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In the past decades several versions of the binomial model for option pricing, originallyintroduced by COX, ROSS, AND … probabilities may be useful for pricing derivatives such asbarrier options. A simple example is presented to illustrate this idea. …
Persistent link: https://www.econbiz.de/10005858571
In this paper we first show that the gains achievable by integrating pricing and inventory controlare usually small for … analytical results forthis more complex model. We thus conclude that integrated pricing/inventory models could repeat thesuccess …
Persistent link: https://www.econbiz.de/10005858610
determined independently to simultaneous decisionmaking. Constant and dynamic pricing are distinguished. We derive structural … properties and developalgorithms that determine the optimal pricing and replenishment policy and show how quantitydiscounts not … only influence the purchasing strategy but also the pricing policy. A sensitivity analysisindicates the impact of the fixed …
Persistent link: https://www.econbiz.de/10005858615
expected by the Publisher. The need forthe message arises from the increasing complexity in pricing modelsin use within the …
Persistent link: https://www.econbiz.de/10005870514
based on a variety of pricing models and is also able to identify products that have ceased publication or that have been …
Persistent link: https://www.econbiz.de/10005870518
Das obige, zugegebenermassen etwas ketzterische, Sprichwort kann ebenso wie auf jeden Menschen, besser noch auf jedes Gut bezogen werden. Im Falle dieser Master Thesis handelt es sich um das Gut Wohnen, genauer gesagt, Mietwohnen. Für einen Mieter einer in Frage kommenden Wohnung gibt es bei...
Persistent link: https://www.econbiz.de/10005871136
Underwriting individuals for LTC products requires a different approach from traditional life underwriting. Developing the dialogue between professions is vital. Being good for their age is not the same as standard rates. Frailty is a useful concept to held identify those at risk...
Persistent link: https://www.econbiz.de/10005871273
Eine Reihe von Initiativen sind auf dem Weg, die entweder zu einer deutlichen Senkungoder sogar zur Abschaffung der Mobilterminierungsentgelte (MTRs)1 führen werden.Ziel der Europäischen Kommission ist eine bessere Harmonisierung der MTRs unterden Mitgliedsstaaten. Ein wichtiger zusätzlicher...
Persistent link: https://www.econbiz.de/10008689278
The payoff of many credit derivatives depends on the level of credit spreads. Inparticular, credit derivatives with a leverage component are subject to gap risk, a riskassociated with the occurrence of jumps in the underlying credit default swaps. Inthe framework of first passage time models, we...
Persistent link: https://www.econbiz.de/10008695276
key focus of thisworking paper.Literature distinguishes between three different kinds of credit pricing models: Asset …
Persistent link: https://www.econbiz.de/10008695277