Search Results - subject:"Exercise."

Valoración de un seguro de vida mediante opciones exóticas

Pesce, Gabriela; Milanesi, Gastón; El Alabi, Emilio; … - In: Revista de métodos cuantitativos para la economía y … 32 (2021), pp. 214-240

exercise prices, main variable to estimate the contract value. Prime market values used on this work are more than double than …

Persistent link: https://www.econbiz.de/10012796261

Declining correspondent banking relationship in the West African Monetary Zone

Egbuna, Ngozi Eunice; Barry, Abdoulaye; Adjapong, Eric; … - 2021

Declining correspondence banking relationship was a major feature of the banking industry in the Member States of the West African Monetary Zone WAMZ from 2013 to 2016. This objective of this study, therefore, was to clarify our understanding of the drivers of declining corresponding banking...

Persistent link: https://www.econbiz.de/10013342767

Fantasy Pitching

Faff, Robert W.; Ali, Searat; Atif, Muhammad; Brenner, Matt - In: Journal of Accounting and Management Information … 16 (2017) 2, pp. 360-379

This paper outlines a fantasy research pitch exercise conducted in a PhD course at the University of Queensland. Using … Faff's (2015, 2017) pitching research template, students attending the course were asked to engage in a group exercise to … pitch a "fantasy" research topic. While the final exercise was completed in a 90-minute timeframe (60 minutes of …

Persistent link: https://www.econbiz.de/10015196252

Early exercise premium method for pricing American options under the J-model

Jerbi, Yacin - In: Financial Innovation 2 (2016) 21, pp. 1-26

early exercise boundary (EEB). This model is based on a closed-form solution J-formula for pricing European options, defined … option context. The aforesaid function f represents the cash flows resulting from an early exercise of the option. Methods …: This study develops the theoretical formulas of the early exercise premium value related to three American option pricing …

Persistent link: https://www.econbiz.de/10011808230

Loan growth and bank solvency: evidence from the Pakistani banking sector

Kashif, Muhammad; Iftikhar, Syed Faizan; Iftikhar, Khurram - In: Financial Innovation 2 (2016) 22, pp. 1-13

Persistent link: https://www.econbiz.de/10011808231

Early exercise premium method for pricing American options under the J-model

Jerbi, Yacin - In: Financial innovation : FIN 2 (2016) 21, pp. 1-26

Persistent link: https://www.econbiz.de/10011590292

Loan growth and bank solvency : evidence from the Pakistani banking sector

Kashif, Muhammad; Iftikhar, Syed Faizan; Iftikhar, Khurram - In: Financial innovation : FIN 2 (2016) 22, pp. 1-13

Persistent link: https://www.econbiz.de/10011590309

Scenario-based incident response training: lessons learnt from conducting an experiential learning virtual incident response tabletop exercise

Angafor, Giddeon Njamngang; Yevseyeva, Iryna; Maglaras, … - In: Information & Computer Security 31 (2023) 4, pp. 404-426

response tabletop exercise (VIRTTX) to review a business's security posture as it adapts to remote working because of the …, thereby exposing themselves to vulnerabilities such as phishing and other scams. Design/methodology/approach The exercise was … from cyber incidents. Findings The exercise highlighted the value of using scenario-based exercises in cyber security …

Persistent link: https://www.econbiz.de/10014754745

Intermittent incentives to encourage exercising in the long run

Arad, Ayala; Genîzî, Ûrî; Mograbi, Eli - In: Journal of economic behavior & organization : JEBO 205 (2023), pp. 560-573

Persistent link: https://www.econbiz.de/10014416254

Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk

Dai, Tian-Shyr; Liu, Liang-Chih; Yang, Sharon S. - In: Quantitative finance 23 (2023) 9, pp. 1325-1339

Persistent link: https://www.econbiz.de/10014339929