Titlebook: Operations Research Models in Quantitative Finance; Proceedings of the X Rita L. D’Ecclesia,Stavros A. Zenios Conference proceedings 1994 P

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Low Fat Modeling and Reinsurance Induced Solvency, lacks theoretical rigor and it may even lead to flagrant misunderstandings if reinsurance is sought for non-solvency reasons. This article indicates how measures based on financial theory can be used to improve reinsurance performance measurements. Normally these performance measures do not indica

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Some Alternatives and Numerical Results in Binomial Put Option Pricing critical boundary of Barone-Adesi, Whaley and Barone-Adesi, Elliott. Some new findings about the binomial method and the critical boundary of this formulas when different numerical techniques are used, is also showed.

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Conference proceedings 1994 understanding of financial markets and improve management of financial operations..Apart from a theoretical discussion, most of the papers model validation or verification using market data. This collection of articles sets the framework for other studies that could link theory and practice.

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Contributions to Management Sciencehttp://image.papertrans.cn/o/image/702099.jpg

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https://doi.org/10.1007/978-3-642-46957-2Finance; Finanzierungstheorie; Investment; Operations Research; Option Pricing; Optionspreistheorie; Portf

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Multi-Stage Financial Planning SystemsA multi-stage model is proposed for the general problem of allocating assets to broad investment categories. The framework encompasses a wide variety of financial planning problems. Efficient solution algorithms are described for solving the resulting large-scale optimization problems.

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Embedded Option Pricing on Interest-Rate Sensitive Securities in the Italian MarketThis paper illustrates the results obtained using the Ho-Lee model to estimate the term structure of interest rates in the Italian bond market and to determine the equilibrium value of the Italian Treasury puttable bonds (Certificati del Tesoro con Opzione di Rimborso Anticipato — CTOs).