Strategies, tools, and solutions for minimizing risk and volatility in option trading An intermediate level trading book, The Option Trader Handbook, Second Edition provides serious traders with strategies for managing and adjusting their market positions. This Second Edition features new...

This paper uses the first-passage-time approach to estimate default probabilities of commercial mortgages and the Receiver Operating Characteristic (ROC) approach to empirically test the cash flow proposition of Vandell (1995). The focus is on comparing the performance between a single trigger...

This paper surveys methodologies on the statistical approach to term structure estimation, also known as yield curve smoothing models. Specifically, term structure estimation methods are reviewed to determine the effects of the assumed functional form of the interpolating function and whether...

I paesi del Golfo Persico esportatori di petrolio hanno fallito dal punto di vista economico e sociale. È tempo di adottare un approccio radicalmente nuovo alla gestione dei ricavi petroliferi finché vi sono ancora riserve di petrolio e di gas. Noi proponiamo un approccio finalizzato ad...

This research examines the relationship between corporate governance in Lebanon and performance in financially economically distressed companies. Working under the auspices of agency theory assumption that decline is a situation where deteriorating performance exemplifies the deviation in...