Relevant bibliographies by topics / Processal i Financer

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Processal i Financer'

Author: Grafiati
Published: 4 June 2021
Last updated: 2 February 2022

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Journal articles on the topic "Processal i Financer"

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Brettas, Tatiana. "A via “não clássica” do capital financeiro no Brasil." Serviço Social em Revista 23, no. 2 (December 11, 2020): 570. http://dx.doi.org/10.5433/1679-4842.2020v23n2p570.

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O capital financeiro internacional atua no país há mais de um século. Entretanto, a reflexão sobre como se processa a particularidade de sua constituição no Brasil é importante para pensar sobre a trajetória do capitalismo dependente no país. O objetivo deste artigo é analisar a participação do Estado na constituição endógena do capital financeiro no Brasil. Foi realizado um resgate das mudanças vividas: 1) nos anos 1960, quando se consolida o capitalismo monopolista no país; 2) dos anos 1990 até o momento, com destaque para a liberalização financeira, as privatizações e o reposicionamento do Estado. É apenas nos governos do PT que se estabelecerá uma relação orgânica e endógena entre o capital industrial e as instituições financeiras. Ao aprofundar as bases do capitalismo dependente no Brasil, aprofundou-se também a dependência.
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Malan, Diogo. "Notas sobre a investigação e prova da criminalidade econômico-financeira organizada." Revista Brasileira de Direito Processual Penal 2, no. 1 (September 2, 2016): 213. http://dx.doi.org/10.22197/rbdpp.v2i1.22.

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O presente estudo almeja analisar aspectos da investigação preliminar e da instrução processual no campo da chamada criminalidade econômico-financeira organizada, especialmente a partir do novo regramento introduzido pela Lei 12.850/13. Assim, questionar-se-á a existência de peculiaridades do Direito Processual Penal aplicado à criminalidade econômico-financeira organizada, não só nos planos dogmático, legislativo e normativo, como também na própria dinâmica das práticas e procedimentos persecutórios adotados pelo sistema de administração da justiça criminal.
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Kusugal, Dr Pallavi S. "Micro Finance in India: Process and its Progress." Indian Journal of Applied Research 4, no. 3 (October 1, 2011): 92–93. http://dx.doi.org/10.15373/2249555x/mar2014/29.

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Bianchi, Sergio, and Augusto Pianese. "Multifractional processes in finance." Risk and Decision Analysis 5, no. 1 (2014): 1–22. http://dx.doi.org/10.3233/rda-130097.

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Madan, Dilip B. "Stochastic Processes in Finance." Annual Review of Financial Economics 2, no. 1 (December 2010): 277–314. http://dx.doi.org/10.1146/annurev.financial.050808.114506.

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Bacry, Emmanuel, Iacopo Mastromatteo, and Jean-François Muzy. "Hawkes Processes in Finance." Market Microstructure and Liquidity 01, no. 01 (June 2015): 1550005. http://dx.doi.org/10.1142/s2382626615500057.

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In this paper we propose an overview of the recent academic literature devoted to the applications of Hawkes processes in finance. Hawkes processes constitute a particular class of multivariate point processes that has become very popular in empirical high-frequency finance this last decade. After a reminder of the main definitions and properties that characterize Hawkes processes, we review their main empirical applications to address many different problems in high-frequency finance. Because of their great flexibility and versatility, we show that they have been successfully involved in issues as diverse as estimating the volatility at the level of transaction data, estimating the market stability, accounting for systemic risk contagion, devising optimal execution strategies or capturing the dynamics of the full order book.
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Stojić, Dragan, Nedeljko Babić, and Nina Petković. "Application of Markov processes in finance." Civitas 9, no. 2 (2019): 13–41. http://dx.doi.org/10.5937/civitas1902013s.

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Lopes, Albino. "O desafio do desenvolvimento local sustentável na era da gestão das competências." Gestão e Desenvolvimento, no. 23 (January 1, 2015): 3–23. http://dx.doi.org/10.7559/gestaoedesenvolvimento.2015.269.

