Pricing models 

1 - 10 van 20 voor pricing models

Microsoft Word - SNS Rotator SPI Termsheet vn12_amended.doc
... amounts. in addition, whilst the proprietary pricing models of jpmsl are based on well recognised financial principles, other market participants' pricing models may differ or produce a different result ... amounts. in addition, whilst the proprietary pricing models of jpmsl are based on well recognised financial principles, other market participants' pricing models may differ or produce a different ...
snsregiobank.nl

Microsoft Word - SNS Rotator Delta 1 Termsheet vn12_amended.doc
... may exclude such amounts. in addition, whilst the proprietary pricing models of jpmsl are based on well recognised financial principles, other market participants' pricing models may differ or produce a different result. the financial ...
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dp175 systemic risk across sectors pdf
... g., p. gagliardini and g. urga, 2004, testing asset pricing models with coskewness, journal of business economic statistics, vol. 22, pp ... c.r. and a. siddique, 2000, conditional skewness in asset pricing tests, journal of finance, vol. 55, no. 3, pp. ... j. tawn, 2004, extreme value dependence in financial markets diagnostics, models, and financial implications, review of financial studies, vol. 17, no ...
cpb.nl

G:\data\pdf\lijesen\disc16.wpd [PFP#1221338023]
... models of oligopolistic competition in networks often use two part tariffs pricing schemes, existing of a fixed fee and a per unit price. oi (1971) was the first to study two part pricing, and many have followed, mostly relating it to monopoly settings. the main feature in two part pricing models ...
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The-impact-of-SBR-on-SME-Lending-in-The-Netherlands_tcm7-122289.pdf?id 20130327043223
... was previously possible.this also supports the development of risk analysis and pricing models, leading to greater use of risk-based pricing, which is an important assumption underlying the basel iii framework for ...
ing.nl

Media_in_Beeld_Engels.pdf
... and service development negative consumer experience advertisers remain cautious about online advertising unclear pricing structure for new services limited adoption new media lack of standards digital disillusion ... the characteristics of each medium can be optimally utilised. there are various business models for cross-media companies. cross- fertilisation between the various media takes place via ...
abnamro.nl

asn-inet-bel-eng.indd
... that there would be no price fluctuations as a result of the loading. this enhances pricing transpa- rency. from the same date, the costs of investing and capital duty will be ... investment pools. these financial statements have been prepared in accordance with the models laid down in the financial statements models decree (besluit modellen jaarrekening) dated 18 july 1995. the descriptions of certain ...
asnbank.nl

Teb Nv
... fx, fixed income and structured products (dual currency deposits) at the usual best pricing and no-commission (no-commission is particularly applicable to the latter two product groups ... volatility or implied correlation. non-tradable market parameters are derived from assumptions based on models or statistical analysis, such as correlations. components of fundamental indicators such as liquidity ...
tebnv.nl

ATbank compleet 2009.indd
... markets, they are determined using valuation techniques that include the use of mathematical models. the input to these models is taken from observables markets where possible, but where this is not ... or interest rates in the interest earning assets and interest bearing liabilities with specified re-pricing bands. for a large part the maturities of these assets and liabilities are matched. however ...
atbank.nl

ar1999.pdf
... services desk is primarily responsible for risk and liquidity management, ensuring an excellent job in pricing and the execution of the asset and liability committee's directives. ugbi bank further ... markets and sets limits for trading, for strategic positions and for interest mismatch positions. computer models have been designed to calculate the effects for ugbi bank of the interest changes ...
garantibank.nl