Price risk

Lecture Corporate finance deparment: Chapter 3 - Risk and return, after completing this section, you will understand knowledge about: Understand the expected returns and variances; measure the expected returns and variances; understand the portfolio; understand the systematic risk and unsystematic risk; understand the security market line, capital asset pricing model;...Please refer to the documentation for more details.

59p thuyduong0906 01-07-2024 0 0   Download

Part 1 book "Electric power systems - Advanced forecasting techniques and optimal generation scheduling" includes content: Overview of electric power generation systems, uncertainty and risk in generation scheduling, short term load forecasting, short term electricity price forecasting, short term wind power forecasting.

193p dianmotminh01 20-05-2024 4 2   Download

The aim of this study was to investigate the profitability of variable reduction methods for predicting the risk of the stock price drop of companies listed in Tehran Stock Exchange. To achieve this, the literature review was conducted and 24 primary variables were selected which were most frequently used in the literature and the required data for measuring them was available.

10p longtimenosee10 26-04-2024 1 1   Download

This study, we present three-stage supply chain network (SCN) coordination and profit optimization of agricultural products considering uncertainties. Most of the agricultural products are in general cost expensive with high risk in probability due to its fluctuating prices. To develop a Mixed Integer Linear Programming (MILP) model and analyze the situation of insufficient production capacity for the producer as the reason for shortages.

11p longtimenosee07 29-03-2024 5 2   Download

The purpose of this study is to determine the pricing (premium) for disaster reinsurance program. For those, this study uses the Peak Over Threshold (POT) approach, where the method pays attention to the pattern of heavy tail behaviour on the number of victims killed due to disaster events through extreme values with a reference value called the threshold u.

9p longtimenosee06 27-03-2024 3 2   Download

This paper introduces the concept of SCM and illustrates its applications in agroindustries, with a focus on Value Added Tac (VAT) in Indonesia. VAT is one of the main sources of tax revenue in Indonesia, which is a percentage applied to the sale price charged for goods or services at every point in the supply chain. Currently, the tax revenue is one of the fiscal risks that must be mitigated by the Government, since it never reached the target in the last ten years except in 2008.

8p longtimenosee06 27-03-2024 2 1   Download

Continued part 1, part 2 of ebook "Introduction to derivative financial instruments: Options, futures, forwards, swaps, and hedging" provides readers with contents including: options; risk control for options; futures, forwards, and swaps; the pricing of options; credit risk and market risk with options; interest rate risk management through derivatives;...

218p tuongnhuoclan 27-11-2023 12 5   Download

Part 1 of ebook "Principles of corporate finance (12th edition)" provides readers with contents including: introduction to corporate finance; how to calculate present values; valuing bonds; the value of common stocks; net present value and other investment criteria; making investment decisions with the net present value rule; introduction to risk and return; portfolio theory and the capital asset pricing model; risk and the cost of capital; best practices in capital budgeting;...

438p tuongnhuoclan 27-11-2023 8 4   Download

Continued part 1, part 2 of ebook "The risk modeling evaluation handbook: Rethinking financial risk management methodologies in the global capital markets" provides readers with contents including: model risk related to valuation models; limitations to measure risk; modeling model risk for risk models; economic capital and asset allocation;...

253p tuongnhuoclan 27-11-2023 9 5   Download

Ebook "Energy risk modeling: Applied modeling methods for risk managers" is a primer on statistical methods for managers, students and anybody interested in the field. Illustrated through elementary and more advanced statistical Methods, it is primarily aimed at those individuals who need a gentle introduction in how to go about using statistical methods for modeling energy price risk. Statistical ideas are presented by outlining the necessary concepts and illustrating how these ideas can be implemented.

268p tuongnhuoclan 28-11-2023 12 4   Download

Ebook "New ways for managing global financial risks, the next generation" looks at the present state-of-the-art in global financial risk management, and then at the innovations and solutions that are being developed to solve the problems with current methodologies. The author presents a closely reasoned explanation of why the traditional quantitative methods are no longer adequate and argues the case for the hybrid instrument that will arise from the merging of the capital and insurance markets.

168p tuongnhuoclan 28-11-2023 7 5   Download

Part 1 of ebook "Corporate accountability: With case studies in pension funds and in the banking industry" provides readers with contents including: corporate governance and its responsibilities; principles of corporate governance; corporate governance in a market economy; pension fund management; management’s accountability for corporate governance; scams can turn governance into malfeasance;...

129p tuongnhuoclan 27-11-2023 6 5   Download

Continued part 1, part 2 of ebook "The valuation of shares and the efficient-markets theory" provides readers with contents including: Chapter 5 - The capital asset pricing model; Chapter 6 - The efficient-markets theory; Chapter 7 - Tests of the efficient-markets theory; Chapter 8 - Accounting and efficient markets; Chapter 9 - Concluding remarks;...

96p mocthanhdao0210 19-11-2023 8 4   Download

Part 1 of ebook "The virtual utility: Accounting, technology and competitive aspects of the emerging industry" provides readers with contents including: historic and strategic perspective, from monopoly service to virtual utility; the virtual utility, strategic and managerial perspectives, welcoming address; the virtual utility, planning and strategic investment analysis; justifying capital investments in the emerging electric utility, accounting for an uncertain and changing industry structure;...

141p mocthanhdao0210 19-11-2023 5 4   Download

Continued part 1, part 2 of ebook "The virtual utility: Accounting, technology and competitive aspects of the emerging industry" provides readers with contents including: risk management, options and contracting for a virtual utility; integrating financial and physical contracting in electric power markets; capacity prices in a competitive power market; industrial organization, technological change and strategic response to deregulation; services in an unbundled and open electric services marketplace;...

265p mocthanhdao0210 19-11-2023 6 4   Download

Part 1 of ebook "CIMA's official study system: Management accounting - Decision management (Managerial level)" provides readers with contents including: revision of basic aspects, classifications and approaches to cost accounting; absorption costing, activity-based costing and marginal costing; breakeven analysis; relevant cost and short-term decisions; linear programming; pricing; risk and uncertainty; investment appraisal;...

265p mocthanhdao0210 19-11-2023 7 3   Download

Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (New series) - Volume 1" provides readers with contents including: the impact of the introduction of index securities on the underlying stocks - the case of the diamonds and the dow 30; hedging with foreign-listed single stock futures; asset pricing with higher moments - empirical evidence from the taiwan stock market; listing switches from NASDAQ to the NYSE/AMEX - is New York issuance a motive;...

116p mocthanhdao0210 19-11-2023 8 4   Download

Continued part 1, part 2 of ebook "Accounting for value" provides readers with contents including: accounting for growth in the business (and more protection from paying too much for growth); accounting for risk and return (and a remedy for ignorance about the cost-of-capital); pricing growth (and a revision to value versus growth investing); fair value accounting and accounting for value; adding value to accounting; the intelligent investor and the intelligent accountant;...

141p mocthanhdao0210 19-11-2023 7 4   Download

Ebook "Governance and risk management in taxation" provides insights into identifying and dealing with possible corporate tax risks. It also elaborates on how enterprises can avoid possible issuance of notices of violation, fines and default interest, and ensure reduced tax responsibility of enterprises and their administrators when dealing with tax issues, thereby bringing about increased efficiency and productivity.

183p mocthanhdao0210 19-11-2023 7 5   Download

In ebook "Irreversible decisions under uncertainty: Optimal stopping made easy" the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.

292p loivantrinh 29-10-2023 10 3   Download