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A globalização tem-se processado sob os auspícios de uma conjugação de fatores desencadeados pela abertura comercial, pela criação de um mercado financeiro internacional, pelas potencialidades das novas tecnologias da informação e da comunicação e, ainda, de uma ação política coordenada pelas grandes economias mundiais (G8 e G 20), sem que desta coordenação tenha resultado, aos olhos da opinião pública, uma diminuição substancial da injustiça social e um melhor controlo de 4 grandes crises: a económica, a financeira, a social e a ecológica. O caminho da interdependência global parece, entretanto, sem retorno. Aponta-se, neste texto, a necessidade da ação cidadã dos atores sociais no sentido de conjugar a atividade económica e social (multilateral e estatal) com uma nova governação dos territórios locais, potenciando os recursos humanos e combatendo a exclusão com base na gestão de organizações produtivas adaptadas ao trabalho em redes, sob a liderança de agências vocacionadas para a emergência de uma cultura de projeto, integradora das diferenças.
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Guerra, Romulo Sérgio de Carvalho. "A EXPERIÊNCIA DO LEILÃO ELETRÔNICO NO BRASIL: REFLEXÕES POSSÍVEIS FRENTE AO NOVO CORONAVÍRUS." Revista Brasileira de Direito Civil em Perspectiva 6, no. 1 (August 17, 2020): 39. http://dx.doi.org/10.26668/indexlawjournals/2526-0243/2020.v6i1.6444.

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Este estudo tem por objetivo discutir o leilão eletrônico e suas contribuições ante o isolamento social imposto pelo novo coronavírus. Pensado nesse reflexo social, percebeu-se alternativas viáveis à comunidade jurídica tendo por base o leilão eletrônico, cujo alcance e resolutividade supera o leilão presencial. No leilão eletrônico o patrimônio dos executados é protegido de depreciação financeira, garante-se o princípio da celeridade processual e mostra-se como importante ferramenta no isolamento social. Constitui uma forma segura de expropriação judicial com transparência, rapidez na almoeda de bens e maior arrecadação financeira. A pesquisa possui abordagem qualitativa, método exploratório e revisão bibliográfica.
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Tzeng, Larry, Volker Schmidt, Hanspeter Schmidli, Josef Teugels, and Tomasz Rolski. "Stochastic Processes for Insurance and Finance." Journal of Risk and Insurance 68, no. 1 (March 2001): 212. http://dx.doi.org/10.2307/2678139.

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Dissertations / Theses on the topic "Processal i Financer"

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Altamirano, Alejandro Claudio. "Responsabilidad tributaria de los administradores de los entes colectivos desde la perspectiva del actuar en lugar de otro." Doctoral thesis, Universitat Rovira i Virgili, 2009. http://hdl.handle.net/10803/8760.

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Serrano, Francisco de Castilho Monteiro Gil. "Fractional processes: an application to finance." Master's thesis, Instituto Superior de Economia e Gestão, 2016. http://hdl.handle.net/10400.5/13002.

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Mestrado em Matemática Financeira
Neste trabalho é apresentada uma extensa descrição matemática, orientada para a modelação financeira, de três principais processos fracionários: o processo Browniano fracionário e os dois processos de Lévy fracionários. Mostram-se como estes processos podem ser originados. É explorado o conceito de auto-semelhança e apresentamos algumas noções de cálculo fracionário. Também é discutido o lugar destes processos no problema de encontrar o preço de derivados financeiros e apresentamos uma nova abordagem para a simulação do processo de Lévy fracionário que permite um método Monte Carlo para encontrar o preço de derivados financeiros.
In this work it is presented an extensive mathematical description oriented to financial modelling based on three main fractional processes: the fractional Brownian motion and both fractional Lévy processes. It is shown how these processes were originated. The concept of self-similarity is explored and we present some notions of fractional calculus. It is discussed the opportunity of these processes in pricing financial derivatives and we present a new approach for simulation of the fractional Lévy process, which allows a Monte Carlo method for pricing financial derivatives.
info:eu-repo/semantics/publishedVersion
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Amraoui, Mohamed. "Le marché financier sous la dynamique de la volatilité stochastique." Paris 2, 2008. http://www.theses.fr/2008PA020031.

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Le caractère erratique de la volatilité des rentabilités boursières constitue un enjeu important qui mène les analystes à chercher la modélisation qui se rapproche le plus possible de la réalité des marchés financiers. Cette thèse de doctorat naît de la volonté d'adresser, à partir d'une analyse comparative des modèles à volatilité stochastique, une réponse aux problématiques liées à la prévision de la volatilité et au pricing des options européennes. Nos études empiriques visant à mesurer le pouvoir prédictif de la volatilité des indices boursiers sont basées sur les modèles à volatilité stochastique en temps discret de type GARCH. Dans cette classe des processus de diffusion, nous choisissons de tester la pertinence des modèles de Duan (1995) et de Heston & Nandi (2000) pour l'évaluation des options. Par ailleurs, les modèles à volatilité stochastique en temps continu, ont permis de refléter au plus près l'activité en temps réel des marchés financiers. En effet, la recherche s'est orientée vers des modélisations reproduisant les fortes variations des rendements financiers, tel qu'un crash boursier. Nous nous appuyons ainsi sur les trois modèles, à savoir le modèle à volatilité stochastique (Heston (1993), le modèle de diffusion qui introduit une composante des sauts dans les rendements du support (Bates (1996) et le modèle de diffusion qui introduit des sauts dans les rendements et dans la volatilité du sous-jacent (Duffie, Pan & Singleton (2000). Cependant, la volatilité et les sauts qui interviennent dans ces modèles présentent une structure latente qui constitue une source de difficulté dans leur estimation. La méthode de Monte Carlo par Chaînes de Markov (MCMC) nous a paru être la plus adaptée, à l'heure actuelle, pour résoudre ce genre de problèmes. Cette méthode bayésienne représente l'outil de base de notre étude empirique afin de discerner les faits stylisés des rendements des indices boursiers à l'aide des modèles à volatilité stochastique en temps continu. Dans le domaine de valorisation d'options, nous évaluons, à partir du modèle SVCJ de Duffie, Pan & Singleton (2000), l'impact de la composante des sauts dans la volatilité des rendements du sous-jacent sur les premiums des options d'achat européennes négociés sur le CBOE. Une extension du modèle SVCJ où le taux d'intérêt devient stochastique est proposée dans cette thèse afin d'améliorer les résultats d'évaluation d'options européennes de longues maturités.
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Duffie, D., D. Filipovic, and Walter Schachermayer. "Affine processes and applications in finance." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/798/1/document.pdf.

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We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuous-state branching processes with immigration and Ornstein-Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications for regular affine processes. (author's abstract)
Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Ndongo, Cheikh Bécaye. "Processus aléatoires et applications en finance." Thèse, Université du Québec à Trois-Rivières, 2012. http://depot-e.uqtr.ca/5206/1/030328240.pdf.

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Vu, Thanh Nam. "Contrôle stochastique appliqué à la finance." Paris 9, 2011. http://basepub.dauphine.fr/xmlui/handle/123456789/8008.

