст джерелаDEWI, IDA AYU PUTU CANDRA, KOMANG DHARMAWAN, and NI MADE ASIH. "APLIKASI MODEL MEAN REVERSION DENGAN MUSIMAN DALAM MENENTUKAN NILAI KONTRAK OPSI TIPE EROPA PADA HARGA KOMODITAS KAKAO." E-Jurnal Matematika 6, no. 4 (November 28, 2017): 226. http://dx.doi.org/10.24843/mtk.2017.v06.i04.p170.
Повний текст джерелаRodrigo, Marianito R. "Pricing of Barrier Options on Underlying Assets with Jump-Diffusion Dynamics: A Mellin Transform Approach." Mathematics 8, no. 8 (August 3, 2020): 1271. http://dx.doi.org/10.3390/math8081271.
Повний текст джерелаZhu, Jielin, Marco Pollanen, Kenzu Abdella, and Bruce Cater. "Modeling Drought Option Contracts." ISRN Applied Mathematics 2012 (April 11, 2012): 1–16. http://dx.doi.org/10.5402/2012/251835.
Повний текст джерелаSARI, I. GUSTI AYU MITA ERMIA, KOMANG DHARMAWAN, and TJOKORDA BAGUS OKA. "PENERAPAN METODE BINOMIAL TREE DALAM MENGESTIMASI HARGA KONTRAK OPSI TIPE AMERIKA." E-Jurnal Matematika 5, no. 4 (November 30, 2016): 156. http://dx.doi.org/10.24843/mtk.2016.v05.i04.p135.
Повний текст джерелаLerner, Josh, and Ulrike Malmendier. "Contractibility and the Design of Research Agreements." American Economic Review 100, no. 1 (March 1, 2010): 214–46. http://dx.doi.org/10.1257/aer.100.1.214.
Повний текст джерелаRATNASARI, DEWA AYU AGUNG PUTRI, KOMANG DHARMAWAN, and DESAK PUTU EKA NILAKUSMAWATI. "PENENTUAN NILAI KONTRAK OPSI TIPE BINARY PADA KOMODITS KAKAO MENGGUNAKAN METODE QUASI MONTE CARLO DENGAN BARISAN BILANGAN ACAK FAURE." E-Jurnal Matematika 6, no. 4 (November 28, 2017): 214. http://dx.doi.org/10.24843/mtk.2017.v06.i04.p168.
Повний текст джерелаHusniah, Hennie, Udjianna S. Pasaribu, Andi Cakravastia, and Bermawi P. Iskandar. "Two Dimensional Maintenance Contracts for a Fleet of Dump Trucks Used in Mining Industry." Applied Mechanics and Materials 660 (October 2014): 1026–31. http://dx.doi.org/10.4028/www.scientific.net/amm.660.1026.
Повний текст джерелаStaudenmayer, Dirk. "The Commission Communication on European Contract Law: What Future for European Contract Law?" European Review of Private Law 10, Issue 2 (April 1, 2002): 249–60. http://dx.doi.org/10.54648/408351.
Повний текст джерелаДисертації з теми "Contract option"
Chen, Kwok-wang. "Evaluation of market efficiency of stock options in Hong Kong /." Hong Kong : University of Hong Kong, 1997. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18837372.
Повний текст джерелаLiu, Jinhe. "Four essays in contracts and industrial organizations /." View abstract or full-text, 2005. http://library.ust.hk/cgi/db/thesis.pl?ECON%202005%20LIU.
Повний текст джерелаFERREIRA, BERNARDO DE MENDONCA G. "VALUATION OF AN OPTION OVER A FUTURE CONTRACT." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9323@1.
Повний текст джерелаO objeto desta dissertação é desenvolver um modelo baseado em técnicas de simulação e árvore binomial para valorar uma opção de compra européia sobre um contrato futuro. Os modelos diferem na abordagem da estimação de parâmetros e principalmente na estrutura de geração das taxas futuras. O modelo Black, Derman & Toy utiliza árvore binomiais para construir possibilidades futuras de exercício da opção. Este modelo é classificado de não arbitragem porque utiliza a estrutura a termo da taxa de juros como informação inicial para precificar derivativos de taxa de juros como títulos. O modelo de Vasicek é classificado como modelo de equilíbrio porque assume que o processo estocástico da taxa de juros possui um fator comum de incerteza simulada pelo método de Monte Carlo. A ferramenta será fundamentada na teoria de derivativos e processos estocásticos para simular o comportamento do ativo objeto. O trabalho a ser desenvolvido enfoca um modelo de um fator, no qual toda a estrutura a termo da taxa de juros é explicada pela evolução da taxa de juros spot.
