Given that the options market is now very large and significant part of the trade of financial instruments, the evaluation of pricing of these derivatives becomes very important for regulators as well as market participants. The value of an option can be estimated by using a variety of quantitative techniques based on the concept of risk neutral pricing. In the famous Black-Scholes pricing form...

The attempts to predict crashes on freeways through statistical modeling involving capacity driven measures of traffic flow (e.g., AADT) and road geometry have spanned for more than two decades. However, success in crash prediction involving these static data has so far been limited. In recent times, some researchers made efforts to accommodate the weather conditions and seasonal effects to bet...

human factors issues associated with roadway design and operations are critical components of improving highway safety. first, the three major components of highway safety are driver behavior, vehicle safety, and roadway safety. the general philosophy in roadside safety follows the priorities of (1) remove the hazard, (2) relocate the hazard, (3) make the hazard forgiving, and (4) shield the ha...

A firm is called to have stock price crash risk if the firm has a tendency to experience a sudden drop in its stock price. In this study, the relation between the firm-level of business strategy and future stock price crash risk Is examined, as well as the effect of stock overvaluation on the relationship between business strategy and crash risk investigated. Using the strategy index and crash ...

Road traffic crash is a cause of unnatural death and occupies fifth position in the world as per WHO records. Road crashes in India are alarming in situation while road safety is professionally lacking and politically missing. Hyderabad city, the capital of newly formed Telangana State occupies sixth position in occurrence of road crashes. An attempt is made to understan...

The time–cost tradeoff problem is one of the most important and applicable problems in project scheduling area. There are many factors that force the mangers to crash the time. This factor could be early utilization, early commissioning and operation, improving the project cash flow, avoiding unfavorable weather conditions, compensating the delays, and so on. Since there is a need to allocate e...

BACKGROUND Crash helmet plays an important role in protecting the deriver's head during crashes and reduces the rate of severe injuries and fatalities. Although it has been proved that wearing the crash helmet can save the deriver's life by around 42%; previous studies showed that the rate of wearing crash helmet has not been acceptable in Iran. Due to the huge number of motorcyclists on the ro...

in the present paper, employing a complete model of a passenger car, contribution of various components and assemblies in the frontal crash energy absorption is determined. thickness of components with more remarkable contribution is increased to improve the occupant safety. furthermore, effects of substituting the metallic bumper with one fabricated from gmt materials on the frontal crash beha...

BACKGROUND Farm vehicle-related crashes (crashes) are hazardous for farm and non-farm vehicle users; however, most studies examine risk factors of injury given a crash, and shed little light on risk factors of crashes. We evaluated the association of road sinuosity and gradient with crashes in nine Midwestern States from 2005 to 2010. METHODS We collected crash data from the state departments...