methodology, in the model presented in the first section. Weappeal to the indifference pricing framework instead of the classic … change-of-numeraire theorem inincomplete markets via indifference pricing. Lastly, in the third essay, we propose a methodto … for pricing such CDOs. The high illiquidity of the CDOmarket coupled with the allowance of default in the underlying …

The purpose of this work is to empirically assess the validity of the Capital Asset Pricing Model (CAPM) in terms of …

Online advertisements are increasingly becoming an attractive channel for advertising. Pricing for online ads has … on their bids for online ads and the consequent implications for pricing policies. Our analysis provides a number of … results, it appears that advertisers’ angst at pricing based on impressions may be misplaced, and that a more critical …

allocating resources among customers to reach their objectives. With resources being available on-demand, pricing becomes an …, pricing can be used for signalling the congestion levels in di erent wireless networks and to let users communicate their … willingness-to-pay to the market.Besides presenting a classification framework for pricing in wireless networks and providing a …

need it. Moreover, due to the presence of multiple WSPs in a region, it is anticipated that dynamic service pricing would … to dynamic service pricing. For spectrum owner--WSPs interaction, we investigate various auction mechanisms for finding … auction mechanism that dynamically allocates spectrum to the WSPs based on their bids. As far as dynamic service pricing is …

This dissertation is a comprehensive study of convertible-preferred-stock pricing and performance following issuance …

We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions … distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages … objective is to find an inventory policy and a pricing strategy maximizing expected profit over the finite horizon. We show that …

We analyze an infinite horizon, single product, periodic review model in which pricing and production … independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the …