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Articles 1 - 11 of 11
Full-Text Articles in Business
Research On National Culture Effects On Human Failures In Container Shipping, Kai Jiang
Research On National Culture Effects On Human Failures In Container Shipping, Kai Jiang
World Maritime University Dissertations
No abstract provided.
Empirical Analysis On The Effect Of The Forward Freight Agreement In Dry Bulk Based On Route C3 And C5, Gang Li
World Maritime University Dissertations
No abstract provided.
The Study Of Improvement Of Warehouse Operations Of Panalpina Company, Xupeng Zhou
The Study Of Improvement Of Warehouse Operations Of Panalpina Company, Xupeng Zhou
World Maritime University Dissertations
No abstract provided.
Design And Implementation Of Erp Software In Material Supply Chain Management For Siix Corp., Xing'er Chen
Design And Implementation Of Erp Software In Material Supply Chain Management For Siix Corp., Xing'er Chen
World Maritime University Dissertations
No abstract provided.
Research Of Laytime And Demurrage, Gengwei Zheng
Research Of Laytime And Demurrage, Gengwei Zheng
World Maritime University Dissertations
No abstract provided.
Analysis On The Strategies Of Daily Maersk, Wenjun Yuan
Analysis On The Strategies Of Daily Maersk, Wenjun Yuan
World Maritime University Dissertations
No abstract provided.
Analysis Of Bank Failure And Size Of Assets, Guancun Zhong
Analysis Of Bank Failure And Size Of Assets, Guancun Zhong
UNLV Theses, Dissertations, Professional Papers, and Capstones
The financial health of the banking industry is an important prerequisite for economic stability and growth. Bank failures in the United States have run in cycles largely associated with the collapse of economic bubbles. The number of bank failures has increased dramatically over the last thirty years (Halling and Hayden, 2007). In this thesis, we try to address the following two questions: 1) What is the relationship, if any, between a bank's asset size and its likelihood of failures? 2) How can we use statistical tools to predict the numbers of bank failures in the future? Various modeling techniques are …
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
Valuation Of Financial Derivatives Subject To Liquidity Risk, Yanan Jiang
UNLV Theses, Dissertations, Professional Papers, and Capstones
Valuation of financial derivatives subject to liquidity risk remains an open problem in finance. This dissertation focuses on the valuation of European-style call option under limited market liquidity through the dynamic management of a portfolio of assets. We investigate liquidity from three perspectives: market breadth, depth, and immediacy. We present a general framework of valuation based on the optimal realization of a performance index relative to the set of all feasible portfolio trajectories. Numerical examples are then presented and analyzed that show option price increases as the market transitions from liquid to less liquid state. Furthermore, buying and selling activities, …
Using Predictive Analytics To Detect Major Problems In Department Of Defense Acquisition Programs, Austin W. Dowling
Using Predictive Analytics To Detect Major Problems In Department Of Defense Acquisition Programs, Austin W. Dowling
Theses and Dissertations
This research provides program analysts and Department of Defense (DoD) leadership with an approach to identify problems in real-time for acquisition contracts. Specifically, we develop optimization algorithms to detect unusual changes in acquisition programs’ Earned Value data streams. The research is focused on three questions. First, can we predict the contractor provided estimate at complete (EAC)? Second, can we use those predictions to develop an algorithm to determine if a problem will occur in an acquisition program or subprogram? Lastly, can we provide the probability of a problem occurring within a given timeframe? We find three of our models establish …
Analysis Of Intermittence And Log-Periodicity Of Foreign Exchange Rates Near A Crash, Arturo Casillas
Analysis Of Intermittence And Log-Periodicity Of Foreign Exchange Rates Near A Crash, Arturo Casillas
Open Access Theses & Dissertations
Many believe that financial indices near a crash exhibit a type of critical point characterized by log-periodic signatures. Models have been developed based on these ideas in an attempt to mathematically characterize financial data about to crash. Few of these models consider the property of intermittency. Intermittency is a concept borrowed from fluid dynamics that essentially implies that a system alternates between a stable, or predictable, state and unstable state. One model that attempts to characterize crashes incorporates intermittency in the form of log-stationary intervals. It models the asset price as a step function that follows an underlying power law. …
The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey
The Distribution Of Individual Stock Returns In A Modified Black-Scholes Option Pricing Model, Daniel Lee Richey
Electronic Theses and Dissertations
Author's abstract: There have been many attempts to find a model that can accurately price options. These models are built on many assumptions, including which probability distribution stock returns follow. In this paper, we test several distributions to see which best fit the log returns of 20 different companies over a period between November 1, 2006 to October 31, 2011. If a "best" distribution is found, a modified Black-Scholes model will be defined by modifying the Weiner process. We use Monte Carlo simulations to generate estimated prices under specified parameters, and compare these prices to those simulated by the model …