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Статті в журналах з теми "Options Finance"
Lambrecht, Bart M. "Real options in finance." Journal of Banking & Finance 81 (August 2017): 166–71. http://dx.doi.org/10.1016/j.jbankfin.2017.03.006.
Повний текст джерелаBRANGER, NICOLE, and CHRISTIAN SCHLAG. "OPTION BETAS: RISK MEASURES FOR OPTIONS." International Journal of Theoretical and Applied Finance 10, no. 07 (November 2007): 1137–57. http://dx.doi.org/10.1142/s0219024907004585.
Повний текст джерелаKamińska, Barbara. "Options in Corporate Finance Management." Przedsiebiorczosc i Zarzadzanie 15, no. 1 (January 1, 2014): 69–81. http://dx.doi.org/10.2478/eam-2014-0005.
Повний текст джерелаCiurlia, Pierangelo, and Andrea Gheno. "Pricing and Applications of Digital Installment Options." Journal of Applied Mathematics 2012 (2012): 1–21. http://dx.doi.org/10.1155/2012/584705.
Повний текст джерелаLambrecht, Bart M., and Grzegorz Pawlina. "Corporate Finance and the (In)efficient Exercise of Real Options." Multinational Finance Journal 14, no. 3/4 (December 1, 2010): 189–217. http://dx.doi.org/10.17578/14-3/4-2.
Повний текст джерелаCHANG, Kuo-Ping. "On Option Greeks and Corporate Finance." Journal of Advanced Studies in Finance 11, no. 2 (December 23, 2020): 183. http://dx.doi.org/10.14505//jasf.v11.2(22).09.
Повний текст джерелаDOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (June 2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.
Повний текст джерелаLIU, YU-HONG. "VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE." International Journal of Theoretical and Applied Finance 13, no. 03 (May 2010): 441–58. http://dx.doi.org/10.1142/s021902491000584x.
Повний текст джерелаTang, Han, and Wenfei Li. "Empirical study for uncertain finance." Journal of Intelligent & Fuzzy Systems 40, no. 5 (April 22, 2021): 9485–92. http://dx.doi.org/10.3233/jifs-201955.
Повний текст джерелаPechtl, Andreas. "Some applications of occupation times of Brownian motion with drift in mathematical finance." Journal of Applied Mathematics and Decision Sciences 3, no. 1 (January 1, 1999): 63–73. http://dx.doi.org/10.1155/s1173912699000048.
Повний текст джерелаДисертації з теми "Options Finance"
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 джерелаBrooks, Chad M., David E. Moore, and Edward J. White. "Outsourcing Options to Finance Navy Recapitalization." Monterey, California. Naval Postgraduate School, 2004. http://hdl.handle.net/10945/9888.
Повний текст джерелаNavy leadership is searching for ways to finance urgent fleet recapitalization despite severely limited resources. This study exposes the enormity of the recapitalization challenge using budget forecasting and ratio analysis to frame potential trade-offs among major Navy appropriations that would achieve programmed procurement targets. We illustrate the organizational and operational challenges associated with even small tradeoffs and also examine the increasingly common practice of competitive sourcing using private-sector risk criteria popularized in business literature. Our research suggests that current recapitalization goals are financially untenable without significant Defense restructuring. We show with a Marine Corps rescission example that implementing the trade-offs suggested by our analysis would challenge the very way DoD does business. However, we find that the early success of Sea Enterprise in identifying business efficiencies offers the best promise for success. We caution that competitive sourcing must not be purely cost-driven but rather a strategic approach to managing risk. We offer perspectives and considerations beyond the outsourcing roadmap currently provided by OMB Circular A-76. This study is intended for Navy leaders and other stakeholders who are evaluating the factors constraining fleet re-capitalization, considering the practical ramifications of looming financing decisions, and weighing the strategic and operational risks of competitive sourcing.
Martin, David. "Les options fondamentales de la finance moderneDomestication sociologique d'un produit financier." Phd thesis, Université Toulouse le Mirail - Toulouse II, 2005. http://tel.archives-ouvertes.fr/tel-00158032.
