Showing 1 - 10 of 1,750
with Wikipedia can establish a world resource for reliable data. The paper discusses a process by which data providers and …
Persistent link: https://www.econbiz.de/10005836164
In the article the questions of automation of the insurance company. Emphasized the use of information technology to the field of insurance. Described created using MS Access database
Persistent link: https://www.econbiz.de/10011271684
Certain commodity producers face uncertain output and price, but can trade financial derivatives on price. I consider how best to use a put option on price. I introduce the variance surface, which is a data visualization technique that shows the level of variance across a grid of values for the...
Persistent link: https://www.econbiz.de/10011274382
Tail hedging is a portfolio management strategy meant to reduce the risk of large losses. For an investor who holds a stock market index fund, the strategy entails buying out of the money put options on the index. Research suggests the strategy works well in practice and I explore the returns to...
Persistent link: https://www.econbiz.de/10011274394
Exploration is a costly activity that helps a business improve their understanding of a potential mineral deposit. Yet, even with strong exploration results, the business faces uncertainty over the value of the mine. I model this situation as a game of chance. The game starts by giving an agent...
Persistent link: https://www.econbiz.de/10011274395
Consider an agent who holds a stock, but is allowed to buy and hold some quantity of at-the-money put options on the stock. Such an agent must decide the optimal use of financial derivatives under trade restrictions. This paper uses simulation to compare the optimal quantity when the agent...
Persistent link: https://www.econbiz.de/10011274398
This paper investigates the effects of neighborhood on tax compliance behavior of taxpayers based on an agent based tax compliance model To this aim it is attempted to find out different tax compliance patterns under different “penalty rate audit rate” combinations and for von Neumann...
Persistent link: https://www.econbiz.de/10011274898
Article introduces the notion of information money fields of the cyclic oscillations of the economic variables in the nonlinear dynamic economic system for the first time, and presents an original research on the Ledenyov theory on the information money fields of the cyclic oscillations of the...
Persistent link: https://www.econbiz.de/10011251900
This article presents an investigation of problem of quantum system state’s measurement by using an example of particles registered by a measuring device (screen). Some variants of R-procedure which is responsible for measurements are discussed. New variant of R-procedure is suggested. It is...
Persistent link: https://www.econbiz.de/10011253057
In this paper we build an agent-based model based on a threefold financial accelerator: (i) leverage accelerator - negative shocks on firms' output make banks less willing to loan funds, and firms less willing to make investments, hence a credit reduction follows further reducing the output;...
Persistent link: https://www.econbiz.de/10011253063