Corporate Guarantee: Computation of Guarantee Fees at Arm’s Length Price
نویسندگان
چکیده
منابع مشابه
Optimal Portfolios with Guarantee at Maturity: Computation and Comparison
Portfolio insurance allows investors to recover, at maturity, a given percentage of their initial capital. This limits downside risk in falling markets. Besides, it allows some participation in rising markets. One of the standard portfolio insurance methods is the Constant Proportion Portfolio Insurance (CPPI). We analyse options on cushion associated to CPPI. This kind of Power options corresp...
متن کاملPosted price programmatic guarantee in display advertising
This paper presents a revenue maximisation model for sales channel allocation based on dynamic programming. It helps the media seller to determine how to distribute the sales volume of page views between guaranteed and nonguaranteed channels for display advertising. The model can algorithmically allocate and price the future page views via standardised guaranteed contracts in addition to real-t...
متن کاملAn Improved Welfare Guarantee for First Price Auctions
This paper proves that the welfare of the first price auction in Bayes-Nash equilibrium is at least a .743-fraction of the welfare of the optimal mechanism assuming agents’ values are independently distributed. The previous best bound was 1 − 1/e ≈ .63, derived in Syrgkanis and Tardos (2013) using smoothness, the standard technique for reasoning about welfare of games in equilibrium. In the wor...
متن کاملOn Rely-Guarantee Reasoning
Many semantic models of rely-guarantee have been proposed in the literature. This paper proposes a new classification of the approaches into two groups based on their treatment of guarantee conditions. To allow a meaningful comparison, it constructs an abstract model for each group in a unified setting. The first model uses a weaker judgement and supports more general rules for atomic commands ...
متن کاملRely-Guarantee View Typestate
The combination of mutable state and pointer aliasing is often troublesome due to non-obvious (and usually unspecified) interferences that may occur between non-local parts of the program. We present a type-based approach to statically control aliasing and mutable state in a minimalistic single-threaded procedural language with support for structures and references. By introducing views, re-com...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Christ University Law Journal
سال: 2016
ISSN: 2278-4322,2278-4322
DOI: 10.12728/culj.8.2