نتایج جستجو برای: leland and toft model
تعداد نتایج: 17167118 فیلتر نتایج به سال:
While most of the empirical studies of structural credit risk models try to test the performance of structural models in bond and credit derivatives pricing, little results are provided for default prediction. Therefore, in this study, we empirically compare four structural credit risk models – for their default prediction capabilities. Our empirical results indicate that exogenous default boun...
چکیده رقابت پذیری معیاری کلیدی برای ارزیابی درجه موفقیت کشورها،صنایع و بنگاهها در میدان های رقابتی سیاسی،اقتصادی و نجاری به حساب می آید.بدین معنی که هر کشور،صنعت یا بنگاهی که از توان رقابتی بالایی در بازارهای رقابتی برخوردار باشد،می توان گفت که از رقابت پذیری بالاتری برخوردار می باشد.در تحقیقات مختلف، رقابت پذیری در سه سطح ملی،صنعت و بنگاه مورد توجه قرار گرفته که در این میان سطح بنگاه از د...
We present the pricing and hedging method for options with general payoffs in the presence of transaction costs. The convexity of the payoff function gamma of the options is an important issue under transaction costs. When the payoff function is convex, Leland-style pricing and hedging method still works. However, if the payoff function is of general form, additional assumptions on the size of ...
abstract reception environment has considerable effects on accepting a translation. as the expectations of a target culture and its values and needs change throughout history, its criteria for accepting a translation or rejecting it will change accordingly (gentzler, 2001). the expectations of iran, as the reception environment in the present study, have changed after the islamic revolution. i...
with the increasing population and the need for more food, as well as with the development of science and technology, human approach to unnatural and often chemical inputs to increase agricultural production has been a great expansion and problems such as increased cancers, chronic diseases has created environmental pollution. implementation of organic organic is a solution to these problems . ...
In 1985 Leland suggested an approach to price contingent claims under proportional transaction costs. Its main idea is to use the classical Black–Scholes formula with a suitably adjusted volatility for a periodical revision of the portfolio whose terminal value approximates the pay-off. Unfortunately, if the transaction costs rate does not depend on the number of revisions, the approximation er...
in recent years, there has been a growing interest among researchers to investigate the relationship betweenteacher self-efficacy and classroom behavior management, especially students misbehavior. therefore, this study aimed to comparatively investigate english and arabic teachers’ use of different behavior managementstrategies, their self-efficacy, and their success in an iranian context. th...
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