Volatility Surface Calibration In Illiquid Market Environment

2017 ◽  
Author(s):  
Laszlo Nagy ◽  
Mihaly Ormos
Keyword(s):  
Market Environment ◽  
Illiquid Market ◽  
Volatility Surface

Gaming in the New Market Environment

2008 ◽  
Keyword(s):  
Market Environment

PROCUREMENT STRATEGY AS A TOOL FOR MANAGING A FUEL AND ENERGY COMPLEX ENTERPRISE

2020 ◽  
Vol 1 (10) ◽  
pp. 13-25
Author(s):  
A. P. SOKOLOV ◽  
◽  
L. P. VASILIEVA ◽  
I. V. BRATKO ◽  
◽  
...  
Keyword(s):  
Strategic Planning ◽  
National Economy ◽  
High Efficiency ◽  
Management Tool ◽  
Market Environment ◽  
External Market ◽  
Energy Complex ◽  
Multi Stage ◽  
Procurement Strategy ◽  
Number Of Branches

The authors consider the issues of forming a procurement strategy for enterprises of the fuel and energy complex (FEC) as a management tool. The study begins with a review of the categories of strategy, purchasing, and risk. Based on the generalization and interpretation of the obtained knowledge, the author's model of procurement strategy for enterprises of the fuel and energy complex is proposed, which differs from the existing ones in that it simultaneously acts as a means of connecting the enterprise with the external market environment. The strategy has a complex multi-stage character with many elements. Through detailed strategic planning can be achieved high efficiency of the procurement activities of enterprises of fuel and energy. The proposed algorithm can form the basis of an unlimited number of branches of the national economy.

MaxVaR: Long Horizon Value at Risk in a Mark-to-Market Environment

2004 ◽  
Author(s):  
Jacob (Kobi) Boudoukh ◽  
Richard H. Stanton ◽  
Matthew P. Richardson ◽  
Robert F. Whitelaw
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Market Environment
Sign in / Sign up

Export Citation Format

Share Document