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Entwicklung eines Entscheidungsframework für IT...
17,90 CHF *
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Diplomarbeit aus dem Jahr 2005 im Fachbereich Informatik - Wirtschaftsinformatik, Note: 1,0, Friedrich-Alexander-Universität Erlangen-Nürnberg (Wirtschaftsinformatik III), 116 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Gegenstand dieser Arbeit ist die Entwicklung eines holistischen Entscheidungsframework für die Evaluierung von IT-Investitionen. Das vorgestellte Framework gewährleistet eine investitionsspezifische Evaluierung von IT-Investitionen auf der Grundlage einer umfassenden Analyse der durch die Investition induzierten Auswirkungen. Für die strukturierte Erfassung der mannigfaltigen Kosten- und Nutzenposition einer IT-Investition wird der in der Literatur bekannte Kontingenzansatz auf die Bedürfnisse von IT-Investitionen modifiziert. Das Ziel des Framework besteht in der investitionsspezifischen Zuordnung von Verfahren im Rahmen der Evaluierung, ohne hierbei auf allgemeine Projektklassifizierungen zurückzugreifen. Sowohl die Zielsetzung als auch die Struktur des Entscheidungsframework sind in der Literatur einmalig, so dass diese Arbeit einen wertvollen Beitrag auf dem Gebiet der Evaluierung von IT-Investitionen leistet. The purpose of this diploma thesis is the development of a holistic decision framework for the evaluation of IT investments. The presented framework ensures an investment specific evaluation of IT invesments by means of a profound analysis of the repercussions induced by the investment. In order to identify the various costs and benefits of an IT investment in a structured manner a unique modification of the established contingency approach is used. The objective of the framework is the invesment specific mapping of methods used for evaluation without falling back on general project classifications. Both the objective as well as the structure of the decision framework are unique in literature delivering a valuable contribution regarding the evaluation of IT investments.

Anbieter: Orell Fuessli CH
Stand: 02.06.2020
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Application of Stochastic Volatility Models in ...
19,90 CHF *
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Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abstract: The Black-Scholes (or Black-Scholes-Merton) Model has become the standard model for the pricing of options and can surely be seen as one of the main reasons for the growth of the derivative market after the model¿s introduction in 1973. As a consequence, the inventors of the model, Robert Merton, Myron Scholes, and without doubt also Fischer Black, if he had not died in 1995, were awarded the Nobel prize for economics in 1997. The model, however, makes some strict assumptions that must hold true for accurate pricing of an option. The most important one is constant volatility, whereas empirical evidence shows that volatility is heteroscedastic. This leads to increased mispricing of options especially in the case of out of the money options as well as to a phenomenon known as volatility smile. As a consequence, researchers introduced various approaches to expand the model by allowing the volatility to be non-constant and to follow a sto-chastic process. It is the objective of this thesis to investigate if the pricing accuracy of the Black-Scholes model can be significantly improved by applying a stochastic volatility model.

Anbieter: Orell Fuessli CH
Stand: 02.06.2020
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The Art of Speculation
37,99 € *
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Was ist der Unterschied zwischen Spekulation und Investition? Kennen Sie die 12 Gebote für Spekulanten? Dies und eine Fülle weiterer Tips zu Marktbewegungen, Marktanalysen, Bilanzen und Vorhersagen verrät Ihnen dieses umfassende, aber leicht lesbare Buch. 'The Art of Speculation is laden with insights and studies that are as fresh today as newly cut grass . . . a joy to read. The topics covered were timeless in 1931 . . . and written in 24-carat prose.' - from the Foreword by Victor Niederhoffer A classic in every sense of the word, The Art of Speculation has been heralded by investors, both past and present, as a true standout in the field. Written by Philip Carret-a Wall Street legend long considered a leading thinker in basic value investing-this timeless work is as vital a part of finance literature today as it was when it first appeared almost seventy years ago. Acclaim for The Art of Speculation 'Philip Carret has been practicing the art of investing longer than anyone. In the current frothy stock market environment it is helpful to read his insights into the Great Crash of 1929 to see if there are useful parallels. Beginning investors will find The Art of Speculation instructive and students of the market will learn much about what investing was like seven decades ago before computers, derivatives, junk bonds, discount brokers, and hedge funds. His Twelve Commandments for Speculators is good advice for us all.' - Byron R. Wien , Managing Director/U.S. Investment Strategist Morgan Stanley & Co., Inc. 'A genuine rarity: the intricacies of investing illuminated by clear writing and timeless insight. The chapters on how to read a balance sheet and income statement are classics. No investor should even consider dabbling in the frantic IPO market of today without having read them first.' - Christopher M. Byron Esquire

