Modeling Tools for Financial Options

Author(s):  
Rüdiger Seydel
2009 ◽  
pp. 107-120 ◽  
Author(s):  
I. Bashmakov

On the eve of the worldwide negotiations of a new climate agreement in December 2009 in Copenhagen it is important to clearly understand what Russia can do to mitigate energy-related greenhouse gas emissions in the medium (until 2020) and in the long term (until 2050). The paper investigates this issue using modeling tools and scenario approach. It concludes that transition to the "Low-Carbon Russia" scenarios must be accomplished in 2020—2030 or sooner, not only to mitigate emissions, but to block potential energy shortages and its costliness which can hinder economic growth.


2020 ◽  
Vol 13 (2) ◽  
pp. 126-146
Author(s):  
A.B. Lanchakov ◽  
S.A. Filin ◽  
A.Zh. Yakushev

Subject. The article analyzes the expected effect of a portfolio of projects in the face of risk and uncertainty, when using real options. Objectives. The purpose is to offer a more objective formula to assess the expected impact of a portfolio of projects for real investment objects under risk and uncertainty, using real options, and provide recommendations for improving the portfolio efficiency. Methods. The study draws on methods of real options and evaluation of investment projects through the real option value, the cash flow discounting method, synthesis, and mathematical modeling. Results. We systematized the main types of real options and developed a formula for calculating the expected effect of project portfolio implementation. The said formula shows that considering the additional long-term costs embedded in a portfolio of real options, which are associated with the use of these real options, and, therefore, reducing the overall risk of projects and the entire portfolio, permit to improve the objectivity of such calculations. Conclusions. When analyzing real options that have real assets as underlying instruments, it is often impossible to apply the computational formulae for financial options, as they differ significantly. The systematization of the main types of real options helps expand the range of application of management solutions. The offered formula enables to improve the efficiency of project insurance under risk and uncertainty and to use additional opportunities for effective development of the company.


1993 ◽  
Vol 28 (3-5) ◽  
pp. 91-99
Author(s):  
R. A. Wagner ◽  
M. G. Heyl

As part of the Sarasota Bay National Estuary Program (NEP) evaluation of environmental problems, modeling tools were used to estimate pollution loadings from diverse sources, including surface runoff, baseflow, wastewater treatment plant discbarges, septic tanks, and direct deposition of rainfall on the bay surface. After assessing the relative impacts of the pollution sources, alternative management strategies were identified and analyzed. These strategies focused primarily on future development, and included structural and nonstructural best management practices (BMPs), as well as a regional wastewater treatment plan. Loading reductions, along with planning-level cost data and estimates of feasibility and other potential benefits, were used to identify the most promising alternatives.


2019 ◽  
Vol 16 (7) ◽  
pp. 808-817 ◽  
Author(s):  
Laxmi Banjare ◽  
Sant Kumar Verma ◽  
Akhlesh Kumar Jain ◽  
Suresh Thareja

Background: In spite of the availability of various treatment approaches including surgery, radiotherapy, and hormonal therapy, the steroidal aromatase inhibitors (SAIs) play a significant role as chemotherapeutic agents for the treatment of estrogen-dependent breast cancer with the benefit of reduced risk of recurrence. However, due to greater toxicity and side effects associated with currently available anti-breast cancer agents, there is emergent requirement to develop target-specific AIs with safer anti-breast cancer profile. Methods: It is challenging task to design target-specific and less toxic SAIs, though the molecular modeling tools viz. molecular docking simulations and QSAR have been continuing for more than two decades for the fast and efficient designing of novel, selective, potent and safe molecules against various biological targets to fight the number of dreaded diseases/disorders. In order to design novel and selective SAIs, structure guided molecular docking assisted alignment dependent 3D-QSAR studies was performed on a data set comprises of 22 molecules bearing steroidal scaffold with wide range of aromatase inhibitory activity. Results: 3D-QSAR model developed using molecular weighted (MW) extent alignment approach showed good statistical quality and predictive ability when compared to model developed using moments of inertia (MI) alignment approach. Conclusion: The explored binding interactions and generated pharmacophoric features (steric and electrostatic) of steroidal molecules could be exploited for further design, direct synthesis and development of new potential safer SAIs, that can be effective to reduce the mortality and morbidity associated with breast cancer.


2020 ◽  
Vol 96 (3s) ◽  
pp. 756-757
Author(s):  
Е.С. Шамин ◽  
Е.Л. Харченко

Данная работа посвящена описанию возможного алгоритма создания моделей резиста с постоянным порогом и расчета окон процесса на их основе. Приведенные изыскания реализованы в виде программного средства, использующего средства моделирования фотолитографии Mentor Graphics Calibre. This work is dedicated to the description of one of possible algorithms of constant threshold resist model generation used for photolithography process window calculation. This algorithm has been realized in the form of a program using Mentor Graphics Calibre modeling tools.


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