Search
Now showing items 21-30 of 615
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
(Blackwell Publishers Ltd, 2002)
Filtered historical simulation provides the general framework to our backtests of portfolios of derivative securities held by a large sample of financial institutions. We allow for stochastic volatility and exchange rates. ...
The second law of systems
(Taylor & Francis, 1977)
This paper asserts that the Second Law of Thermodynamics (SLT) despite holding truc in ail laboratory tests heretofore conducted, cannot, by itself, explain the hierarchical universe. By examination of the existing evidence, ...
An innovative cost – benefit analysis as a decision support system for the evaluation of alternative scenarios of water resources management
(Parlar Scientifc, 2003)
A crucial problem for planners dealing with the management of water resources is to choose among the available alternative scenarios. In the presented methodology the result is a combination of the data of all the important ...
Education Efficiency and Labor Market Achievements: An Evaluation for Twenty OECD Countries
(Elsevier, 2006)
The paper uses data envelopment analysis (DEA-CCR model) to evaluate the tertiary-level educational system mechanism, relating a set of inputs to some outputs, in particular, income and employment. The analysis concerns ...
Communication, a managerial myth
(1978-08)
Comunication is onc of the most widely used and least understood concepts current among managerof modern corporations.
Τοις εντευξομένοις ή εν μέρει ενίκησαν και εν μέρει ηττήθησαν
(Κέντρο Επιμόρφωσης Μελετών Έρευνας και Ανάπτυξης, 2009)
Δικαστικές αποφάσεις ενίοτε, προ της αδυναμίας του δικάζοντος δικαστού να "τάμει" τον λόγον της αληθείας κι να αποδώσει μετά βεβαιότητας δικαιοσύνη κατά το ορθόν Δίκαιον, αναφέρουν ότι οι διάδικοι ανεξαρτήτως αντικειμένου ...
Reserve ratio and commercial banks portofolio behaviour in Greece, 1960-1981
(University of Pireaus, 1984)
The crucial questions which center monetary analysis are : What determines the money supply? Can the Central Bank act to influence that supply? If yes, how? These questions have generated a good deal of controversy in the ...
Nonparametric, conditional pricing of higher order multivariate contingent claims
(2008-09)
This paper describes and applies a nonparametric model for pricing multivariate contingent claims. Multivariate contingent claims are contracts whose payoffs depend on the future prices of more than one underlying variable. ...
Pricing Basket spread options
(Society for Computational Economics, 2006)
This paper describes and analyses the use of the Filtered Historical Simulation algorithm in pricing spread options. Spread options are contracts whose payoff depends on the price difference (spread) between two or more ...
Θεσμικό πλαίσιο περιφερειακής ανάπτυξης. 3ος τ.
(Κέντρο Επιμόρφωσης Μελετών Έρευνας και Ανάπτυξης, 2005)
Τα θέματα της περιφερειακής ανάπτυξης και των ιδιωτικών επενδύσεων είναι πολλά και ποικίλα, όπως νομικά, οικονομικά, κοινωνικά κ.λ., αλλά δεν έχουν «επισύρει» στο σύνολό τους και στον ίδιο
βαθμό την προσοχή των Ερευνητών, ...