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Pricing a collateralized derivative trade with a funding value adjustment

Hunzinger, Chadd B.; Labuschagne, Coenraad C. A. - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 17-42

. In this paper, we extend the Cox, Ross and Rubinstein (CRR) discrete-time model to include collateral and FVA. We prove … that this derived model is a discrete analogue of Piterbarg's partial differential equation (PDE), which describes the …

Persistent link: https://www.econbiz.de/10011843251

Fractalidad implícita en el comercio internacional

Puls, Sergio Lagunas - In: Revista de Métodos Cuantitativos para la Economía y … 33 (2022), pp. 226-241

El objetivo de este trabajo es determinar si las operaciones de comercio internacional, despachadas por las aduanas marítimas de México, presentan características fractales con memoria de largo plazo. Para estimar el exponente de Hurst (H), se empleó el método de rango escalado (R/S)...

Persistent link: https://www.econbiz.de/10014494429

Efficiency Container Ports In Brazil: A DEA And FDH Approach

Cabral, Alexandra Maria Rios; Ramos, Francisco S. - In: The Central European Review of Economics and Management … 2 (2018) 1, pp. 43-64

Aim: This study aims to evaluate the technical efficiency of 44 Brazilian port terminals that handled containers in 2016. The evaluation will first proceed by identifying the main benchmarks. It will then provide an analysis of variables that may have an effect on technical efficiency as well as...

Persistent link: https://www.econbiz.de/10012427237

Globalization and technological capabilities: Evidence from Mexico's patent records ca. 1870-1911

Beatty, Edward - In: Estudios de Economía 42 (2015) 2, pp. 45-65

Using a new database of all patents issues in Mexico between 1870 and 1911, this paper explores the impact of the vast wave of technology imports into Mexico during the nineteenth century period of globalization. Historians have established that massive technology imports made possible sustained...

Persistent link: https://www.econbiz.de/10011538768

The British commercial houses in Peru and Chile between the two world wars: Success and failure

Miller, Rory M. - In: Estudios de Economía 42 (2015) 2, pp. 93-119

The previously successful British merchant houses on the west coast of South America faced significant problems between the two world wars. Earlier historians have referred to difficulties such as the volatility of commodity prices, the organisation and structure of the firms, and changes in...

Persistent link: https://www.econbiz.de/10011538770

Evolution of trade and productive integration in Latin America, 1995-2015: an input-output analysis

Vázquez López, Raúl - In: Journal of Economics, Finance and Administrative Science 29 (2024) 58, pp. 229-245

Purpose - The main goal of this paper is to examine the evolution of Latin American productive integration in terms of the regional value added incorporated in intra-regional exports of Argentina, Brazil, Chile, Colombia, Mexico and Peru. In addition, the study traces the trade and productive...

Persistent link: https://www.econbiz.de/10015414308

Using the potential of the creative economy to restore Ukraine

Moiseienko, Iryna - In: International Journal of Management and Economics 58 (2022) 4, pp. 381-392

principles and priorities of the state policy for the development of the creative economy in Ukraine. The modern model of the …

Persistent link: https://www.econbiz.de/10015192095

Model for assessing information logistics systems in banks: Lithuanian case study

Valackiene, Asta; Andrijauskaite, Rasa - In: Logistics 5 (2021) 3, pp. 1-19

contributions were achieved, i.e., we developed a systematic model for assessing information logistics systems in a bank. The model … this research is presented in the third part, where the systematic model for assessing information logistics systems is … developed. This model distinguishes the stages of information logistics cycles and the levels of the information logistics …

Persistent link: https://www.econbiz.de/10015194692

Intangible Assets: Are These Resources Sufficiently Visible and Properly Controlled?

Dumitrescu, Adriana-Sofia - In: Journal of Accounting and Management Information … 11 (2012) 4, pp. 545-563

conceived standard of disclosures format, our article tries to build a model that will help companies to identify, assess and … control their intangible assets. Our proposed model is a suggestion for the presentation of the company's intangible assets … non-monetary information that informs investors on the company's resources and potential). The presented model can be …

Persistent link: https://www.econbiz.de/10015196099

Change Management Models: Commonalities and Key Challenges in the Industry

González Muñoz, Raúl - In: ENTRENOVA - ENTerprise REsearch InNOVAtion 8 (2022) 1, pp. 239-247

It can be argued that managing change is crucial for any organisation to survive and succeed in the present highly competitive and continuously evolving business environment. However, theories and approaches to change management currently available to academics and practitioners are often...

Persistent link: https://www.econbiz.de/10013488691