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Borak, Szymon - 2008

resultierende Faktor-Hedging von Barrier Optionen gerichtet. … volatility dynamics and resulting factor hedging of barrier options. …

Persistent link: https://www.econbiz.de/10009467069

Beitr?ge zum Risikomanagement in Wertsch?pfungsnetzwerken

Wiesent, Julia - 2011

Eine langfristige und nachhaltige Steigerung des Unternehmenswerts als zentrales Unternehmensziel fordert eine konsequente, wertorientierte Ausrichtung aller Unternehmensteile und -aktivit?ten. Das Risikomanagement, welches stets im Rahmen einer integrierten Betrachtung von Ertrags- und...

Persistent link: https://www.econbiz.de/10009482328

Anwendungsorientierte Grundlagenforschung und produktorientierte Anwendungsforschung als Spekulationsgeschäft - ein Anwendungsfall für die Optionspreistheorie

Schultheiß, Rainer - 2000

Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das Management anwendungsorientierter Grundlagenforschung und produktorientierter Anwendungsforschung nutzbar zu machen. An der Schnittstelle von Modelltheorie und Empirie untersucht sie,...

Persistent link: https://www.econbiz.de/10009467496

Exchange Rate Speculation in Target Zones

Schallenberger, Frank - 2002

. EXCHANGE RATE SPECULATION IN THE KRUGMAN MODEL - 5. EXCHANGE RATE SPECULATION IN TARGET ZONES AS A STATIC GAME - 6. EXCHANGE … RATE SPECULATION IN TARGET ZONES AS A DYNAMIC GAME - 7. SYNOPSIS AND CONCLUSIONS …

Persistent link: https://www.econbiz.de/10009471730

Decision Making under Ambiguity

Dominiak, Adam - 2010

This thesis deals with decision making under ambiguity. Ambiguity refers to situations in which probabilities for uncertain events are partially known. Ambiguitysensitive behavior, as manifested in Ellsberg-type experiments, is today a widely studied phenomenon, then, first of all, there is an...

Persistent link: https://www.econbiz.de/10009476201

Milk Price Volatility and its Determinants

Dong, Fengxia; Du, Xiaodong; Gould, Brian W. - 2011

statistically significant impacts on milk price volatility. While speculation positively affects milk futures markets, the effect …

Persistent link: https://www.econbiz.de/10009444323

The Performance of Chicago Board of Trade Corn, Soybean, and Wheat Futures Contracts after Recent Changes in Speculative Limits

Irwin, Scott H.; Garcia, Philip; Good, Darrel L. - 2007

Three attributes of futures contract behavior important for market performanceliquidity, volatility, and convergenceare investigated before and after the 2005 increase in speculative position limits for corn, soybean, and wheat contracts at the Chicago Board of Trade. The analysis of...

Persistent link: https://www.econbiz.de/10009444925

Price efficiency and speculative trading in cocoa futures markets

Nardella, Michele - 2007

In recent years a number of market participants called into question the efficiency of the price discoverymechanism in commodity futures markets. They believe that speculators move commodity futures marketsaway from their fundamentals by distorting prices and exacerbating volatility. The smoking...

Persistent link: https://www.econbiz.de/10009445112

Devil or Angel? The Role of Speculation in the Recent Commodity Price Boom (and Bust)

Irwin, Scott H.; Sanders, Dwight R.; Merrin, Robert P. - 2009

, consistently lead futures pricechanges. Fourth, there is a historical pattern of attacks upon speculation during periods ofextreme …

Persistent link: https://www.econbiz.de/10009446398

Applying Perceptrons to Speculation in Computer Architecture

Black, Michael David - 2007

Speculation plays an ever-increasing role in optimizing the execution of programs in computer architecture. Speculative … consequently do not realize their potential accuracy. Perceptrons, or simple neural networks, can be highly useful in speculation … speculation in computer architecture.This dissertation first studies how perceptrons can be made to predict accurately when they …

Persistent link: https://www.econbiz.de/10009450658