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Full-Text Articles in Finance and Financial Management
Implementing The Heston Option Pricing Model In Object-Oriented Cython, Brandon Hardin
Implementing The Heston Option Pricing Model In Object-Oriented Cython, Brandon Hardin
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
The 1973 Black-Scholes model, a revolutionary option pricing formula whose price is 'relatively close to observed prices, makes an assumption that the volatility is constant and thus, deterministic. This causes some inefficiencies and patterns in the pricing of options due to the model providing evidence of the volatility smile' of the volatility. Many scholars have suggested that the volatility should be modelled by a stochastic process and the (1993) Heston Model is one of many proposed solutions to remedy this problem. The Heston Model allows for the 'smile' by defining the volatility as a stochastic process. This thesis considers a …
The Impact Of The 2016 Election On The Financial Performance Of Major Healthcare Companies, Joshua T. Blotter
The Impact Of The 2016 Election On The Financial Performance Of Major Healthcare Companies, Joshua T. Blotter
All Graduate Plan B and other Reports, Spring 1920 to Spring 2023
Healthcare reform was a significant political issue during the November 2016 US general elections, and played an important role in campaigning and political discourse leading to the election. Donald Trump, the Republican presidential candidate, and Republicans running for congressional office, campaigned on a platform advocating for the repeal and replacement of the Patient Protection and Affordable Care Act of 2010 (ACA), among other changes. Hillary Clinton, the Democratic presidential candidate, and Democrats running for congressional office, campaigned on a platform that included support for the ACA, as well as increased regulations on the pharmaceutical industry and health insurers, among various …
Financial Management Practices And Conflict Management Styles Of Couples In Great Marriages, Amanda Marie Horrocks
Financial Management Practices And Conflict Management Styles Of Couples In Great Marriages, Amanda Marie Horrocks
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
This study presents findings on the financial management practices and degrees of conflict of couples in great marriages. Qualitative data from a national sample of couples in great marriages were collected using a 31-page questionnaire. Of the 81 couples who responded, 40 fit the criteria for this study in that they discussed their level of agreement about financial issues in marriage. Their responses were coded to discover which financial topics are pervasive and whether or not couples agreed over these topics. Responses about conflict were also analyzed to determine the degree of agreement between spouses in different categories. Findings from …
Three Essays On Stock Market Volatility, Qianru Li
Three Essays On Stock Market Volatility, Qianru Li
All Graduate Theses and Dissertations, Spring 1920 to Summer 2023
Volatility is inherently unobservable, and thus the selection of models and their definition is crucial in financial research. This dissertation attempts to check the role of investor sentiment and forecast Value-at-Risk (VaR) of the stock market using both parametric and nonparametric approaches. In the first essay, based on daily return data of three stock indices and four individual stocks from January 1988 to December 2006, the role of day-of-the-week, as well as investor sentiment, is examined using two approaches: linear regression to test investor sentiment effect on stock returns and Logit regression to test the investor sentiment effect on market …