APPLICATION OF TOBIT-PIECEWISE REGRESSION IN ECONOMICS DATA CONSISTING OF OUTLIERS
Journal Title: Topics in Economics, Business and Management (EBM) - Year 2017, Vol 1, Issue 1
Abstract
In this paper the Greeks are derived in the Piterbarg option pricing framework, which derives the price of an option through three unique interest rates, and collateral payments. The different scenarios of collateral payments are discussed, and closed form solutions for the option prices are derived. The Greeks are found for each scenario and implemented.
Authors and Affiliations
Titirut Mekbunditkul, Nantawarn Ramdacha, Parinya Klaicharoen, Skulthip Anantarag
Keywords
Related Articles
- EP ID EP413006
- DOI 10.26480/icemi.01.2017.302.306
- Views 61
- Downloads 0
EMPIRICAL STUDY ON THE IMPACT OF ENVIRONMENTAL INFORMATION DISCLOSURE IN PHARMACEUTICAL INDUSTRY ON THE PROFITABILITY OF ENTERPRISES
The pharmaceutical industry is recognized as an industry with “high pollution and high energy consumption”. In recent years, with the further promotion of national environmental protection policies, the responsibility of...
ANALYSIS OF “THE LONGHUA MODE” OF “GOVERNMENTS, BANKS, COMPANY, FARMERS AND INSURANCE COMPANIES” FINANCIAL POVERTY ALLEVIATION AND A REFERENCE FOR BAODING CITY
With the rapid economic development of our country, rural poverty is emerging, the poverty alleviation work in Baoding City has been highly valued because of its geographical location. As we all know, financial poverty a...
SHOULD THE NON-ADVERSARY SYSTEM BE ADOPTED FOR CRIMINAL COURTS IN THAILAND?
This paper discusses criminal trials in Thai courts. The author is attempting to state that the adversary causes defects in the Thai criminal justice. Hence, the non-adversary system is welcome.
THE ELECTRICITY TRANSMISSION AND DISTRIBUTION NETWORK AS A BARRIER TO THE DEVELOPMENT OF RENEWABLE ENERGY SOURCES IN POLAND
One of the major goals that Poland is aiming at nowadays is ensuring the country’s energy security together with limiting harmful gas and dust emissions into the atmosphere. Therefore, the government puts a lot of pressu...
ON THE CONSTRUCTION AND MANAGEMENT MODE OF TEACHING STAFF IN HIGHER VOCATIONAL COLLEGES
In recent years, higher vocational colleges have been developing rapidly in our country. The quality of teachers in vocational colleges has a direct impact on the teaching level of higher vocational education. However, t...