Demographische Entwicklung und Altersvorsorge: Ein optimales Finanzierungssystem
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Demographische Entwicklung und Altersvorsorge (2007)
ISBN: 9783836446273 bzw. 3836446278, in Deutsch, VDM Verlag Dr. Müller, neu.
Die ständig steigende Lebenserwartung und dasÄlterwerden der Babyboom-Generation senken das Verhältnis der Erwerbstätigen zu den Rentnern. Diese demographische Entwicklung stellt eine grosse Herausforderung an die Ausgestaltung der Altersvorsorge dar. Das Ziel dieser Arbeit ist es, ein Instrument zu entwickeln, welches die Bestimmung der optimalen Finanzierung eines Altersvorsorgesystems unter dieser Entwicklung ermöglicht.
Structured Products on Electricity (2008)
ISBN: 9783640231881 bzw. 3640231880, vermutlich in Englisch, GRIN, neu, E-Book.
Structured Products on Electricity (2008)
ISBN: 9783640231881 bzw. 3640231880, vermutlich in Englisch, GRIN, neu, E-Book.
Master´s Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 156 entries in the bibliography, language: English, abstract: The Swiss electricity market has been facing structural changes in recent years due to market deregulation activities. This ... Master´s Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 156 entries in the bibliography, language: English, abstract: The Swiss electricity market has been facing structural changes in recent years due to market deregulation activities. This development has been accompanied by the emergence of spot markets where electricity is traded between producer and purchaser. Since the price charged to the end-customer turns out to be more exposed to market prices of electricity, the need for derivatives with a risk management purpose arises. A more recent asset class such as structured products may be used as a risk management tool. This paper focuses on the pricing of various structured products with the Swiss energy price indices as an underlying. Since electricity has particular features that result in a peculiar stochastic process, the pricing of electricity derivatives cannot rely on traditional pricing formulas that have been developed for equity or commodity underlyings. Rather, there is a need for a dynamic model that captures the unique characteristics of electricity. In this paper, a new jump diffusion process is proposed and estimated that is able to incorporate the Swiss electricity price properties. Building on this model, a Monte Carlo simulation is applied that allows one to price differing electricity derivatives that are embedded in structured products. Using the option pricing results, the feasibility and attractiveness of a defined range of structured products is investigated. In order to include the special properties of electricity, new structured products are developed that are more appropriate as risk management tools. One of the main contributions of this paper is the practical approach of how to price structured products. Keywords: Electricity, SWEP, Swissix, Structured Products, Monte Carlo, Jump Diffusion, Derivatives pricing, ePUB, 15.12.2008.
Demographische Entwicklung und Altersvorsorge (2007)
ISBN: 9783836446273 bzw. 3836446278, in Deutsch, 72 Seiten, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, Taschenbuch, gebraucht, Erstausgabe.
Von Händler/Antiquariat, g-e-t-b-o-o-k-s.
Broschiert, Ausgabe: 1, Label: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, Produktgruppe: Book, Publiziert: 2007-11-16, Studio: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG.
Structured Products on Electricity (2008)
ISBN: 9783640231881 bzw. 3640231880, vermutlich in Englisch, GRIN Verlag, neu, E-Book, elektronischer Download.
Structured Products on Electricity: Master`s Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 156 entries in the bibliography, language: English, abstract: The Swiss electricity market has been facing structural changes in recent years due to market deregulation activities. This development has been accompanied by the emergence of spot markets where electricity is traded between producer and purchaser. Since the price charged to the end-customer turns out to be more exposed to market prices of electricity, the need forderivatives with a risk management purpose arises. A more recent asset class such as structured products may be used as a risk management tool. This paper focuses on the pricing of various structured products with the Swiss energy price indices as an underlying.Since electricity has particular features that result in a peculiar stochastic process, the pricing of electricity derivatives cannot rely on traditional pricing formulas that have been developed for equity or commodity underlyings. Rather, there is a need for a dynamic model that captures the unique characteristics of electricity. In this paper, a new jump diffusion process isproposed and estimated that is able to incorporate the Swiss electricity price properties.Building on this model, a Monte Carlo simulation is applied that allows one to price differing electricity derivatives that are embedded in structured products. Using the option pricing results, the feasibility and attractiveness of a defined range of structured products is investigated. In order to include the special properties of electricity, new structured productsare developed that are more appropriate as risk management tools. One of the main contributions of this paper is the practical approach of how to price structured products.Keywords: Electricity, SWEP, Swissix, Structured Products, Monte Carlo, JumpDiffusion, Derivatives pricing, Englisch, Ebook.
Demographische Entwicklung und Altersvorsorge: Ein optimales Finanzierungssystem (2007)
ISBN: 9783836446273 bzw. 3836446278, in Deutsch, 72 Seiten, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, neu, Erstausgabe.
Von Händler/Antiquariat, Amazon.de.
Pappbilderbuch, Ausgabe: 1, Label: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, Produktgruppe: Book, Publiziert: 2007-11, Studio: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG.
Demographische Entwicklung und Altersvorsorge (2007)
ISBN: 9783836446273 bzw. 3836446278, in Deutsch, 72 Seiten, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, neu, Erstausgabe.
Von Händler/Antiquariat, Amazon.de.
Pappbilderbuch, Ausgabe: 1, Label: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG, Produktgruppe: Book, Publiziert: 2007-11, Studio: VDM Verlag Dr. Müller Aktiengesellschaft & Co. KG.
Structured Products on Electricity (2008)
ISBN: 9783640231881 bzw. 3640231880, in Englisch, GRIN Publishing, GRIN Publishing, GRIN Publishing, neu, E-Book, elektronischer Download.
Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0, University of Lausanne, 156 entries in the bibliography, language: English, abstract: The Swiss electricity market.
Structured Products on Electricity
ISBN: 9783640231881 bzw. 3640231880, in Deutsch, Grin-Verlag, München, Deutschland, neu.
Structured Products on Electricity ab 24.99 € als pdf eBook: . Aus dem Bereich: eBooks, Wirtschaft,.