Anbieter: Thalia AT
Stand: 02.06.2020
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Entwicklung eines Entscheidungsframework für IT...
14,99 € *
ggf. zzgl. Versand

Diplomarbeit aus dem Jahr 2005 im Fachbereich Informatik - Wirtschaftsinformatik, Note: 1,0, Friedrich-Alexander-Universität Erlangen-Nürnberg (Wirtschaftsinformatik III), 116 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: Gegenstand dieser Arbeit ist die Entwicklung eines holistischen Entscheidungsframework für die Evaluierung von IT-Investitionen. Das vorgestellte Framework gewährleistet eine investitionsspezifische Evaluierung von IT-Investitionen auf der Grundlage einer umfassenden Analyse der durch die Investition induzierten Auswirkungen. Für die strukturierte Erfassung der mannigfaltigen Kosten- und Nutzenposition einer IT-Investition wird der in der Literatur bekannte Kontingenzansatz auf die Bedürfnisse von IT-Investitionen modifiziert. Das Ziel des Framework besteht in der investitionsspezifischen Zuordnung von Verfahren im Rahmen der Evaluierung, ohne hierbei auf allgemeine Projektklassifizierungen zurückzugreifen. Sowohl die Zielsetzung als auch die Struktur des Entscheidungsframework sind in der Literatur einmalig, so dass diese Arbeit einen wertvollen Beitrag auf dem Gebiet der Evaluierung von IT-Investitionen leistet. The purpose of this diploma thesis is the development of a holistic decision framework for the evaluation of IT investments. The presented framework ensures an investment specific evaluation of IT invesments by means of a profound analysis of the repercussions induced by the investment. In order to identify the various costs and benefits of an IT investment in a structured manner a unique modification of the established contingency approach is used. The objective of the framework is the invesment specific mapping of methods used for evaluation without falling back on general project classifications. Both the objective as well as the structure of the decision framework are unique in literature delivering a valuable contribution regarding the evaluation of IT investments.

Anbieter: Thalia AT
Stand: 02.06.2020
Zum Angebot
Application of Stochastic Volatility Models in ...
16,99 € *
ggf. zzgl. Versand

Bachelorarbeit aus dem Jahr 2010 im Fachbereich BWL - Investition und Finanzierung, Note: 1,2, EBS Universität für Wirtschaft und Recht, Sprache: Deutsch, Abstract: The Black-Scholes (or Black-Scholes-Merton) Model has become the standard model for the pricing of options and can surely be seen as one of the main reasons for the growth of the derivative market after the model¿s introduction in 1973. As a consequence, the inventors of the model, Robert Merton, Myron Scholes, and without doubt also Fischer Black, if he had not died in 1995, were awarded the Nobel prize for economics in 1997. The model, however, makes some strict assumptions that must hold true for accurate pricing of an option. The most important one is constant volatility, whereas empirical evidence shows that volatility is heteroscedastic. This leads to increased mispricing of options especially in the case of out of the money options as well as to a phenomenon known as volatility smile. As a consequence, researchers introduced various approaches to expand the model by allowing the volatility to be non-constant and to follow a sto-chastic process. It is the objective of this thesis to investigate if the pricing accuracy of the Black-Scholes model can be significantly improved by applying a stochastic volatility model.

Anbieter: Thalia AT
Stand: 02.06.2020
Zum Angebot