Giger florian (22 risultati)

Softcover. Condizione: As New. Leichte Kratzer / Abnutzungen / Druckstellen. The study examines the structural changes in the Swiss electricity market resulting from recent deregulation, highlighting the rise of spot markets for electricity trading between producers and purchasers. It emphasizes the increasing exposure of end-customer prices to market fluctuations, necessitating a deeper understanding of market dynamics and pricing strategies. The research offers insights into the implications of these changes for stakeholders within the banking and finance sectors, particularly in relation to risk management and investment decisions.…

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Taschenbuch. Condizione: Neu. Neuware -Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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.…

Taschenbuch. Condizione: Neu. Neuware - Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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.…

Taschenbuch. Condizione: Neu. Neuware -Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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 100 pp. Englisch.…

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Condizione: gut. 2008. Structured Products on Electricity: Master Thesis In deutscher Sprache. pages.

Paperback. Condizione: Brand New. 104 pages. 5.83x0.25x8.27 inches. In Stock. This item is printed on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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 100 pp. Englisch.…

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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 100 pp. Englisch.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Master's Thesis from the year 2008 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 6.0 , University of Lausanne, 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 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 pricingBooks on Demand GmbH, Überseering 33, 22297 Hamburg 100 pp. Englisch.…

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Inhaltlich unveränderte Neuauflage. Die ständig steigende Lebenserwartung und das Älterwerden 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. 72 pp. Deutsch.…

Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Inhaltlich unveränderte Neuauflage. Die ständig steigende Lebenserwartung und das Älterwerden 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.…

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Giger FlorianNachdem Florian Giger den B.A. HSG in Volkswirtschaft abschloss, hat er verschiedenene berufliche Erfahrungen im Banking und bei Beratungen gemacht.Inhaltlich unveraenderte Neuauflage. Die staendig steigende Lebenserw.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Inhaltlich unveränderte Neuauflage. Die ständig steigende Lebenserwartung und das Älterwerden 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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 72 pp. Deutsch.…

Taschenbuch. Condizione: Neu. Demographische Entwicklung und Altersvorsorge | Ein optimales Finanzierungssystem | Florian Giger | Taschenbuch | 72 S. | Deutsch | 2012 | AV Akademikerverlag | EAN 9783639425543 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu Print on Demand.…