Search Results - subject:"Deltas"

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Arbitrage-free conditions for implied volatility surface by Delta

Wang, Ximei; Zhao, Yanlong; Bao, Ying - In: The North American journal of economics and finance : a … 48 (2019), pp. 819-834

Persistent link: https://www.econbiz.de/10012120342

Understanding farmers’ adaptation to water scarcity: a case study from the western Nile Delta, Egypt.

Ghazouani, W.; Molle, F.; Swelam, A.; Rap, E.; Abdo, A. - International Water Management Institute (IWMI) - 2014

Persistent link: https://www.econbiz.de/10011205357

Viet Nam: Environment and Climate Change Assessment

Asian Development Bank; Asian Development Bank (ADB) - 2013

The Asian Development Bank (ADB) is preparing sector assessments, thematic papers, strategies, and road maps to help align future ADB support with the needs and strategies of developing member countries and other development partners. A thematic paper is a working document that addresses a...

Persistent link: https://www.econbiz.de/10010884943

CEO risk-taking incentives and the cost of equity capital

Chen, Yangyang; Truong, Cameron; Veeraraghavan, Madhu - In: Journal of business finance & accounting : JBFA 42 (2015) 7/8, pp. 915-946

Persistent link: https://www.econbiz.de/10011512979

Sensitivities for Bermudan options by regression methods

Belomestny, Denis; Milstein, Grigori N.; Schoenmakers, … - 2007

method for constructing deltas based on least squares. We finally propose a testing procedure for assessing the performance …

Persistent link: https://www.econbiz.de/10010276590

Sensitivities for Bermudan Options by Regression Methods

Belomestny, Denis; Milstein, Grigori; Schoenmakers, John - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

method for constructing deltas based on least squares. We finally propose a testing procedure for assessing the performance … method for constructing deltas based on least squares. We finally propose a testing procedure for assessing the performance …, Deltas, Conditional probabilistic representations, Regression methods AMS 2000 Subject Classification: 60H30, 65C05, 91B28 …

Persistent link: https://www.econbiz.de/10005677992

Improving water use in rainfed agriculture in the Greater Mekong Subregion. Summary report. [Summary report of the Project report prepared by IWMI for Swedish International Develop...

Johnston, Robyn; Hoanh, Chu Thai; Lacombe, Guillaume; … - International Water Management Institute (IWMI) - 2012

Persistent link: https://www.econbiz.de/10011274195

A flood vulnerability index for coastal cities and its use in assessing climate change impacts

Balica, S.; Wright, N.; Meulen, F. - In: Natural Hazards 64 (2012) 1, pp. 73-105

Worldwide, there is a need to enhance our understanding of vulnerability and to develop methodologies and tools to assess vulnerability. One of the most important goals of assessing coastal flood vulnerability, in particular, is to create a readily understandable link between the theoretical...

Persistent link: https://www.econbiz.de/10010759038

Sensitivities for Bermudan options by regression methods

Belomestny, Denis; Milstein, G.; Schoenmakers, John - In: Decisions in Economics and Finance 33 (2010) 2, pp. 117-138

Persistent link: https://www.econbiz.de/10008775972

Planning Groundwater Development in Coastal Deltas with Paleo Channels

Rao, S.; Bhallamudi, S.; Thandaveswara, B.; Sreenivasulu, V. - In: Water Resources Management 19 (2005) 5, pp. 625-639

In this study, a management model is presented for planning groundwater development in costal deltas with paleo …

Persistent link: https://www.econbiz.de/10010794363