Informacja

Drogi użytkowniku, aplikacja do prawidłowego działania wymaga obsługi JavaScript. Proszę włącz obsługę JavaScript w Twojej przeglądarce.

Wyszukujesz frazę "Greek letters" wg kryterium: Temat


Wyświetlanie 1-3 z 3
Tytuł:
Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index
Autorzy:
Bendob, Ali
Bentouir, Naima
Powiązania:
https://bibliotekanauki.pl/articles/2041933.pdf
Data publikacji:
2019-04-03
Wydawca:
Uniwersytet Warszawski. Wydawnictwo Naukowe Wydziału Zarządzania
Tematy:
options pricing
option markets
Black-Scholes model
Binomial model
Monte-Carlo Simulation model
Greek letters
Opis:
Investment behaviour, techniques and choices have evolved in the options markets since the launch of options trading in 1973. Today, we are entering the field of Big Data and the explosion of information, which has become the main feature of science, impacts investors' decisions and their trading position, particularly in the financial markets. Our paper aims to testing the effectiveness of the most popular options pricing models , which are the Monte Carlo simulation method, the Binomial model, and the benchmark model; the Black-Scholes model, when we ignore/take on account the Moneyness categories and different time to maturities; five months, one year, and two years, in addition to comparing these models, we will then test the effect of each model on the prediction of the current options prices, using the regression analysis, and the Nifty50 option index during the period of 25/07/2014 to 30/06/2016. The result shows that all models are overpriced in all Moneyness categories with a high level of volatility in In-the money category, other finding concludes that the Monte Carlo Simulation method is outperforming when the volatility is lower, while the Black-Sholes model and the Binomial model are outperforming in the entire sample with ignoring the Moneyness.
Źródło:
Journal of Banking and Financial Economics; 2019, 1(11); 79-95
2353-6845
Pojawia się w:
Journal of Banking and Financial Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The King’s speech. La retorica dei re persiani fra Eschilo, Erodoto e Tucidide
Autorzy:
Gazzano, Francesca
Powiązania:
https://bibliotekanauki.pl/articles/52185679.pdf
Data publikacji:
2017
Wydawca:
Uniwersytet Jagielloński. Wydawnictwo Uniwersytetu Jagiellońskiego
Tematy:
Herodotus
Great King
Persia
speeches
rhetoric
letters
Greek historiography
Opis:
This paper aims at collecting and investigating, from a rhetorical point of view, the speeches of the Achaemenid kings (from Cyrus to Xerxes) mentioned in Greek sources, with a special focus on Herodotus’ Histories. The many and heterogeneous discourses which this historian attributes to the different Persian kings (dialogues, private conversations, messages, letters and simple speech acts) are analysed and compared, and the research seems to point to some recurrent – and probably well-devised – patterns. The paper also takes into account the poetic speeches of Darius and Xerxes in Aeschylus’ Persians, and the scant evidence (a letter from Xerxes to Pausanias) transmitted by Thucydides.
Źródło:
Electrum; 2017, 24; 55-73
1897-3426
2084-3909
Pojawia się w:
Electrum
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
‘I am fine!’ Information about the Senders Health in the Greek Private Letters of the Roman Period
Autorzy:
Nachtergaele, Delphine
Powiązania:
https://bibliotekanauki.pl/articles/1195100.pdf
Data publikacji:
2014
Wydawca:
Fundacja im. Rafała Taubenschlaga
Tematy:
epistolography
private papyrus letters
formulaic language
language contact: Latin and Greek
Opis:
The epistolary practice of giving information about one’s own well-being was common in the Ptolemaic Greek private letters: such a formula appeared in combination with the wish for the addressee’s health. In the Roman period, a new health wish arose in the Greek private letters, and the combination of this new formula valetudinis and the information about the sender’s health became rather rare (only about twenty occurrences). Such attestation often appear in letters of a Latin environment, for example letters written in Italy , letters from soldiers, or letters from areas in which the Romans were very active, like Eastern Desert. Given that the practice of giving information about one’s own well-being was common in Latin letters from the Roman period, I argue in this paper that the relative absence of this topos in Greek letters from Roman times is due to Latin influence.
Źródło:
The Journal of Juristic Papyrology; 2014, 44; 155-162
0075-4277
Pojawia się w:
The Journal of Juristic Papyrology
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-3 z 3

    Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies