Bonds and optimizing

Xem 1-20 trên 36 kết quả Bonds and optimizing
  • Tham khảo sách 'advances in econometrics - theory and applications', kinh doanh - tiếp thị, kế hoạch kinh doanh phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả

    pdf126p wqwqwqwqwq 18-07-2012 84 33   Download

  • (BQ) In this paper, attempts have been made to model and optimize process parameters in Electro-Discharge Machining (EDM) of tungsten carbide-cobalt composite (Iso grade: K10) using cylindrical copper tool electrodes in planing machining mode based on statistical techniques.

    pdf6p xuanphuongdhts 27-03-2017 24 1   Download

  • The simulation results show that three to five bond funds reduce standard deviation of terminal wealth by 50% and about 100 funds reduce the standard deviation by 90%. Given the annualized marginal cost of 0.13% for bond funds, bond investors should hold three to five funds. However, equity investors who want to diversify need only one to two bond funds, regardless of risk measures. Holding more than two bond funds does not reduce portfolio risk much further especially for portfolios with high equity weights.

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  • In this work, a theoretical study for platinum(II)-8-hydroxyquinoline-tetrylene complexes [{PtCl–C9H6NO}–NHEPh] (Pt–EPh) is carried out for the first time by using the density functional theory (DFT). Quantum chemical calculations with DFT and charge methods at the BP86 level with basic sets SVP and TZVPP have been perfomed to get insight into the structures and property of Pt–EPh.

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  • In one way or another, business activity must be financed. Without finance to support their fixed assets and working capital requirements, businesses could not exist. There are three primary sources of finance for companies: ● a cash surplus from operating activities ● new equity funding ● borrowing from bank and non-bank sources. Non-bank sources are mainly investors in the capital markets who subscribe for bonds and other securities issued by companies.

    pdf110p taurus23 25-09-2012 57 16   Download

  • Asset allocation investigates the optimal division of a portfolio among different asset classes. Standard theory involves the optimal mix of risky stocks, bonds, and cash together with various subdivisions of these asset classes. Underlying this is the insight that diversification allows for achieving a balance between risk and return: by using different types of investment, losses may be limited and returns are made less volatile without losing too much potential gain.

    pdf414p hotmoingay 04-01-2013 55 10   Download

  • The analysis by Tirole (2008) of maturity transformation by financial intermediaries such as pension funds and insurance companies which have (uncertain) long-term liabilities (and assets of a shorter maturity) carries this Keynesian tradition further. In the presence of macroeconomic shocks that affect everybody simultaneously, he argues, private sector assets are not useful. Instead what is needed is an external risk-free store of value such as government bonds.

    pdf33p taisaovanchuavo 23-01-2013 35 4   Download

  • The RBI operates the government bond market, and therefore acts as monetary authority and debt manager, as well as regulator of the government bond market and its key participants— primary dealers and banks. 6 Other participants are regulated by SEBI, the Insurance Regulatory and Development Agency (IRDA), or the Provident Fund regulator. New securities are issued by auction, with primary dealers required to participate. Trading is a mix of OTC bilateral negotiation and an order matching system.

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  • We assume that every instrument of interest can be assigned a fair value. If the payoff stream of the instrument is ,wedenoteitsfairvalue  Following GAAP accounting rules, we view the fair value as the price at which the instrument could be sold “in an orderly transaction”. For instruments traded in a market, fair values can be read off market prices. For nontraded instruments, such as loans, fair values have to be constructed from the payoffs of comparable instruments. The fair values of fixed income instruments exhibit a low-dimensional factor structure.

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  • As regional leaders grapple with these design questions, they learn to become more trusting of one another. As these relationships grow, leaders’ capacity to think and act quickly on complex strategic issues can increase dramatically. Stronger, more focused leadership networks emerge that are capable of taking on the challenges of transforming a regional economy. Successful regions build stable, pragmatic partnerships composed of people who share important qualities. These individuals possess the personal integrity needed to strengthen the bonds of trust within the team.

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  • Despite this, there is little evidence that actual or expected future sales significantly affected asset prices. Graph 5 (centre and right-hand panels) shows time series of price quotes for selected high-spread securitised assets, distressed bonds and leveraged loans. True, the price of US leveraged loans fell and spreads on some securitised assets rose after the EBA capital target announcement, consistent with the deleveraging implications of this news.

    pdf26p machuavo 19-01-2013 26 2   Download

  • One focus of this monograph is on how human capital interacts with financial capital. Understanding this interaction helps us to create, manage, protect, bequest, and especially, appropriately consume our financial resources over our lifetimes. In particular, we propose ways to optimally manage our stock, bond, and so on, asset allocations with various types of insurance products. Along the way, we provide models that potentially enable individuals to customize their financial decision making to their own special circumstances....

    pdf0p mebachano 01-02-2013 40 2   Download

  • The link between Önancial asset prices and macro variables has become a popular Öeld of the economic research over the past decades. Many studies, mostly applied on the United States, have shown that the term spread, measured as the di§erence between yields on longer maturity bonds and money market interest rates, has predicted macro variables more accurately compared with other Önancial asset classes. Results concerning the ability of stock prices, usually in the form of broad-based indices, in predicting such variables have been mixed.

    pdf33p bocapchetnguoi 06-12-2012 42 1   Download

  • A convertible bond is a security that the holder can convert into a specified number of underlying shares. We enrich the standard model by introducing some default risk of the issuer. Once default has occured payments stop immediately. In the context of a reduced form model with infinite time horizon driven by a Brownian motion, analytical formulae for the no-arbitrage price of this American contingent claim are obtained and characterized in terms of solutions of free boundary problems.

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  • This Green Paper has the objective to launch a broad public consultation on the concept of Stability Bonds, with all relevant stakeholders and interested parties, i.e. Member States, financial market operators, financial market industry associations, academics, within the EU and beyond, and the wider public as a basis for allowing the European Commission to identify the appropriate way forward on this concept.

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  • Despite all the skepticism, the ‘old savings’ bonds turned out to be the perfect opportunity for the development of financial market in Serbia. This was a new and liquid security that carried virtually no risk for its holders. However, for a number of reasons, the bond market became distorted, dividing into primary and secondary markets, with the secondary market further segmented into over-the-counter and stock exchange markets.

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  • Topic 11 - Fixed income portfolio optimization. After completing this topic, you should be able to: Manage the interest rate risk of fixed income portfolios; compute portfolio value, income, duration, convexity compute effective duration; optimize liabilities funding (pension) using duration and convexity; optimize fixed income portfolios using duration and convexity.

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  • This paper focuses on those structural models with an endogenous default barrier where firms optimally choose a default boundary so as to maximize the equity value. The analysis commences to cover avowedly theoretical frameworks from pioneering works by Black-Scholes (1973) and Merton (1974) on zero-coupon debts to later extensions of those models for a more complex debt structure to include coupon perpetual bonds (Leland, 1994) and of arbitrage maturity or rolledover debts (Leland and Toft, 1996).

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  • In this paper we present a rigorous, yet easy to apply method that substitutes those tedious techniques and error prone procedures that are currently used in finding optimal portfolios. Our work is not to support or dispute the applicability of the Mean-Variance optimization method in finance; we simply offer a robust approach to find all the characteristics of any efficient portfolios, with or without bonds.

    pdf13p trinhthamhodang2 21-01-2020 10 0   Download

  • During the first weeks of hospitalization, premature babies and their parents encounter difficulties in establishing early bonds and interactions. Only a few studies have explored what caregivers can do to meet parents' needs in relation to these interactions and help optimize them.

    pdf9p vivalanbo2711 19-03-2020 10 0   Download



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