Fokus Brasilien - Vor den Wahlen am 3. Oktober 2010 [PDF]
, 2010 Project finance is a financing arrangement for projects, and it is characterised by the creation of a legally independent project company financed with non- or limited recourse loans. It is observed that the popularity of project finance is increasing in
Erkens, Rainer
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The Assessment of Real Estate Initiatives to Be Included in the Socially-Responsible Funds [PDF]
, 2017 The acknowledgment of the ongoing economic and financial crisis involving real estate, creates the need to formulate proposals and scenarios (in real estate) with the characteristics of socially responsible investments.
Battisti, Fabrizio +2 more
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Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk [PDF]
, 2012 At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process referred to as Aggregate Analysis.
Bahl, Aman +3 more
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The British Accounting Review - characteristics of papers submitted and accepted, 1997 to 2006 [PDF]
, 2008 not ...
Beattie, V., Emmanuel, C.
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Efficient pricing algorithms for exotic derivatives [PDF]
, 2008 Since the Nobel-prize winning papers of Black and Scholes and Merton in 1973, the derivatives market has evolved into a multi-trillion dollar market. Structures which were once considered as exotic are now commonplace, appearing in retail products such
Lord, R. (Roger)
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Generating VaR scenarios with product beta distributions [PDF]
, 2018 We propose a Monte Carlo simulation method to generate stress tests by VaR scenarios under Solvency II for dependent risks on the basis of observed data.
Pfeifer, Dietmar, Ragulina, Olena
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A river of risk : a diagram of the history and historiography of risk management [PDF]
, 2008 The history of risk and risk management can be evaluated through the historiography of the subject. Writings on the history of risk and risk management can also be treated as pieces of evidence.
Hay-Gibson, Naomi
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Information production in credit relationships : on the role of internal ratings in commercial banking [PDF]
, 2000 This paper discusses the role of internal corporate ratings as a means by which commercial banks condense their informational advantage and preserve it vis-à-vis a competitive lending market.
Brunner, Antje +2 more
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Model uncertainty and its impact on the pricing of derivative instruments [PDF]
Model uncertainty, in the context of derivative pricing, can be defined as the uncertainty on the value of a contingent claim resulting from the lack of precise knowledge of the pricing model to be used for its valuation. We introduce here a quantitative
Rama Cont
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Venture capital investor behaviour in the backing of UK high technology firms : financial reporting and the level of investment [PDF]
, 2005 This paper is an empirical investigation into the ways in which venture capitalists value (and invest in) high technology firms, focusing on financial reporting, risk disclosure and intangible assets.
Reid, Gavin C., Smith, Julia A.
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