Concept
Time value of money
Related publications (37)
Closed form approximation methods for portfolio valuation and risk management
In this thesis we present three closed form approximation methods for portfolio valuation and risk management.The first chapter is titled ``Kernel methods for portfolio valuation and risk management'', and is a joint work with Damir Filipovi'c (SFI and EP ...
EPFL2023An instance-based learning approach for evaluating the perception of ride-hailing waiting time variability
Michel Bierlaire, Nejc Gerzinic
Understanding user’s perception of service variability is essential to discern their overall perception of any type of (transport) service. We study the perception of waiting time variability for ride-hailing services. We carried out a stated preference su ...
2023Integrated production of chemicals and fuels in the pulp industry: techno-economic and environmental analysis of black liquor gasification-based processes
François Maréchal, Daniel Alexander Florez Orrego, Meire Ellen Gorete Ribeiro Domingos
The pulp and paper sector is classified as an energy intensive activity and several efforts are being made to mitigate its atmospheric emissions, improve the recovery of residual heat and capitalize on its byproducts. The black liquor (BL) is a byproduct o ...
2022Area-based equitable pricing strategies for multimodal urban networks with heterogeneous users
Nikolaos Geroliminis, Nan Zheng
Equity issues among travellers are critical in congestion pricing. Failure to treat equity can lead to low acceptability towards pricing. In this paper, we develop congestion pricing schemes to improve both equity and traffic performance, for multimodal ne ...
PERGAMON-ELSEVIER SCIENCE LTD2020Tunneling Splittings in Water Clusters from Path Integral Molecular Dynamics
Christophe Louis Joseph Jean-Luc Vaillant
We present calculations of tunneling splittings in selected small water clusters, based on a recently developed path integral molecular dynamics (PIMD) method. The ground-rotational-state tunneling motions associated with the largest splittings in the wate ...
2019