Повний текст джерелаUn premier travail d'anthropologie historique propose alors de soumettre l'option financière à une "anamnèse" qui remonte à Babylone pour revenir à Amsterdam (17ème siècle) avec une étape par la Grèce de Thalès et Aristote. L'option s'avère alors relever d'un espace social solidaire d'un ordre politique et religieux.
Néanmoins, le caractère trans-historique de ce "Phénix financier" laisse inexpliquée la spectaculaire transformation quantitative et qualitative subie par les produits dérivés contemporains sur les marchés organisés comme sur les marchés de gré à gré. La thèse s'attache alors à suivre le travail d'in-scription comptable et de pré-scription cognitive et formelle (ou juridque) qui sous-tend les transactions à base d'instruments financiers conditionnels. Cette dé-scription du produit donne alors à voir plusieurs modalités concrètes du processus de mondialisation financière.
Au terme de cette analyse, l'écriture collective du produit s'avère fondamentalement prise en charge par "la théorie financière moderne". Ce paradigme financier fait alors l'objet d'une analyse plus attentive sur les relations -descriptives et prescriptives- qu'il a entretenu avec le marché réel au fil de son avénement. A partir d'une mise en évidence de la double spéculation pratique et théorique sur la "volatilité" (qu'ont eu à couvrir ces options), la thèse conclut alors sur la consécration mutuelle et auto-référencielle opérée par la théorie et le marché. Cettte double consécration exprime un visage fondamental du nouvel ordre social, politique et moral de l'option financière moderne.
Martin, David. "Les options fondamentales de la finance moderne : domestication sociologique d'un produit financier." Toulouse 2, 2005. https://tel.archives-ouvertes.fr/tel-00158032.
Повний текст джерелаJoo, Tan How. "Tests of options market efficiency : a study of the European Options Exchange." Thesis, University of Glasgow, 1990. http://theses.gla.ac.uk/1872/.
Повний текст джерелаMORELLEC, ERWAN. "Theorie des options et decisions d'investissement et de financement." Jouy-en Josas, HEC, 1998. http://www.theses.fr/1998EHEC0060.
Повний текст джерелаSince the pathbreaking papers by black and scoles (1973) and merton (1974), contingent claims analysis has been widely applied to corporate finance. However, although this literature has made a great step toward a better understanding of investment and financing decisions, it has been unable so far to capture many stylized facts of corporate finance. This thesis shows that incorporating some features of the legal and economic environment of firms allows one to explain (at least partly) the data observed in practice. It is shown that - the possibility for a firm in financial distress to engage a reorganization procedure can account for early default and the low debt levels in capital structures; - asset liquidity can explain the size effect observed in capital structures and the high credit spreads; - managerial entrenchment and empire-building have an impact on the financing policy selected by the firm; - implementation delays affect both optimal investment policies and the valuation of projects
Huhta, T. (Tommi). "Performance of the Black-Scholes option pricing model:empirical evidence on S&P 500 call options in 2014." Master's thesis, University of Oulu, 2017. http://urn.fi/URN:NBN:fi:oulu-201711083066.
Повний текст джерелаBouvard, Matthieu. "3 essais en finance d'entreprise." Toulouse 1, 2009. http://www.theses.fr/2009TOU10032.
Повний текст джерелаThe first essay shows that adverse selection on the capital market affects incentives of entrepreneurs to engage in information acquisition through education or experience. The second essay models innovation financing as a sequential investment problem. Adverse selection on the capital market distorts investment timing and creates inertia. Optimal contracts can be implemented through stock options with a vesting period and severance payments. The third essay studies ratings or certification agencies and shows that reputational concerns have an ambiguous effect. When the perceived reliability of ratings is deficient, reputation has a disciplining effect and the precision of reports improves. However, agencies with a good reputation are too lenient
Chirayukool, Pokpong. "The valuation of exotic barrier options and American options using Monte Carlo simulation." Thesis, University of Warwick, 2011. http://wrap.warwick.ac.uk/45027/.
