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 20 of 71 for “"break-even"”.
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Break-Even Volatility
… to price the option and implement the hedges. Break-even volatility is a method of solving for the volatility which yields no profit or loss based on replicating the hedging procedure of an option on a historical share price time series. This dissertation investigates the traditional break-even …
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Break-even volatility for caps, floors and swaptions
This dissertation investigates break-even volatility in the context of the South African interest rate market. Introduced by Dupire (2006), break-even volatility is a retrospective measure defined as the volatility that ensures the profit or loss from a delta hedged option position is zero. …
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ON THE BREAK-EVEN POINTS BETWEEN CLOUD-ASSISTED AND TRADITIONAL ROUTING
… benefits between CAR, we discuss: i) What is the break-even point? ii) What are the key components of CAR to be monetarily beneficial? iii) How much savings CAR can offer regarding FIB table size? iv) What are the constraints that will make the traditional routing favorable than CAR?
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A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
… volatility skew. One such technique is to use Break-Even Volatility (BEV), the method of retrospectively solving for the volatility which sets the hedging profit and loss at option maturity to zero (conditional on a single, or set of, stock price paths). However, using BEV still means pricing …
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A Parametric Simulation Model for Evaluating Cost Effectiveness of Remote Monitoring for Risk Reduction in Rural Water Supply Systems and Application to the Tazewell County, Virginia System
… in rural water supply systems by performing a break-even analysis that compares operating costs with manual and remote monitoring. Water system operating cost includes the value of water loss (i.e., realized risk) resulting from operating excursions which are inversely related to mechanical …
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Resource substitution: automatic casing and stacking versus manual casing and stacking of fluid milk products
A study was conducted to determine the break-even point of three comparative fluid milk casing and stacking operations. The first comparative models consisted of two filling machines with the processed cartons manually cased and stacked, compared with automated casing and stacking, on a cost basis. …
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Evaluating the costs and benefits of increased funding for public transportation in Chicago
… off-peak ridership, is at or slightly below break-even with respect to net benefits if the CTA cost structure and tax source of subsidy remains unchanged. In order to justify any significant additional long-term funding for the purpose of growing ridership, the CTA should make operational …
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A micropower DSP for sensor applications
… consideration of the minimum off time, or break-even time. An energy model for determining the break-even time is developed, which correlates with measurements of the power-gated domains on the DSP. The energy savings obtained from hardware accelerators for FIR filtering and FFT operations …
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A Feasibility Study of a Private Entity Competing with FBOs for Airline Ground Handling Contracts
… is performed including the calculation of the break-even point at a profit. Finally, a model of ground handling operation is simulated using an existing air carrier’s ground handling contract.</p>
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Conglomerate Mergers and the Pursuit of Economies of Scope (Multiproduct, Q Ratio, Capm, Risk)
… the acquiring firm shareholders just break even. This dissertation integrates the multiproduct theory of Baumol, Panzar, and Willig with the CAPM to build a theory of conglomerate mergers consistent with the neo-classical profit-maximizing axioms. The relationships among product …
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Vertical Green and its impact on the building energy and CO₂ balance
… systems reach carbon dioxide equivalent (CO2-eq) break-even points and climate positivity depends on their annual CO2-eq savings and the amount of CO2-eq emissions, which arise from installation and maintenance. Among vertical green systems, green façades have lower CO2-eq emissions than living …
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Design and evaluation of biomass utilization systems
… debris into biofuels. For a 30MW plant, the break-even per-gallon revenue for profitability was found to be $5.28 per gallon of jet fuel for Fischer-Tropsch synthesis, $0.88 per gallon of heating oil for pyrolysis, and $1.07 per gallon of ethanol for fermentation.
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Economic feasibility of a utility-scale battery in Iceland
… to the addition and estimating the potential revenue generated during the battery’s operation. The battery is modeled to operate in the primary, fast frequency response, and balancing markets, with each scenario outputting the potential revenue generated. Using the generated revenue and the …
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Assessing the costs and benefits of native plant species for electric transmission line right-of-way revegetation within the Tennessee Valley Authority power service area
… investment was found to be 12-21% using a break-even analysis. Despite the initial greater expense of NWSG, associated potential maintenance savings and indirect ecological, environmental, social, and economic benefits favor their use.
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Exhausted with Emissions: Exploring the Link Between Anthropogenic Emissions and Urban Pollution on Public Health
… estimate the Tipping Point (TP) as well as the Break-Even Point (BEP) and show that compounding benefits of NOx control will compensate disbenefits occurred with abatement. In addition, we examine the impact of nationalized vs. localized emission control policies. Next, we focus on the …
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The Role of the Clinical Nurse Leader in Reintroducing and Sustaining a Successful Cancer Risk Assessment Program in a Community Hospital Setting
… structure and identification of downstream revenue sources. Data analysis includes historical patient volume, screening and procedural reimbursement rates, population statistics and organization market share, and program financial impacts. Data synthesis reveals a CRA program demonstrates …
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Biodiversity monitoring using environmental DNA: Can it detect all fish species in a waterbody and is it cost effective for routine monitoring?
… suggested single species monitoring would break even after only 95 waterbodies were surveyed, and multiplex surveying would break even after 145 waterbodies, under the proposed scenario. The cost benefit analysis explored the costs associated with all three methods, including lab set up …
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Economic analysis of alternatives for PC upgrade of OR Department laboratory
… The sensitivity analysis reveals (a) by break-even analysis, the economic life parameter is insensitive, (b) the cost reduction parameter is also insensitive, and (c) the discount rate is also insensitive. Therefore the recommendations is that the UNISYS system be chosen.
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Feasibility and cost analysis of private aircraft transportation for the University of North Dakota
… employee, faculty or administrator.</p> <p>Break-even analysis of the various transportation alternatives indicate a definite justification for the proposed private aircraft transportation. Based on the expected usage of a University aircraft, ownership, instead of lease or charter, would …
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Modeling Solutions for Prevention of Medicare Insolvency for the Baby Boomer Generation (Born 1946 - 1964)
… the year 2010. More funding was expended than revenue received for medical care, creating significant shortfalls for the Medicare Trust Fund. This study examined possible initiatives to describe Medicare funding related to issues as financial shortfalls utilizing mathematical modeling and …
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