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| Issue | Title | |
| Vol 9, No 3 (2021) | On Approximate Pricing of Spread Options via Conditional Value-at-Risk | Abstract PDF (Eng) similar documents |
| C. Maksimov, A. Melnikov | ||
| "... pricing. As a rule, there are difficulties in exact calculations of conditional value-at-risk ..." | ||
| Vol 9, No 3 (2021) | On Market Completions Approach to Option Pricing | Abstract PDF (Eng) similar documents |
| I. Vasilev, A. Melnikov | ||
| "... with respect to a unique risk-neutral measure. In incomplete markets, an adequate option pricing is achieved ..." | ||
| Vol 9, No 3 (2021) | Option Pricing under Randomised GBM Models | Abstract PDF (Eng) similar documents |
| G. Campolieti, H. Kato, R. Makarov | ||
| "... ) pricing formulas. Moreover, we show some interesting characteristics of the risk-neutral transition ..." | ||
| Vol 9, No 3 (2021) | Proximity of Bachelier and Samuelson Models for Different Metrics | Abstract PDF (Eng) similar documents |
| S. Smirnov, D. Sotnikov | ||
| "... В статье представлен метод сравнения цен европейских опционов, основанный на использовании ..." | ||
| Vol 8, No 2 (2020) | The Appraisal of Assets’ Fair Value Using the Real Options Technique | Abstract PDF (Eng) similar documents |
| A. Gulabyan | ||
| "... is the option pricing models, and the subject is their application in estimation of real options embedded ..." | ||
| Vol 12, No 4 (2024) | Time-Varying Connectedness Between Global Uncertainties and Economic Activity in a Developing Economy Using a Dynamic Conditional Correlation — GARCH Model | Abstract PDF (Eng) similar documents |
| M. G. Abdulai, A. Salakpi, I. Mahama | ||
| "... and geopolitical risk) and economic activity in a developing economy using a dynamic conditional correlation ..." | ||
| Vol 3, No 4 (2015) | FINANCIAL MARKET MODELING WITH QUANTUM NEURAL NETWORKS | Abstract similar documents |
| C. P. Gonçalves | ||
| "... ’ contributions have ranged from option pricing to market dynamics modeling, behavioral finance and applications ..." | ||
| Vol 4, No 4 (2016) | Applying Discriminant Model to Manage Credit Risk for Consumer Loans in Vietnamese Commercial Bank | Abstract similar documents |
| T. D. Nguyen, T. T. Do, B. N. Nguyen | ||
| "... in the consumer credit decision making will decrease bad debts, will help to set risk based credit pricing ..." | ||
| Vol 11, No 4 (2023) | Analysis of Crude Oil Market Volatility and Macroeconomic Conditions: Empirical Evidence from Nigeria | Abstract PDF (Eng) similar documents |
| N. Musa | ||
| "... ) model in conjunction with the generalized autoregressive conditional heteroscedasticity (GARCH ..." | ||
| Vol 3, No 2 (2015) | ANALYSIS OF INVESTORS’ STRATEGIES USING BACKTESTING AND DEA MODEL | Abstract similar documents |
| D. Nasretdinova, D. Milovidova, K. Michailova | ||
| Vol 4, No 4 (2016) | Managing the Demographic Risk of Pension Systems | Abstract similar documents |
| P. Kowalczyk-Rólczyńska | ||
| "... a major risk, mostly for public pension systems that finance the distribution of retirement benefits from ..." | ||
| Vol 6, No 1 (2018) | Does Enterprise Value Really Depend on WACC and Free Cash Flow? The Evidence of Irrationality from the Oil and Gas Sector | Abstract similar documents |
| P. E. Zhukov | ||
| "... денежного потока. Это может быть объяснено невозможностью осуществления долговременной оценки ни ожидаемых ..." | ||
| Vol 7, No 2 (2019) | Prospects and Risks of the Development of Japanese Cryptocurrency (monacoin) | Abstract PDF (Eng) similar documents |
| Sh. J. Asadova | ||
| "... In this article, the prospects and risks of the development of the Japanese cryptocurrencies ..." | ||
| Vol 6, No 3 (2018) | Performance Analysis Based on Adequate Risk-Adjusted Measures | Abstract similar documents |
| A. Melnikov, D. Vyachkileva | ||
| "... on a risk-adjusted basis. If investors rely only on pure return they can be exposed to a high risk ..." | ||
| Vol 4, No 1 (2016) | REVIEW OF THE BOOK OF ALEXANDER MELNIKOV “RISK ANALYSIS IN FINANCE AND INSURANCE” | similar documents |
| R. Makarov | ||
| Vol 6, No 1 (2018) | Country Risk in International Investment: Its’ structure and methods of estimation | Abstract similar documents |
| A. Ivkin | ||
| "... In this paper, the issues of country risk assessment in economic security and sustainability ..." | ||
| Vol 7, No 4 (2019) | Risk Management in Dual Banking Systems: Islamic Ethical and Conventional Banking | Abstract PDF (Eng) similar documents |
| S. Dimov, V. Smirnov | ||
| "... thought. The authors present a comparative analysis of risk management conducted in countries where ..." | ||
| Vol 9, No 3 (2021) | About Some Risks Associated with Subjective Factors, and the Methodology for their Assessment | Abstract PDF (Eng) similar documents |
| A. Kozlov, N. Noga | ||
| "... The authors propose a methodology for assessing the risk associated with subjective factors ..." | ||
| Vol 6, No 3 (2018) | Analysis of Cryptocurrency Risks and Methods of their Mitigation in Contemporary Market Conditions | Abstract similar documents |
| E. Nadyrova | ||
| "... In the course of the research, we identified seven risk groups, analyzed their influence ..." | ||
| Vol 12, No 4 (2024) | The Impact of Digital Transformation on Risk-Taking: An Empirical Study of Japanese Companies | Abstract PDF (Eng) similar documents |
| Sh. M. Wagan, S. Sidra | ||
| "... Goal: This paper examines the effect of digital transformation on corporate risk-taking ..." | ||
| 0 - 0 of 44 Items | > >> | |
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