anandadeep mandal (4 Ergebnisse)

Taschenbuch. Zustand: Neu. Neuware -The performance of many firms are exposed to the changes in weather. The industry sectors exposed to ¿weather risk'' are basic materials, consumer durables and agricultural industries. Amongst these the basic materials has mainly triggered the demand for the weather derivatives market and the rapid growth in the weather risk assessment industry. With this as the backdrop, this book formulates a pricing model for the weather derivatives, whose payoffs depend on surface air temperature. Daily temperature data for the last thirty years is closely analyzed for four cities in U.K. to model a temperature process which captures the daily temperature fluctuations including the seasonal patterns and the year-on- year up-ward trend behaviour of the temperature.This work further evaluates an arbitrage-free option pricing using a Gaussian Ornstein-Uhlenbeck model. Keeping in mind that temperature, the underlying variable of the weather derivative, is non-tradable we consider a risk premium estimator to find the price of a weather derivatives contract. Further, the book provides results based on these models as well as based on Monte Carlo Simulations.Books on Demand GmbH, Überseering 33, 22297 Hamburg 76 pp. Englisch.

Taschenbuch. Zustand: Neu. Neuware -This book examines, using DEA, the productivity performance trends of the Indian commercial banks for the post transition period: 1997 ¿ 2001. Our broad empirical findings are indicative in many ways. First, the increasing average annual trends in technical efficiency for all ownership groups indicate an affirmative gesture about the effect of the reform process on the performance of the Indian banking sector. Second, the higher cost efficiency accrual of private banks over nationalized banks indicate that nationalized banks, though old, do not reflect their learning experience in their cost minimizing behavior due to inefficiency factors arising from government ownership. This finding also highlights the possible stronger disciplining role played by the capital market indicating a strong link between market for corporate control and efficiency of private enterprise assumed by property right hypothesis. And, finally, concerning the scale elasticity behavior, the technology and market-based results differ significantly supporting the empirical distinction between returns to scale and economies of scale, often used interchangeably in the literature.Books on Demand GmbH, Überseering 33, 22297 Hamburg 76 pp. Englisch.

Taschenbuch. Zustand: Neu. Pricing of Weather Derivatives | Basics, Concepts, and Method for Modeling of Surface Air Temperature | Anandadeep Mandal | Taschenbuch | 76 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783843383417 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Performance Evaluation of Banks in India: Post Transition Period | Examining Efficiencies, Scale Elasticity and Capacity Utilization of Banks in India Using Data Envelopment Analysis | Anandadeep Mandal (u. a.) | Taschenbuch | 76 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783844302936 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.