values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …

subsidiarity has allowed the research team of assess the relative effectiveness of the model through the measurement of the level …

proactive early warning resulting in a smart risk management approach. The methodological approach is carried out according to … the design science research approach. Findings: The developed smart risk management enables an automated, objective and … real-time ex-ante-assessment of supply chain risks in to secure the supply of the automobile manufacturer. Smart risk …