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Dans la littérature, un problème de cible stochastique est souvent étudié en utilisant des arguments de dualité qui permet de se ramener à un problème écrit sous une forme standard de contrôle stochastique, voir par exemple Cvitani´c et Karatzas (1993), Föllmer et Kramkov (1997), et, Karatzas et Shreve (1997). Cependant, cette approche ne requiert pas seulement la preuve d’une formulation duale, mais aussi ne s’appliquent qu’aux dynamiques linéaires. Afin d’éviter ces difficultés, on se base sur les étapes introduites par Soner et Touzi (2002), qui ont proposé un nouveau principe de la programmation dynamique, appelé géométrique. Cela ouvre les portes pour un nombre vaste d’applications, notamment pour le contrôle des risques en finance et assurance. Dans un cadre markovien, il permet de dériver les équations aux dérivées partielles associées au problème de cible stochastique de la manière plus directe,à l’exception de la formulation standard de dualité. L’objectif principal de cette thèse est d’étendre leurs résultats à des applications importantes dans le contrôle des risques en finance et en assurance. En particulier, dans la première partie, nous proposons une extension du principe de la programmation dynamique géométrique, qui est associée à une option barrière de type américain avec contraintes. Les différences principales proviennent du fait que nous n’imposons pas l’hypothèse de non-dégénérescence sur les coefficients des actifs financiers sousjacents. Cette hypothèse apparaissent dans les marchés financiers complets et est aussi nécessaire à la formulation de dualité. Nous prenons cette occasion pour expliquer comment ce problème peut être traité et être transposé à l’option américaine sans barrière. Nous étudions également une classe de problèmes de cible stochastique avec multiples contraintes au sens de la probabilité dans la deuxième partie. En pratique, cet ensemble de contraintes doit être considéré comme une description sommaire d’une distribution ciblée de P&L. Ceci caractérise le prix de sur-réplication sur une forme de P&L comme une unique solution de viscosité d’une équation aux dérivées partielles. Dans cette thèse, on étudie des telles équations dans le cadre de marchés complets pour deux cas suivants. Au premier cas, le montant d’argent investi dans les actifs risqués est nonborné, voir l’exemple d’une option d’achat dans le modèle de Black-Scholes dans Föllmer and Leukert (1999). Au second cas, les stratégies financières appartient à l’ensemble de processus progressivement mesurable prenant des valeurs dans un sous-ensemble compact U. Finalement, nous considérons une version faible du principe classique de la programmation dynamique introduite par Bouchard et Touzi (2009) et l’appliquons à une nouvelle classe de problèmes de contrôle stochastique associées à des diffusions mixtes. En laquelle le processus contrôlé est défini comme la solution d’une équation différentielle stochastique, qui est rejetée à la frontière d’un domaine borné O. La direction de réflexion obique est contrôlée par un processus prévisible qui peut avoir des sauts
This PhD dissertation presents three independent research topics in the field of stochastic target and optimal control problems with applications to financial mathematics. In a first part, we provide a PDE characterization of the super hedging price of an American option of barrier types in a Markovian model of financial market. This extends to the American case a recent works of Bouchard and Bentahar (2006), who considered European barrier options, and Karatzas and Wang (2000), who discussed the case of perpetual American barrier options in a Black and Scholes type model. Contrary to their result, we do not use the usual dual formulation, which allows to reduce to a standard control problem, but instead prove and appeal to an American version of the geometric dynamic programming principle for stochastic targets of Soner and Touzi (2002). This allows us to avoid the non-degeneracy assumption on the volatility coefficients, and therefore extends their results to possibly degenerate cases which typically appear when the market is not complete. As a by-product, we provide an extension to the case of American type targets, which is of own interest. In the second part, within a Brownian diffusion Markovian framework, we provide a direct PDE characterization of the minimal initial endowment required so that the terminal wealth of a financial agent (possibly diminished by the pay off of a random claim) can match a set of constraints in probability. Such constraints should be interpreted as a rough description of a targeted profit and loss (P&L) distribution. This allows to give a price to options under a P&L constraint, or to provide a description of the discrete P&L profiles that can be achieved given an initial capital. This approach provides an alternative to the standard utility indifference (or marginal) pricing rules which is better adapted to market practices. From the mathematical point of view, this is an extension of the stochastic target problem under controlled loss, studied in Bouchard, Elie and Touzi (2008), to the case of multiple constraints. Although the associated Hamilton-Jacobi-Bellman operator is fully discontinuous, and the terminal condition is irregular, we are able to construct a numerical scheme that converges at any continuity points of the pricing function. The last part of this thesis is concerned with the extension of the optimal control of direction of reflection problem introduced in Bouchard (2007) to the jump diffusion case. In a Brownian diffusion framework with jumps, the controlled process is defined as the solution of a stochastic differential equation reflected at the boundary of a domain along oblique directions of reflection which are controlled by a predictable process which may have jumps. We also provide a version of the weak dynamic programming principle of Bouchard and Touzi (2009) adapted to our context and which is sufficient to provide a viscosity characterization of the associated value function without requiring the usual heavy measurable selection arguments nor the a-priori continuity of the value function
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Javaheri, Alireza. "Le processus de la volatilité." Phd thesis, Paris, ENMP, 2004. http://www.theses.fr/2004ENMP1250.

