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.
Results
Showing 1 to 10 of 10 for “"profit or loss"”.
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Break-Even Volatility
A profit or loss (P&L) of a dynamically hedged option depends on the implied volatility used 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 …
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Behavioral decision theory and the negotiation process; effects of agenda and frame
… current study examines the effect of segregation or integration of the issues under negotiation. Subjects negotiated a transaction under four conditions of Frame (profit or loss) and Agenda (5 segregated issues vs. 1 integrated issue). It also provides a competitive test of several economic models …
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Credibility theory and experience rating in general insurance
The efficient use of available data to forecast future performance is one of the central concerns of modern business. In general insurance, especially, profit or loss depends upon charging the correct premium for the individual risk underwritten. When a new contract is signed, the insurer may know …
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Break-even volatility for caps, floors and swaptions
… defined as the volatility that ensures the profit or loss from a delta hedged option position is zero. Break-even volatility sheds light on the inner structure of the market and is a promising investigatory tool. Insurance houses in South Africa are interested in modelling long-dated …
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Transfer Pricing--Can It Effectively Be Applied To Computer Services?
… consisted of an analysis of transfer price theory and its varied applications. Next, the most generally accepted methods of transfer price theory were applied to an actual computer processing site to determine if any were applicable. Findings. Transfer pricing is most generally applied in one …
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New statistical techniques for designing future generation retirement and insurance solutions
This thesis presents new statistical techniques for designing future generation retirement and insurance solutions. It addresses two major challenges for retirement and insurance products: asset allocation and policyholder behavior. In the first part of the thesis, we focus on estimating the …
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The tax consequences of the transfer of technical reserves between short-term insurers as part of a portfolio transfer
… focusses on the tax implications of a portfolio transfer between short-term insurers. The commercial purpose of a portfolio transfer is for one insurer (‘transferee') to effectively take over the insurance policies of another insurer (‘transferor'), with no negative impact on the …
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A comparison of potential agricultural and forestry investment returns for Virginia's marginal lands
… Department of Agriculture (USDA) commodity support program expenditures since 1983 (FAPRI, 1988). Since the early 1980's, farm income and asset balances have declined and debt has risen, increasing the financial stress for many producers. The financial strain could be more acute for those …
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Analýza likvidit stavebních podniků
… stanovit všechny stupně likvidit u vybraného vzorku stavebních podniků a porovnat tyto hodnoty s celorepublikovými průměry. Práce je rozdělena do několik částí. V první části je provedena charakteristika stavebních podniků, jejich vstupní informace z účetnictví, analýza likvidit, finanční …
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The Disposition Effect, Trading Biases, and Cognitive Reappraisal
… markets, hoping to increase their wealth or income. Investing is risky of course, but some investors seem to battle not only the market but also themselves. In recent decades behavioural economics has uncovered many patterns of trading behaviour which appear to work against the investors …