نتایج جستجو برای: risk sensitivity parameters
تعداد نتایج: 1768966 فیلتر نتایج به سال:
different areas of modern financial tools and processes activities contain the matters like innovations in financial tools engineering and risk management. derivatives and especially stock exchange option is part of this innovation. among all numerical procedures in calculating the value of derivatives and the risk sensitivity parameters of option, binomial models are widely used. in this stud...
all analytical methods are generally based on the measurement of a parameter or parameters which are somehow related to the concentration of the species.an ideal analytical method is one in which the concentration of a species can be measured to a high degree precision and accuracy and with a high sensitivity. unfortunately finding such a method is very difficult or sometimes even impossible.in...
abstract: country’s fiber optic network, as one of the most important communication infrastructures, is of high importance; therefore, ensuring security of the network and its data is essential. no remarkable research has been done on assessing security of the country’s fiber optic network. besides, according to an official statistics released by ertebatat zirsakht company, unwanted disconnec...
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...
Existence of heavy minerals in waters in some regions causes serious environmental pollution and affects the soil and water resources quality. Soil and waters sensitive to pollutants were investigated in this research, based on the degree of sensitivity of their parameters. The samples obtained from industrial and agricultural areas for identifying water tables at higher risk and display region...
existence of heavy minerals in waters in some regions causes serious environmental pollution and affects the soil and water resources quality. soil and waters sensitive to pollutants were investigated in this research, based on the degree of sensitivity of their parameters. the samples obtained from industrial and agricultural areas for identifying water tables at higher risk and display region...
soil water content is one of the most important parameters for estimating irrigation frequency and providing the plant’s water requirement. since measurement of soil water content is both expensive and time consuming, water movement models are used to estimate these values. in this study, leachw model was used to estimate soil water content for two “dry” (20-29 aug) and “wet” (1-6 jul) periods ...
monumental changes occurring on a daily basis have altered the world into a global village of expanding technology and shrinking geography in which preparing language learners for intercultural communication seems to be a sine qua non for modern language education. employing a cross-sectional design in its first phase, this study investigated the intercultural sensitivity and language proficien...
We consider the hedging problem in a jump-diffusion market with correlated assets. For this purpose, we employ the locally risk-minimizing approach and obtain the hedging portfolio as a solution of a multidimensional system of linear equations. This system shows that in a continuous market, independence and correlation assumptions of assets lead to the same locally risk-minimizing portfolio. ...
The financing of innovative activities by banking institutions: policy issues and regulatory options
The paper investigates to what extent the convergence of banks over risk-adjusted capital standards set by the new Basel Capital Accord may affect the way in which they screen innovative firms. It also gives an overview of the existing forms of credit support to R&D activities. The study is built upon a survey conducted in January and February 2006 on 12 main Italian banking groups. The survey ...
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