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Il est bien connu que l’hypothèse d’une volatilité constante pour le rendement des prix d’actions est insuffisante. En effet le cadre traditionnel de Samuelson-Black-Scholes ne pourrait pas expliquer l’asymétrie de la distribution ou sa leptokurticité. Plusieurs théories ont été proposées pour expliquer ces phénomènes, mais elles pourraient toutes être considérées comme faisant partie de la théorie de la volatilité stochastique. Ces modèles incluent Heston, GARCH, Variance-Gamma et utilisent des mouvements Browniens ainsi que des sauts de Poisson ou Lévy. Une des difficultés principales de la volatilité est qu’elle n’est pas directement observable. Par conséquent, pour estimer les paramètres du modèle, on a besoin du filtrage non-linéaire. On pourrait également utiliser des méthodes Bayesiennes comme les Chaînes de Markov Monte-Carlo. Cette thèse est centrée sur les filtrages non-Gaussiens de même que sur la comparaison des distributions obtenues dans le monde réel avec celles obtenues dans le cadre risque-neutre
It is widely accepted today that an assumption of a constant standard-deviation for the stock-return is not realistic. Indeed the traditional Samuelson-Black-Scholes framework of a lognormal distribution fails to explain the existence of leptokurticity (fat tails) as well as the asymmetry (negative skew) observed in the stock-return distribution. Many different theories have been recently suggested to deal with this phenomenon, but they could all be classified under the title of Stochastic Volatility (SV). Popular SV models include GARCH, Jump-Diffusion, Heston and the Variance-Gamma models. Most of them use either Gaussian innovations with Poisson jumps or other Levy distributions such as Gamma or Ornstein-Uhlenbeck. One of the main difficulties while working with an SV model is that the actual instantaneous volatility is not observable in the market and therefore needs to be modeled as a hidden state. This means that in order to calibrate a model to the stock market, one needs to use a usually nonlinear and/ or non-Gaussian Filter. An alternative would be to use a Bayesian Markov-Chain Monte-Carlo approach. This calibration will then provide us with an estimation of the statistical (or real-world) distribution of the stock-return. This thesis focuses on Nonlinear and Non-Gaussian Filtering as well as the comparison between the Statistical and Risk-Neutral distributions
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Huehne, Florian. "Levy processes and chaos expansions in finance." Thesis, University of Oxford, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.531826.

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Peltier, Romain François. "Processus stochastiques fractals avec applications en finance." Paris 6, 1998. http://www.theses.fr/1998PA066279.

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Le mouvement brownien fractionnaire de parametre h est largement utilise pour construire des modeles decrivant des phenomenes varies a longue memoire, en particulier dans le domaine de l'analyse des series chronologiques financieres. Cependant, pour que cette approche puisse etre tres utile il est necessaire d'estimer fiablement l'exposant h. Dans le cas du mouvement brownien fractionnaire standard, nous introduisons ici un nouvel estimateur de ce parametre et montrons qu'il est fortement consistant. Cette methode est specialement bien adaptee pour des donnees financieres. De plus, nous donnons la vitesse de convergence, des intervalles de confiance asymptotiques et proposons un test d'adequation a ce modele associe a notre estimateur. Les simulations montrent que notre methode est meilleure que celles existantes dans la litterature par la suite, nous generalisons la definition du mouvement brownien fractionnaire de parametre h au cas ou h n'est plus une constante mais une fonction de l'index de temps du processus. Cela nous permet de modeliser des processus continus non stationnaires, et nous montrons que h(t) et 2 - h(t) sont en effet respectivement l'exposant de holder et les dimensions de boites et d'hausdorff locales au point t. Enfin, nous proposons une methode de simulation et une procedure d'estimation de h(t) pour notre modele.
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Kateregga, Michael. "Stable processes: theory and applications in finance." Doctoral thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/27069.

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This thesis is a study on stable distributions and some of their applications in understanding financial markets. Three broad problems are explored: First, we study a parameter and density estimation problem for stable distributions using commodity market data. We investigate and compare the accuracy of the quantile, logarithmic, maximum likelihood (ML) and empirical characteristic function (ECF) methods. It turns out that the ECF is the most recommendable method, challenging literature that instead suggests the ML. Secondly, we develop an affine theory for subordinated random processes and apply the results to pricing commodity futures in markets where the spot price includes jumps. The jumps are introduced by subordinating Brownian motion in the spot model by an α-stable process, α ε (0; 1] which leads to a new pricing approach for models with latent variables. The third problem is the pricing of general derivatives and risk management based on Malliavin calculus. We derive a Bismut-Elworthy-Li (BEL) representation formula for computing financial Greeks under the framework of subordinated Brownian motion by an inverse α-stable process with α ε (0; 1]. This subordination by an inverse α-stable process allows zero returns in the model rendering it fit for illiquid emerging markets. In addition, we demonstrate that the model is best suited for pricing derivatives with irregular payoff functions compared to the traditional Euler methods.
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Books on the topic "Processal i Financer"

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Chung, Kai Lai. Elementary probability theory: With stochastic processes and an introduction to mathematical finance. 4th ed. New York: Springer, 2003.

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British Columbia. Budget Process Review Panel. Credibility, transparency & accountability: Improving the B.C. budget process. [Victoria, B.C.]: Budget Process Review Panel, 1999.

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Jiro, Akahori, Ogawa Shigeyoshi, and Watanabe Shinzo 1935-, eds. Stochastic processes and applications to mathematical finance: Proceedings of the 5th Ritsumeikan International Symposium, Ritsumeikan University, Japan, 3-6 March 2005. Singapore: World Scientific, 2006.

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Stochastic processes with applications to finance. Boca Raton, Fla: Chapman & Hall/CRC, 2003.

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Paul, Wolfgang. Stochastic processes: From physics to finance. Berlin: Springer, 1999.

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Rolski, Tomasz, Hanspeter Schmidli, Volker Schmidt, and Jozef Teugels, eds. Stochastic Processes for Insurance & Finance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 1999. http://dx.doi.org/10.1002/9780470317044.

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Stochastic processes in science, engineering, and finance. Boca Raton: Taylor & Francis, 2006.

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Elliott, Robert J., and Rogemar S. Mamon. Hidden Markov models in finance. New York: Springer, 2011.

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Alcio Manoel de Sousa Figueiredo. Prática processual no sistema financeiro da habitação. Curitiba: Juruá Editora, 2001.

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Ulrich, Rieder, and SpringerLink (Online service), eds. Markov Decision Processes with Applications to Finance. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.

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Book chapters on the topic "Processal i Financer"

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Durrett, Richard. "Mathematical Finance." In Essentials of Stochastic Processes, 223–50. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-45614-0_6.

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Durrett, Richard. "Mathematical Finance." In Essentials of Stochastic Processes, 209–39. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-3615-7_6.

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Eberlein, Ernst, and Jan Kallsen. "Lévy Processes." In Springer Finance, 97–169. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26106-1_2.

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Eberlein, Ernst, and Jan Kallsen. "Markov Processes." In Springer Finance, 299–336. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26106-1_5.

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Zumbach, Gilles. "ARCH Processes." In Springer Finance, 85–128. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31742-2_7.

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Gulisashvili, Archil. "Volatility Processes." In Springer Finance, 1–36. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-31214-4_1.

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Huang, Chi-Fu. "Continuous-time Stochastic Processes." In Finance, 110–18. London: Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-20213-3_11.

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Zumbach, Gilles. "Process Overview." In Springer Finance, 57–67. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31742-2_5.

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Hilber, Norbert, Oleg Reichmann, Christoph Schwab, and Christoph Winter. "Multidimensional Feller Processes." In Springer Finance, 247–67. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35401-4_16.

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Zumbach, Gilles. "Multivariate ARCH Processes." In Springer Finance, 273–94. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31742-2_18.

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Conference papers on the topic "Processal i Financer"

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Demme, David C. "Establishing Project Feasibility for Emerging Technology Projects: An Independent Engineer’s Perspective." In 19th Annual North American Waste-to-Energy Conference. ASMEDC, 2011. http://dx.doi.org/10.1115/nawtec19-5423.

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Technology suppliers, waste system managers and project developers across North America are endeavoring to find and implement new approaches to converting the energy in waste to electricity or alternate fuels. These entities, as well as potential financiers and communities that might benefit from these emerging technologies, often retain an independent engineer to assist in establishing the status and risks of the technology itself or the feasibility a specific project that has been proposed. Although independent engineering assessments are a well-established element of the non-recourse finance process, individuals and organizations new to the development process are often unfamiliar with the usefulness and content of these assessments. In the context of emerging technology-based projects, this paper will provide an overview of the role of an independent engineer in the development process, explain the typical assessment process, and discuss the content of a typical independent engineering report (“IE Report”).
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Ivanova, Oksana Evgenevna, and Natalia Valentinovna Parkhomenko. "Role of Municipal Finances in Modern Economy." In All-Russian scientific and practical conference with international participation. Publishing house Sreda, 2021. http://dx.doi.org/10.31483/r-97506.

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Currently, Russia is undergoing transformational processes that require a revision of the understanding of the nature and role of municipal Finance in the modern economy. The article presents the definitional certainty of the category "municipal Finance", scientific approaches to the structure and composition of municipal Finance, sources of financial resources of the municipality, as well as elements of municipal Finance. It is concluded that the role of municipal Finance in the modern economy is predetermined by the challenges associated with economic instability, budget deficit, on the other hand, the prerequisites for revising the current approach associated with expanding the understanding of the role of the population, local self-government bodies in the process of economic development of territories
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Yamazaki, Kazutoshi. "Cash Management and Control Band Policies for Spectrally One-sided Lévy Processes." In TMU Finance Workshop 2014. WORLD SCIENTIFIC, 2016. http://dx.doi.org/10.1142/9789814730778_0009.

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Мусаев, Л. А., and М. Х. Газалапова. "METHODS AND INSTRUMENTS OF STATE REGULATION OF FINANCE." In «АКТУАЛЬНЫЕ ВОПРОСЫ СОВРЕМЕННОЙ НАУКИ: ТЕОРИЯ, ТЕХНОЛОГИЯ, МЕТОДОЛОГИЯ И ПРАКТИКА». Международная научно-практическая онлайн-конференция, приуроченная к 60-ти летию член-корреспондента Академии наук ЧР, доктора технических наук, профессора Сайд-Альви Юсуповича Муртазаева. Crossref, 2021. http://dx.doi.org/10.34708/gstou.conf..2021.23.96.047.

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При помощи финансов государство может осуществлять не только регулирование воспроизводственного процесса как в производимой хозяйствующими субъектами продукции, но также осуществлять обеспечение финансирования потребностей расширенного воспроизводства. В связи с чем, одной из главных целей государственного регулирования финансов предприятий является насколько эффективно происходит их распределение и перераспределение. В данной статье рассматриваются методы и формы финансового регулирования, а также применяемые инструменты такого регулирования. Но, как показала практика, традиционные методы и инструменты финансового регулирования не способны коренным образом изменить ситуацию с финансами организаций, которые нуждаются в помощи от государства. Однако возможности последнего ограничены, необходим поиск новых способов финансовой поддержки хозяйствующих субъектов. В качестве способа увеличения прибыли хозяйствующих субъектов предлагается сокращение дополнительных звеньев в создании цепочки добавленной стоимости на энергоносители, что должно привести к снижению цены на них. With the help of finance, the state can not only regulate the reproduction process as in the products produced by economic entities, but also provide financing for the needs of expanded reproduction. In this connection, one of the main goals of state regulation of enterprise finances is how effectively they are distributed and redistributed. This article examines the methods and forms of financial regulation, as well as the applied instruments of such regulation. But, as practice has shown, traditional methods and instruments of financial regulation are not able to radically change the situation with the finances of organizations that need assistance from the state. However, the possibilities of the latter are limited, it is necessary to search for new ways of financial support for business entities. As a way to increase the profits of business entities, it is proposed to reduce additional links in the creation of a chain of added value for energy carriers, which should lead to a decrease in their prices.
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Benth, Fred Espen, and Sara Ana Solanilla Blanco. "Forward Prices in Markets Driven by Continuous-time Autoregressive Processes." In International Workshop on Finance 2012. WORLD SCIENTIFIC, 2014. http://dx.doi.org/10.1142/9789814571647_0001.

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Kaftandzieva, Tamara, and Violeta Cvetkoska. "HOW YOUNG POPULATION MAKES PERSONAL FINANCE DECISIONS? EVIDENCE FROM NORTH MACEDONIA." In The International Symposium on the Analytic Hierarchy Process. Creative Decisions Foundation, 2020. http://dx.doi.org/10.13033/isahp.y2020.039.

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TRETIAK, Diana, and Nataliia MIEDVIEDKOVA. "RISK MANAGEMENT IN PUBLIC FINANCE SYSTEM OF UKRAINE UNDER GLOBAL CHALLENGES." In International Scientific Conference „Contemporary Issues in Business, Management and Economics Engineering". Vilnius Gediminas Technical University, 2021. http://dx.doi.org/10.3846/cibmee.2021.622.