Повний текст джерелаFriedl, Gunther. "Real options and investment incentives." Berlin ; New York : Springer, 2007. http://site.ebrary.com/id/10161175.
Повний текст джерелаКниги з теми "Options Finance"
Thomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2005.
Знайти повний текст джерелаGastineau, Gary L. The options manual. 3rd ed. New York: McGraw-Hill, 1988.
Знайти повний текст джерелаMcMillan, Lawrence G. McMillan on Options. New York: John Wiley & Sons, Ltd., 2004.
Знайти повний текст джерела1944-, Rubinstein Mark, ed. Options markets. Englewood Cliffs, N.J: Prentice-Hall, 1985.
Знайти повний текст джерелаMiller, Sennholz Lyn, and Helstrom Carl O, eds. Options hedging handbook. Cedar Falls, IA: Center for Futures Education, 1985.
Знайти повний текст джерелаSincere, Michael. Understanding options. New York: McGraw-Hill, 2007.
Знайти повний текст джерелаMcCafferty, Thomas. Options demystified. 2nd ed. New York: McGraw-Hill, 2010.
Знайти повний текст джерелаKolb, Robert W. Understanding options. New York: Wiley, 1995.
Знайти повний текст джерелаThomsett, Michael C. Getting Started in Options. New York: John Wiley & Sons, Ltd., 2007.
Знайти повний текст джерелаThomsett, Michael C. Getting started in options. 3rd ed. New York: John Wiley & Sons, 1997.
Знайти повний текст джерелаЧастини книг з теми "Options Finance"
Merton, Robert C. "Options." In Finance, 213–18. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_23.
Повний текст джерелаGuerard, John B., and Eli Schwartz. "Options." In Quantitative Corporate Finance, 393–414. Boston, MA: Springer US, 2007. http://dx.doi.org/10.1007/978-0-387-34465-2_16.
Повний текст джерелаGuerard, John B., Anureet Saxena, and Mustafa Gultekin. "Options." In Quantitative Corporate Finance, 465–84. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43547-9_16.
Повний текст джерелаGuerard, John B., Anureet Saxena, and Mustafa N. Gültekin. "Options." In Quantitative Corporate Finance, 505–25. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-87269-4_16.
Повний текст джерелаZhu, You-lan, Xiaonan Wu, and I.-Liang Chern. "Basic Options." In Springer Finance, 17–112. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_2.
Повний текст джерелаZhu, You-lan, Xiaonan Wu, and I.-Liang Chern. "Exotic Options." In Springer Finance, 113–203. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-3938-1_3.
Повний текст джерелаZhu, You-lan, Xiaonan Wu, I.-Liang Chern, and Zhi-zhong Sun. "Exotic Options." In Springer Finance, 159–275. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-7306-0_4.
Повний текст джерелаShreve, Steven E. "Exotic Options." In Springer Finance, 295–337. New York, NY: Springer New York, 2004. http://dx.doi.org/10.1007/978-1-4757-4296-1_7.
Повний текст джерелаHilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. "American Options." In Springer Finance, 65–74. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_5.
Повний текст джерелаHilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. "Exotic Options." In Springer Finance, 75–84. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_6.
Повний текст джерелаТези доповідей конференцій з теми "Options Finance"
Davis, Mark, and Jan Obłój. "Market completion using options." In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-4.
Повний текст джерелаHugger, Jens, and Sima Mashayekhi. "Feedback options in nonlinear numerical finance." In NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012: International Conference of Numerical Analysis and Applied Mathematics. AIP, 2012. http://dx.doi.org/10.1063/1.4756645.
Повний текст джерелаGerstner, T., and M. Holtz. "Geometric tools for the valuation of performance-dependent options." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060161.
Повний текст джерелаChen, R. W., and B. Rosenberg. "Optimal exercise of Russian options in the binomial model." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060171.
