Concept

Foreign exchange market

Related publications (74)

Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives

Commodity derivatives are becoming an increasingly important part of the global derivatives market. Here we develop a tractable stochastic volatility model for pricing commodity derivatives. The model features unspanned stochastic volatility, quasi-analyti ...

Oxford University Press2009

Performance and Sensitivity Analysis of Supply Chain Alternative Configurations - a case study

Rémy Glardon, Min-Jung Yoo, Xiaolin Wang

This paper presents an approach to simulating alternative Supply Chain configurations and analysing their respective sensitivities to external factors. First of all, the approach used for modelling the Supply Chain environment, characterized by uncertain f ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2009

An Extension of ETF Arbitrage to Sector Trading Using ANN

Utkarsh Upadhyay, Ramnik Arora

We design and deploy a trading strategy that mirrors the Exchange Traded Fund (ETF) arbitrage technique for sector trading. Artiﬁcial Neural Networks (ANNs) are used to capture pricing relationships within a sector using intra-day trade data. The fair pric ...

2009

Mechanism of Pyridine-Ligand Exchanges at the Different Labile Sites of 3d Heterometallic and Mixed Valence μ3-oxo Trinuclear Clusters

André Merbach, Rosario Scopelliti, Lothar Helm, Fabrice Riblet

The syntheses and single crystal X-ray structural analysis of five novel hetero- and homometallic μ3-oxo trinuclear cluster with the formula [FeIII2MII(μ3-O)(μ-O2CCH3)6(4-Rpy)3] · x(4-Rpy) · y(CH3CN) where R ) Ph for 1(Fe2Mn),2(Fe2Fe), 3(Fe2Co), 4(Fe2Ni) a ...

2008

Look Before You Leap: Market Opportunity Identification in Emerging Technology Firms

Marc Gruber, James David Thompson

Entrepreneurs play a fundamental role in bringing new technologies to market. Because technologies are often configurable to serve a variety of different markets, it is possible for entrepreneurs to identify multiple market opportunities prior to the first ...

2008

Network structure analysis for multicultural industrial CNO

Rémy Glardon, Michel Pouly

Emerging countaries like China offer low wages, large production capacities and a huge potential market. Large Western companies already took advantage of these opportunities by opening their own factories ill China to build up local supply chains and addr ...

2008

Scenarios to collaborate with emerging markets: Initial focus India

Luca Canetta, Myrna Fatima Flores Pineda

Due to competitive pressures in the global business arena, multinational firms have started to migrate to low-cost sources of labour and materials, which are typically located in countries that also represent emerging market opportunities. In the recent ye ...

2008

Exchange Rate Constants of Invisible Protons in Proteins Determined by NMR Spectroscopy

Geoffrey Bodenhausen

Although labile protons that are exchanging rapidly with those of the solvent cannot be observed directly, their exchange rate constants can be determined by indirect detection of scalar-coupled neighboring nuclei. We have used heteronuclear NMR spectrosco ...

2008

Generation Capacity Investments in Competitive Electricity Markets: A Preliminary Assessment after 10 years of Liberalization in Europe

Matthias Finger, Bastian Wolfgang Schwark

Balancing supply and demand in energy markets is not an easy task. Competitive markets oblige private actors to justify their investments towards their shareholders by appropriate rates of return. Consequently, electricity markets may lead to under-investm ...

2007

The influence of nitrogen-15 proton-driven spin diffusion on the measurement of nitrogen-15 longitudinal relaxation times

David Lyndon Emsley

The effect of nitrogen-15 proton-driven spin diffusion on quantitative N-15 T-1 measurements in solid proteins is investigated, and the impact on the measurement of dynamic parameters is assessed. A simple model of exchange between neighboring nitrogens is ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2007

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