Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Title
Now showing items 388-407 of 439
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Article
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Working Paper Open Access
State Contingent Debt as Insurance for Euro-Area Sovereigns
(2018-04)The euro-area sovereign debt crisis is receding. Europe is on a recovery path, growth is broad-based and unemployment is falling. One after the other, countries hit hardest by the crisis are exiting their adjustment ...
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Article
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
(2017)
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Working Paper Open Access
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
(The Wharton Financial Institutions Center. The Wharton School, University of Pennsylvania, PA., 2017-05)We express the opinion that sovereign debt sustainability analysis must be augmented by stochastic correlated risk factors and a risk measure to capture tail effects. Crisis situations can thus be adequately specified and ...
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Article
Stochastic linear programs with restricted recourse
(1997)Stochastic programs with recourse provide an effective modeling paradigm for sequential decision problems with uncertain or noisy data, when uncertainty can be modeled by a discrete set of scenarios. In two-stage problems ...
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Book Chapter
Stochastic programming and robust optimization
(Kluwer Academic Publishers, 1997)
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Article
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Book Chapter
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Article
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Book
Strategic investment : real options and games / Han T.J. Smit, Lenos Trigeorgis
(Princeton University Press, 2004)
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Book Chapter
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Article
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Book Chapter
The Strategy Challenge
(2011)This chapter first discusses the changing corporate environment, highlighting the need for firms to be careful when formulating their corporate strategies in an uncertain, competitive environment. It then explains how an ...
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Article
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Article
The Survival Zone for a Bond with both Call and Put Options Embedded
(1998)We present a numerical method to price bonds that have multiple embedded options with an emphasis on the case with both long call and short put options. The valuation framework is a one-factor model for the term structure ...
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