The object of this work is to develop a model based on techniques of simulation and binomial tree to valuate a call option over a future contract. The tool will be based on the theory of derivatives and stochastic processes to simulate the behavior of the active object. The model Black, Derman & Toy uses binomial tree to construct future possibilities of exercise of the option. This model is classified of not arbitration because it uses the yeld curve as initial information to valuate derivatives of interests. The model of Vasicek is classified as balance model because it assumes that the random process of the tax of interests has one factor of uncertainty simulated for the Monte method Carlo. The work developed is a model of one factor which all the structure the term of the tax of interests is explained by the evolution of the tax of interests spot.
Nguyen, Duc Anh. "Improving Public-Private Partnership Contracts through Risk Characterization, Contract Mechanisms, and Flexibility." Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/78275.
Повний текст джерелаPh. D.
Schmid, Moura Miguel. "Impact of Filtration on Energy Contract Valuation." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05609615001/$FILE/05609615001.pdf.
Повний текст джерелаChen, Kwok-wang, and 陳國宏. "Evaluation of market efficiency of stock options in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1997. http://hub.hku.hk/bib/B31267889.
Повний текст джерелаUnver, Ibrahim Emre. "Pricing And Hedging A Participating Forward Contract." Master's thesis, METU, 2013. http://etd.lib.metu.edu.tr/upload/12615532/index.pdf.
Повний текст джерелаROCHA, ANDRE BARREIRA DA SILVA. "VALUATION OF AIRLINE AS A REAL OPTION: TO CONTINUE, TO EXPAND, TO CONTRACT OR TO ABANDON?" PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2003. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=3708@1.
Повний текст джерелаThe Black & Scholes and the binomial models for financial options valuation give, as a result, premiums whose value increases proportionally to the increase of the degree of uncertainty about the return of the underlying assets, as measured by the standard deviation. When companies are valuated, financial options theory can be extended to valuate them as real options. This method is adequate when analysing company assets subjected to great uncertainty, in which the options flexibility adds considerable value to the physical assets. In this context, this research shows the analysis of an international airline of a regular passenger air transport company. The analysis is adequate as long as the air transport industry, nowadays in crisis, is subjected to strong uncertainties like passenger revenue and fuel costs. Through the real options analysis, the research showed that the flexibility given by the options of increasing or decreasing flights frequencies, and even of abandoning operations, together with the Market uncertainties, adds considerable value to the assets of an air carrier. In this sense, valuating them only according to the orthodox method of the Net Present Value in a scenario of crisis as nowadays, is an incomplete analysis. The study was based on a discrete time and discrete state model, combining the evolution of revenue and fuel cost uncertainties according to a quadrinomial decision tree.
Kole, Huseyin. "Analysis Of An Options Contract In A Dual Sourcing Supply Chain Under Disruption Risk." Master's thesis, METU, 2012. http://etd.lib.metu.edu.tr/upload/12614937/index.pdf.
Повний текст джерелаin the partial information model, the options are exercised after getting disruption information before demand information. In the no information model, there is no options contract and units are ordered from the reliable supplier when buyer has no information about demand and disruption. Through the analysis of these models, we explore the value of advance demand and disruption information in the presence of an options contract.
Wanga, Godwill George. "Hedging Exchange Rate Risks." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/3373.
Повний текст джерелаКниги з теми "Contract option"
Janssen, Stefan. Kontraktdesign und Kontrakterfolg von financial Futures. Wiesbaden: Deutscher Universitäts-Verlag, 1994.
Знайти повний текст джерелаCharles, Javier Talma. El contrato de opción. Barcelona: J.M. Bosch, 1996.
Знайти повний текст джерелаFerrara, Mauricio Rodríguez. El contrato de opción. 3rd ed. Caracas, Venezuela: Livrosca, 2008.
Знайти повний текст джерелаFarrands, Donald J. The law of options and other pre-emptive rights. Pyrmont, N.S.W: Lawbook Co., 2009.
Знайти повний текст джерелаMerino, Fernando J. Lorenzo. La opcíon de compra en el derecho español. Santiago de Compostela: Tórculo, 1992.
Знайти повний текст джерелаTorosian, Martin. Options, on stocks, futures contracts, stock indexes, interest rate, and foreign currencies. [Deerfield, Ill.]: MTA Financial Services Corp., 1985.
Знайти повний текст джерелаLabuszewski, John. Trading options on futures: Markets, methods, strategies, and tactics. New York: Wiley, 1988.
Знайти повний текст джерелаOptions, a comprehensive guide for options on stocks, stock indexes, future contracts, interest rates, foreign currencies. [Deerfield, Ill.]: MTA Financial Services Corp., 1986.
Знайти повний текст джерелаRitchken, Peter. Options: Theory, strategy, and applications. Glenview, Ill: Scott, Foresman, 1987.
Знайти повний текст джерелаOptionsanleihen: Eine empirische Untersuchung. Frankfurt am Main: P. Lang, 1994.
Знайти повний текст джерелаЧастини книг з теми "Contract option"
Schmidt, Klaus M. "Contract Renegotiation and Option Contracts." In The New Palgrave Dictionary of Economics and the Law, 432–36. London: Palgrave Macmillan UK, 2002. http://dx.doi.org/10.1007/978-1-349-74173-1_85.
Повний текст джерелаRockerbie, Duane W., and Stephen T. Easton. "Extensions to the Put Option Model." In Contract Options for Buyers and Sellers of Talent in Professional Sports, 69–83. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-49513-8_4.
Повний текст джерелаZhao, Yingxue, Xiaoge Meng, Shouyang Wang, and T. C. Edwin Cheng. "A Value-Based Approach to Option Pricing: The Case of Supply Chain Options." In Contract Analysis and Design for Supply Chains with Stochastic Demand, 131–43. Boston, MA: Springer US, 2016. http://dx.doi.org/10.1007/978-1-4899-7633-8_6.
Повний текст джерелаZhao, Yingxue, Xiaoge Meng, Shouyang Wang, and T. C. Edwin Cheng. "Selection of Supply Chain Contracts: The Case of Option Contracts." In Contract Analysis and Design for Supply Chains with Stochastic Demand, 145–67. Boston, MA: Springer US, 2016. http://dx.doi.org/10.1007/978-1-4899-7633-8_7.
Повний текст джерелаZhao, Yingxue, Xiaoge Meng, Shouyang Wang, and T. C. Edwin Cheng. "Coordination of Supply Chains with Bidirectional Option Contracts." In Contract Analysis and Design for Supply Chains with Stochastic Demand, 115–29. Boston, MA: Springer US, 2016. http://dx.doi.org/10.1007/978-1-4899-7633-8_5.
Повний текст джерелаCong, Jiaojiao, and Hongchun Wang. "Research on Three-Level Supply Chain Coordination Based on Revenue Sharing Contract and Option Contract." In Advances in Intelligent Systems and Computing, 1215–26. Singapore: Springer Singapore, 2016. http://dx.doi.org/10.1007/978-981-10-1837-4_99.
Повний текст джерелаZhang, Qing, Jian Gao, Qiqiang Qin, Chenyu Wang, and Keting Yin. "FutureOTC: An Intelligent Decentralized OTC Option Trading and E-contract Signing System." In Communications in Computer and Information Science, 17–30. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-3278-8_2.
Повний текст джерелаZhang, Xiang-bin, and Ling-yu Wu. "A Research on Manufacturing Grid Resource Pricing Strategy Based on the Option Contract." In International Asia Conference on Industrial Engineering and Management Innovation (IEMI2012) Proceedings, 117–28. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-38445-5_12.
Повний текст джерелаOh, Seog-Chan, and Alfred J. Hildreth. "Energy Decision-Making 2: Demand Response Option Contract Decision Based on Stochastic Programming." In Springer Series in Advanced Manufacturing, 109–35. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-32729-7_4.
Повний текст джерелаLiu, Tian-yuan, Jiang-tao Mo, and Si-yao Tang. "On the Coordination of Supply Chain with Demand Uncertainty Under the Combination of the Wholesale Price Contract and Option Contract." In Proceedings of the 22nd International Conference on Industrial Engineering and Engineering Management 2015, 449–63. Paris: Atlantis Press, 2016. http://dx.doi.org/10.2991/978-94-6239-180-2_44.
Повний текст джерелаТези доповідей конференцій з теми "Contract option"
Bu, Xiangzhi, Xiaojun Xu, and Jinjin Jiang. "Forwarder's option contract ordering and pricing policy with option trade." In 2012 9th International Conference on Service Systems and Service Management (ICSSSM 2012). IEEE, 2012. http://dx.doi.org/10.1109/icsssm.2012.6252191.
Повний текст джерелаKumakiri, Yuki, and De-Bi Cao. "An Optimization Model for Apparel Supply Contract with Option." In 2008 3rd International Conference on Innovative Computing Information and Control. IEEE, 2008. http://dx.doi.org/10.1109/icicic.2008.154.
Повний текст джерелаKnoblich, Konstanze, Cathal Heavey, and Peter Williams. "An evaluation of an option contract in semiconductor supply chains." In 2012 Winter Simulation Conference - (WSC 2012). IEEE, 2012. http://dx.doi.org/10.1109/wsc.2012.6465315.
