In the framework of the Hull-White model we present a semi-explicit approach to compute the delta and the gamma. The …

industry shows for the first time that managers within mutual fund families compete against each other. They adjust the risk …

the owners in the management. Family firm is the most common form of business in Greece. Hence, the governance structures … explore the main aspects of CG of family-owned listed companies in Greece. For this purpose, we apply a specific CG rating … on the current state of corporate governance in Greece. Each firm is rated among the 120 total number of companies (both …

We examine the transmission process of the policy rate to the lending and deposit rates in Greece for the period 1996 … of Greece into EMU in 2001. The bank rates become much more responsive to the policy rate in terms of impact multipliers …

present the main aspects of corporate governance in Greece, contributing to the relevant growing body of literature, and (ii …) to place the current corporate governance developments and trends in Greece within the international debate, especially … governance debate and its implication at the EU level. Secondly, I describe the corporate governance framework in Greece in the …

importance of the market movements. These indices are based on the price volatility and are computed by integrating mapped asset …

order to prevent against crises.Portfolio managers typically rely on estimates of correlations between returns on the … financial instruments in the portfolio and on the volatility of those returns.This task is relatively simple if the correlations … and volatilities do not change over time.But in reality both volatility and stock market indexes’ correlations do change …