نتایج جستجو برای: we have run some var models
تعداد نتایج: 6668803 فیلتر نتایج به سال:
on this project we try to calculated power of hydrogen on dycarbonil compound in different ways ; the first way is shoster way , for sain power of hydrogen notice the different power between central conforms on it and main conform that’s didn’t have hydrogen joint . or in other way different of energy between open and close form. second way, is average way? this is for way that studied conf...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
abstract in first part of this project, the use of a new and biguanid-like catalyst supported on silica as a recyclable catalyst provides a new route for the synthesis of a variety of arylalkylidene rhodanine derivatives through knoevenagle reaction in at present of solvent at room temperature. rhodanine derivatives and especially arylalkylidene rhodanines have proven to be attractive compound...
the minimum wage determination is one of the most significant economic issues exerting effects on macroeconomic variables. this study provides an empirical model using var method to analyze the long run relationships and short run dynamisms of factors affect general price level (with emphasis on minimum wage) during the period of 1978-2010. to examine long run relationships we used johansen-jus...
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
Value-at-Risk (VaR) is widely used as a tool for measuring the market risk of asset portfolios. However, alternative VaR implementations are known to yield fairly different VaR forecasts. Hence, every use of VaR requires choosing amongst alternative forecasting models. This paper undertakes two case studies in model selection, for the S&P 500 index and India’s NSE-50 index, at the 95% and 99% l...
in the first part of this thesis we explored wetting and its dynamics for small droplets. first, we showed how a simple feature of water droplets on a surface, i.e. laplace pressure, can be exploited to build a micropump. we investigated capillary pumping in microchannels both experimentally and numerically. putting two droplets of different sizes at the in/outlet of a microchannel, will ge...
in this project, some new polyaspartimides, (pas)s, have been synthesized form michael addition reaction between new synthetic bismaleimide (bmi) and some aromatic diamines. a characteristic property of this polyaspartimides is a pendent carboxylic group, which introduced to these polymers from new bismaleimide. bismaleimides (bmi) is one of the interesting compounds, which can be self-polymeri...
Nowadays risk management is as vital as gaining the maximum return. Therefore, researches in risk management area and its different models are very useful for the investors. Using a local (fmincon function) and a global optimization (simulated annealing) algorithms based on three risk management models namely Markowitz, Value at Risk (VaR) and Conditional Value at Risk (CVaR), this research see...
abstract in this study, we synthesized a novel template polymer by using methacrylic acid (mma) as functional monomer, ethylene glycol dimethacrylate(egdma) as cross linker, 2,2-azobisisobutyronitrile (aibn) as initiator and olanzapine as targeted molecule in the presence of chloroform and acetonitrile as solvent. the products have been characterized and confirmed by (chn)elemental analysis,...
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