Повний текст джерелаMelnikov, M. Y. "A Green’s function-based iterative approach to the pricing of American options." In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080091.
Повний текст джерелаLi, Z., and S. S. T. Yau. "Path dependent options: the case of high water mark provision for hedge funds." In COMPUTATIONAL FINANCE 2006. Southampton, UK: WIT Press, 2006. http://dx.doi.org/10.2495/cf060381.
Повний текст джерелаBeneder, Reimer, and Ton Vorst. "Options on Dividend Paying Stocks." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0017.
Повний текст джерелаPersad, S. "Valuation of swing options with supplier flexibility – switching and recall features: a methodology note." In COMPUTATIONAL FINANCE 2008. Southampton, UK: WIT Press, 2008. http://dx.doi.org/10.2495/cf080071.
Повний текст джерелаHulley, Hardy, and Eckhard Platen. "Laplace transform identities for diffusions, with applications to rebates and barrier options." In Advances in Mathematics of Finance. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2008. http://dx.doi.org/10.4064/bc83-0-9.
Повний текст джерелаYamazaki, Akira. "Analytical Approximation of Pricing Average Options under the Heston Model." In Proceedings of the International Workshop on Finance 2011. WORLD SCIENTIFIC, 2012. http://dx.doi.org/10.1142/9789814407335_0010.
Повний текст джерелаЗвіти організацій з теми "Options Finance"
Breger, Dwayne, Zara Dowling, River Strong, and Alison Bates. Solar Finance and Ownership Options. Office of Scientific and Technical Information (OSTI), June 2024. http://dx.doi.org/10.2172/2394646.
Повний текст джерелаMcIlmoil, Rory. Deep Dive on Energy Finance Options for Local Governments. Office of Scientific and Technical Information (OSTI), March 2024. http://dx.doi.org/10.2172/2328546.
Повний текст джерелаGerritsen, Erik, Lisa Korteweg, Foivos Petsinaris, Rachel Lamothe, Jeroen van der Laan, Daniela Chiriac, Costanza Strinati, Sean Stout, and Bella Tonkonogy. Options for Considering Nature-positive Finance Tracking and Taxonomy. Inter-American Development Bank, November 2022. http://dx.doi.org/10.18235/0004572.
Повний текст джерелаHolden, Paul, and Hunt Howell. Enhancing Access to Finance in the Caribbean. Inter-American Development Bank, October 2009. http://dx.doi.org/10.18235/0006787.
Повний текст джерелаLenhardt, Amanda. Private Sector Development Finance to Support the ‘Missing Middle’. Institute of Development Studies, January 2021. http://dx.doi.org/10.19088/k4d.2021.106.
Повний текст джерелаMooney, Henry, David Rosenblatt, Monique Graham, Natasha Richardson, María Cecilia Acevedo, Stefano Pereira, Khamal Clayton, Cloe Ortiz de Mendívil, and Victor Gauto. Caribbean Economics Quarterly: Volume 11, Issue 2: Finance for Firms: Options for Improving Access and Inclusion. Inter-American Development Bank, July 2022. http://dx.doi.org/10.18235/0004392.
Повний текст джерелаBulmer-Thomas, Victor. Belize's Regional Integration Options: Guatemala and Mexico. Inter-American Development Bank, June 2017. http://dx.doi.org/10.18235/0009368.
Повний текст джерелаMuelaner, Jody E. Decarbonized Fuel Options for Civil Aviation. 400 Commonwealth Drive, Warrendale, PA, United States: SAE International, June 2023. http://dx.doi.org/10.4271/epr2023012.
Повний текст джерелаHillier, Debbie. Facing Risk: Options and challenges in ensuring that climate/disaster risk finance and insurance deliver for poor people. Oxfam, April 2018. http://dx.doi.org/10.21201/2017.2258.
Повний текст джерелаLenhardt, Amanda. Development Finance for Socioeconomic Programming in Response to Covid-19. Institute of Development Studies (IDS), November 2021. http://dx.doi.org/10.19088/cc.2021.009.
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