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Pricing models

Pricing models in the energy markets : a quantitative and qualitative approach

Pricing models in the energy markets : a quantitative and qualitative approach

... commodity pricing models, it has been seen the evolution in the modeling techniques, from one-factor models to two-factor models, going through the three factor ...

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Spatial hedonic pricing models for testing the adequacy of acoustic areas in Madrid, Spain

Spatial hedonic pricing models for testing the adequacy of acoustic areas in Madrid, Spain

... We focus on the impact of acoustic pollution on the depreciation of property using spatial hedonic strategies. But our approach to the problem of noise in large cities, as far as we know, is completely new. The base of ...

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Commodity and asset pricing models : an integration

Commodity and asset pricing models : an integration

... There is a separate strand on the finance literature that deals with asset pricing models which has been largely ignored in the commodity pricing literature. One explanation for this may be that ...

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Using Frontier Models to Mitigate Omitted Variable Bias in Hedonic Pricing Models: A Case Study for Air Quality in Bogotá, Colombia

Using Frontier Models to Mitigate Omitted Variable Bias in Hedonic Pricing Models: A Case Study for Air Quality in Bogotá, Colombia

... We demonstrate the approach using a dataset on rental properties in Bogotá, Colombia to explore the relationship between rental values and air quality. An important area of application of the hedonic pricing ...

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The book industry and the information technologies

The book industry and the information technologies

... Fix price laws, pricing models, collusion between publishers and European regulations on Value Added Tax imply higher prices for e-books, making the market less attractive for consumer, [r] ...

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TítuloNumerical methods to price interest rate derivatives based on LIBOR market model for forward rates

TítuloNumerical methods to price interest rate derivatives based on LIBOR market model for forward rates

... the pricing problem is formulated as an American call option with a time dependent ...a pricing formula when the maturity of the loan is infinite by analogy with the American perpetual option with time ...

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Essays in information and asset pricing

Essays in information and asset pricing

... asset pricing typically abstract one from the ...asset pricing models focus on the pricing of risk assuming that all efficiency issues have been resolved, and that investors have homogenous ...

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A Jump Telegraph Model for Option Pricing

A Jump Telegraph Model for Option Pricing

... Option pricing models based on the exponential Brownian motion have well known ...These models have infinite propagation velocities, independent log-returns increments on separated time intervals ...

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Essays on Empirical Asset Pricing

Essays on Empirical Asset Pricing

... consumption-based models, the fact that scaled factor models have smaller HJ distances than non-scaled factor models comes from two ...the pricing errors by allowing the prices of risks to ...

121

Option pricing in market models driven by telegraph processes with jumps

Option pricing in market models driven by telegraph processes with jumps

... option pricing models with Markovian dependence are called Markov Modulated Models, which are also called Regime Switching Models (see, ...of models is to provide a simple but realistic ...

122

The simulation of a toll-ring scheme for Madrid: an efficiency and equity analysis.

The simulation of a toll-ring scheme for Madrid: an efficiency and equity analysis.

... The approach adopted in this paper is based on a demand model defined by calibrating the simulator software for travel demand, VISUM. In this model, the demand data is obtained from the Mobility survey of the region of ...

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Effects of electricity dynamic pricing : from time of use to real time pricing

Effects of electricity dynamic pricing : from time of use to real time pricing

... The inputs to the model are different ToU rates, ToU-CPP rate, and RTP rate; all the results are compared with the base case (flat rate pricing). We tested a ToU of two price levels combined with a CPP rate ...

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The Surviving Image: Aby Warburg and Tylorian Anthropology

The Surviving Image: Aby Warburg and Tylorian Anthropology

... By recognising the need to broaden canonical models of history — narrative models, models of temporal continuity, models of objective realisation — by directing himself little by little [r] ...

11

Art – Call it a tenner-The role of pricing in the arts 1 – Arts Council England – 2007

Art – Call it a tenner-The role of pricing in the arts 1 – Arts Council England – 2007

... As the only purpose-built professional arts venue in Cornwall apart from Tate St Ives, Truro’s Hall for Cornwall faces several major challenges, though perhaps none as life threatening as the initial loss of £300,000 in ...

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Aplicació de models d'efectes aleatoris en l'epidemiologia quantitativa

Aplicació de models d'efectes aleatoris en l'epidemiologia quantitativa

... `R-sig-mixed models' ...a models anomenats La- tent Gaussian ...utilitzant models jeràrquics, molt sim- ilars als GLMM ...a models jeràrquics, coneguts com a HGLM, els `Hierarchical ...

252

Trajectorial market models: arbitrage and pricing intervals

Trajectorial market models: arbitrage and pricing intervals

... A summary of the paper contents is provided next. Section 2 introduces the basic definitions. Section 3 proves existence of a price interval under general 0- neutrality conditions; that section also compares the price ...

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Optimización del peaje en autopistas interurbanas que compiten con carreteras convencionales libres de pago : una perspectiva de eficiencia y equidad

Optimización del peaje en autopistas interurbanas que compiten con carreteras convencionales libres de pago : una perspectiva de eficiencia y equidad

... congestion pricing sobre el desarrollo económico (Litman, ...un pricing eficiente, que debe reflejar los costes marginales, y no deberían existir costes externos significantes a no ser que estuviesen  ...

199

Reacciones del mercado ante anuncios sobre responsabilidad social empresarial - un estudio de eventos para América Latina

Reacciones del mercado ante anuncios sobre responsabilidad social empresarial - un estudio de eventos para América Latina

... Capital Assets Pricing Model (CAPM) y encuentran que ni el inicio de acciones legales contra las empresas contaminantes, ni el anuncio de incidentes ambientales [r] ...

41

Decongestion of Urban Areas with Hotspot Pricing

Decongestion of Urban Areas with Hotspot Pricing

... hotspot pricing with respect to cordon pricing without requiring zero ...hotspot pricing is that it does not pre- vent vehicles from entering the Area-C zone, but it encour- ages that vehicles ...

12

Pharmaceutical innovation, reference pricing and therapeutic classes

Pharmaceutical innovation, reference pricing and therapeutic classes

... reference pricing, the difference between prices set by laboratories and the reference price (RP), multiplied by the copayment rate applied in their health insurance ...

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