Showing 1 - 10 of 1,949
Persistent link: https://www.econbiz.de/10013174940
values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …
Persistent link: https://www.econbiz.de/10012793374
Persistent link: https://www.econbiz.de/10011896850
Persistent link: https://www.econbiz.de/10011899431
Persistent link: https://www.econbiz.de/10012237037
Persistent link: https://www.econbiz.de/10011888196
Persistent link: https://www.econbiz.de/10014580976
The entropic value of the production risk is closely linked to the farmer's aversion to this type of risk. Since risk … covering the production risk through adequate financial resources. The classification of the Selyaninov index value as measure … of the production risk based on the MaxEnt model utilization makes it possible to evaluate the production risk and the …
Persistent link: https://www.econbiz.de/10011456108
damages were identified. Integrated risk was calculated using GIS and developed formulas: R = Epj*Dj, where R - risk, p … - vulnerability, S - area, I - type of risk, i - type of damage, C - costs of preventive measures. The risk is growing and covers new … areas. In Russia, probability growth of hazardous natural events (caused by climate change) coincides with increasing risk …
Persistent link: https://www.econbiz.de/10011508782
Persistent link: https://www.econbiz.de/10010465076