Повний текст джерелаShizhen Bai and Lihua Jiang. "Coordination of supply chains with stochastic demand through option contract." In 2008 IEEE International Conference on Service Operations and Logistics, and Informatics (SOLI). IEEE, 2008. http://dx.doi.org/10.1109/soli.2008.4682900.
Повний текст джерелаWang, Yajing, and Xiaojing Zhang. "Flexible Contract in Perishable Products Supply Chain with Independent Option." In 2011 Fourth International Joint Conference on Computational Sciences and Optimization (CSO). IEEE, 2011. http://dx.doi.org/10.1109/cso.2011.137.
Повний текст джерелаHao, Weiming, Zhengjia Zhao, and Tiantian Zheng. "Agricultural Products Supply Chain Contract Mechanism Based on Put Option." In International Conference of Logistics Engineering and Management (ICLEM) 2010. Reston, VA: American Society of Civil Engineers, 2010. http://dx.doi.org/10.1061/41139(387)623.
Повний текст джерелаSun, Hua, Jianmin He, and Yaming Zhuang. "A Coordination Mechanism for a Supply Chain with Option Contract." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.1485.
Повний текст джерелаYingyuan Cao and Lingyun Wei. "Coordinating the cloud service supply chain with bidirectional option contract." In 2016 7th IEEE International Conference on Software Engineering and Service Science (ICSESS). IEEE, 2016. http://dx.doi.org/10.1109/icsess.2016.7883096.
Повний текст джерелаCui, Aiping. "Capability Coordination with Option-Contract Based on Leader-Follower Game." In 2011 International Conference on Management and Service Science (MASS 2011). IEEE, 2011. http://dx.doi.org/10.1109/icmss.2011.5998809.
Повний текст джерелаLiu, Xiaojing, Xingzheng Ai, and Xiaowo Tang. "Research on supply chain option buyback contract based on capital gains." In 2015 27th Chinese Control and Decision Conference (CCDC). IEEE, 2015. http://dx.doi.org/10.1109/ccdc.2015.7162247.
Повний текст джерелаЗвіти організацій з теми "Contract option"
Evans, Julia Wilhelmsen. High-Contrast Imaging using Adaptive Optics for Extrasolar Planet Detection. Office of Scientific and Technical Information (OSTI), January 2006. http://dx.doi.org/10.2172/900101.
Повний текст джерелаArnold, Scot A., and Marius S. Vassiliou. A Real Options Approach to Valuing the Risk Transfer in a Multi-Year Procurement Contract. Fort Belvoir, VA: Defense Technical Information Center, October 2009. http://dx.doi.org/10.21236/ada530844.
Повний текст джерелаRibeiro, João A., Paulo J. Pereira, and Elísio M. Brandão. A real options model to determine the optimal contractual penalty for a BOT project. CICEE. Universidade Autónoma de Lisboa, 2021. http://dx.doi.org/10.26619/ual-cicee/wp06.2021.
Повний текст джерелаElacqua, Gregory, Anne Sofie Westh Olsen, and Santiago Velez-Ferro. Open configuration options The Market Design Approach to Teacher Assignment: Evidence from Ecuador. Inter-American Development Bank, September 2021. http://dx.doi.org/10.18235/0003824.
Повний текст джерелаCavallo, Eduardo A., Andrew Powell, and María José González Jaramillo. Open configuration options Sudden Stops in Latin America and the Caribbean during COVID-19. Inter-American Development Bank, February 2022. http://dx.doi.org/10.18235/0003999.
Повний текст джерелаHernández, Juan. Open configuration options Selection Advantage of Corporate Venture Capitalists and Its Welfare Effects. Inter-American Development Bank, February 2022. http://dx.doi.org/10.18235/0003983.
Повний текст джерелаAlcaíno, Manuel, Analia Jaimovich, Carolina Méndez, and Diana Vásquez. Open configuration options Government fragmentation and educational outcomes: evidence on the creation of municipalities in Chile. Inter-American Development Bank, January 2022. http://dx.doi.org/10.18235/0003977.
Повний текст джерелаHall, David. Feasibility of Dual Optics/Ultrasound Imaging and Contrast Media for the Detection and Characterization of Prostate Cancer. Fort Belvoir, VA: Defense Technical Information Center, March 2008. http://dx.doi.org/10.21236/ada484254.
Повний текст джерелаShah, Ayesha, Jan Olek, and Rebecca S. McDaniel. Real Life Experience with Major Pavement Types. Purdue University, 2022. http://dx.doi.org/10.5703/1288284317371.
Повний текст джерелаGhezzi, Piero, and Juan Manuel García Carpio. Abierta configuration options Las MYPE en Perú: saltando la valla de calidad para contribuir al crecimiento y al desarrollo. Inter-American Development Bank, May 2022. http://dx.doi.org/10.18235/0004258.
Повний текст джерела