Results 61 to 70 of about 2,749,952 (263)
Numerical methods for quantitative finance
Bulletin of the Australian Mathematical Society, 2005 In this thesis the problems associated with Monte-Carlo pricing and hedging of financial claims contingent upon a supervolatile underlying security are considered. The motivation for these considerations is to price options for the Queensland electricity
Jamie Alcock
semanticscholar +1 more source
Community and Consumer Dynamics in NFTs: Understanding Digital Asset Value Through Social Engagement
Journal of Consumer Behaviour, EarlyView.ABSTRACT While non‐fungible tokens (NFTs) have emerged as a significant blockchain application, research has largely focused on market dynamics rather than consumer behavior. Through in‐depth interviews with 21 NFT consumers and a netnographic analysis of Discord interactions (109,517 words), this study develops a comprehensive framework explaining the
Kristina Brahmstaedt
wiley +1 more source
Money Mathematics: Examining Ethics Education in Quantitative Finance
, 2012 The field of quantitative analysis is often mistaken to be a discipline free from ethical burdens. The quantitative financial analyst or “quant” profession holds a position of significant responsibility as the keeper of mathematical models used in ...
J. West
semanticscholar +1 more source
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, EarlyView.Abstract This study explores the complex decision‐making (DM) dynamics between clients and consultants, a crucial area often neglected in existing research. Utilizing a Multi‐Perspective Approach combined with Multi‐Criteria Decision Analysis, we examine DM challenges such as cost overruns, project delays, and compromised work quality stemming from ...
A. Akofa Amegboleza +2 more
wiley +1 more source
A survey on risk-return analysis [PDF]
This paper provides a review of the main features of asset pricing models. The review includes single-factor and multifactor models, extended forms of the Capital Asset Pricing Model with higher order co- moments, and asset pricing models conditional on ...
Don U.A. Galagedera
core
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, EarlyView.ABSTRACT Researchers now understand that the Great Recession stemmed from a “systemic leadership failure,” involving various entities such as the government, financial institutions, investors, homeowners, and regulators. Consequently, traditional leadership approaches of the time came under intense scrutiny, necessitating a shift in leadership ...
Faidon Theofanidis +2 more
wiley +1 more source
Examining the Financial Impact of Biodiversity‐Related Reputational Disasters
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research investigates the reaction of financial markets to biodiversity‐related corporate events, utilising an EGARCH model to assess the implications on stock returns and volatility. Results reveal that markets significantly respond to these events, demonstrating heightened sensitivity and volatility that underscore the financial ...
Erdinc Akyildirim, Shaen Corbet
wiley +1 more source
Integration of a Predictive, Continuous Time Neural Network into Securities Market Trading Operations [PDF]
arXiv, 2014 This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical analysis indicators and highlights the potential impact of continuous predictive capability on securities market trading
arxiv
European Policy Analysis, EarlyView.Abstract The fifth edition of “Theories of the Policy Process” represents a further step in consolidating these theories. However, four of them—Advocacy Coalition Framework, Multiple Streams Framework, Narrative Policy Framework, and Punctuated Equilibrium Theory—exhibit a few limitations in light of the characteristics of implementation and policy ...
Giliberto Capano
wiley +1 more source
An Environmental‐Economic Analysis of a Case Solar Power Plant for Power Decarbonization
Energy Science &Engineering, EarlyView.ABSTRACT On the path to achieving net‐zero emissions targets by 2050 and meeting the increasing electricity demand, investigations on the carbon intensity of electricity is of interest as an important decision‐making parameter in decarbonizing the power sector and replacing nonrenewable power plants in regions of low rainfall and limited water ...
Seyedeh Hosna Talebian +4 more
wiley +1 more source