Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Price caps"”.
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Productivity of the Regional Bell Operating Companies Under Rate-of-Return and Price-Cap Regulation
… exchange carriers under a new regulatory scheme: price-cap regulation. Price caps were intended to "remedy" the ills of traditional rate-of-return regulation. They were to provide incentive for the telephone companies to adopt innovative technology, cost-cutting measures and provide telephone …
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Modelling the South African Inter-Bank Interest Rate Market using a Log-Normal Rational Pricing Kernel Model
… We investigate using Monte-Carlo simulation to price caps, floors and swaptions. Model-performance for both models was tested on single-strikes and entire volatility surfaces. Our results show that a one-factor model cannot reproduce the volatility smile present in the caps/floor market but can …
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Essays on optimization and incentive contracts
… profit. We also analyze the impact of retail price caps on supply chain performance in this setting.
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Incompatibility of lognormal forward-Libor and Swap market models
… and Swap market models were formulated to price caps and swaptions. However, the prices computed by these two models, under equivalent measures, are reported to be unequal. This study investigates this incompatibility by computing the prices of caps and swaptions under both the forward …
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An Analysis of Residential Electricity Supply and Demand in California During the Summer of 2000
… utilities would procure their supplies at market prices in an auction or spot market; residential customers could choose their electric supplier; and residential rates were frozen at 10% below their June 1996 levels. The rate freeze was to remain in effect until the later of March 31, 2002, or the …
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Impact of local competition and regulation on deployment of advanced telecommunications services for businesses
… and high unbundled network element (UNE) price to book cost ratio have positive impacts on advanced telecommunication services deployment, while federal price cap regulation and location in a rural area have negative impacts. These findings have significant implications on government …