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On economic evaluation of directional forecasts

Blaskowitz, Oliver; Herwartz, Helmut - 2009

forecasts ; directional forecast value ; forecast evaluation ; economic forecast value ; mean squared forecast error ; mean …

Persistent link: https://www.econbiz.de/10003893151

Market-conform valuation of options

Herwig, Tobias - 2006

Persistent link: https://www.econbiz.de/10003204143

On economic evaluation of directional forecasts

Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1058-1065

Persistent link: https://www.econbiz.de/10009316915

Automotive and tire sector: sustainability as the new "value" for shareholders

Bellavite Pellegrini, Carlo; Caruso, Raul; Cifone, Rocco - In: Climate Change Adaptation, Governance and New Issues of …, (pp. 155-184). 2022

Persistent link: https://www.econbiz.de/10013327289

Market-Conform Valuation of Options

Herwig, Tobias - 2006

The focus of this volume is on the development of new approaches for the market-conform valuation of newly issued derivatives. The first chapter presents a flexible approach to construct the binomial process of the underlying asset price by using a simultaneously backward and forward induction...