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Purpose – to analyze the current state of risk management in Public Finance System of Ukraine and prefer recommendations for its improvement. Research methodology – the structural-functional method (for revealing the influence mechanism of public finance risks on main indicators of Public Finance System), the comparison method (for comparing the main indicators of Public Finance System between Ukraine and other countries). Findings – recommendations for reducing of public finance risks will provide the budget with reliable sources of in-comes, optimize the structure of government spending, and improve the budget process in order to create conditions for enhancing the quality and efficiency of budget decisions. Research limitations – some risks are only of a qualitative nature and cannot be measured to analyze the impact of risks on the main indicators of Public Finance System. Practical implications – improvement of a risk-oriented method in Public Finance System under global challenges is an effective method of developing the existing Public Finance Management in Ukraine. Originality/Value – risk management in Public Finance system under global challenges is a new stage of comprehen-sive relations which opens the way for further progressive reforms. A great importance is to use the experience of risk management measures gained by EU states, but also taking into account the peculiarities of socio-economic situation in Ukraine.
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Xie, Dan. "Discuss about Finance Process Reengineering in the information age." In 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC). IEEE, 2011. http://dx.doi.org/10.1109/aimsec.2011.6011036.

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Bakreski, Oliver, Sergej Cvetkovski, and Leta Bardjieva Miovska. "PLANNING AND BUDGETING PROCESS IN THE SECURITY SECTOR OF THE REPUBLIC OF NORTH MACEDONIA." In 15th Economics & Finance Conference, Prague. International Institute of Social and Economic Sciences, 2021. http://dx.doi.org/10.20472/efc.2021.015.002.

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Wajszczuk, Karol. "VERIFICATION OF AN INNOVATIVE LOGISTICS-BASED COSTING MODEL FOR AGRICULTURAL ENTERPRISES IN A PROCESS APPROACH." In 10th Economics & Finance Conference, Rome. International Institute of Social and Economic Sciences, 2018. http://dx.doi.org/10.20472/efc.2018.010.038.

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Reports on the topic "Processal i Financer"

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Duffie, D., D. Filipovic, and W. Schachermayer. Affine Processes and Application in Finance. Cambridge, MA: National Bureau of Economic Research, September 2002. http://dx.doi.org/10.3386/t0281.

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Almeida, Juliana, and Rossemary Yurivilca. 2020 IDB Climate Finance. Inter-American Development Bank, April 2021. http://dx.doi.org/10.18235/0003253.

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Under the current IDBG Corporate Results Framework (CRF) 2020-2023 (https://crf.iadb.org/en), the IDB committed to reach 30% of the total amount approved (including all lending operations) of climate finance during this period. In 2020, the IDB Group - composed of the IDB, IDB Lab (formerly the Multilateral Investment Fund) and IDB Invest - approved US$3.9 billion in climate finance as per the MDB climate finance tracking methodology. This resource is aimed at development activities carried out by the public and private sectors that reduce greenhouse gas (GHG) emissions and thus mitigate climate change, and/or that reduce vulnerability to climate change and contribute to an adaptation process. This amount represented 19.5% of the IDB Groups total approved amount for 2020. The IDB only climate finance in 2020 was 15%, equivalent to US$ 2 billion. If the COVID-19 related investments are excluded, the IDB climate finance reached 30%. Changes in demand from countries to respond to the pandemic affected the overall climate finance results by shifting the priority to social and fiscal sectors and to projects that could provide faster liquidity.
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Chen, Hui, and Scott Joslin. Generalized Transform Analysis of Affine Processes and Applications in Finance. Cambridge, MA: National Bureau of Economic Research, March 2011. http://dx.doi.org/10.3386/w16906.

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Das, Sanjiv Ranjan, and Rangarajan Sundaram. Taming the Skew: Higher-Order Moments in Modeling Asset Price Processes in Finance. Cambridge, MA: National Bureau of Economic Research, March 1997. http://dx.doi.org/10.3386/w5976.

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Bolton, Laura. Transition to Federal Health and Education Governance. Institute of Development Studies (IDS), June 2021. http://dx.doi.org/10.19088/k4d.2021.096.

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This report looks at transition from central to federal responsibilities for health and education in Nepal and Indonesia. Federalism is a complex process and it was outside of the scope of this review to investigate the extent to which it has been developed in these countries and the nature of its functioning. Challenges identified in the literature on transition to federalism and decentralisation include ensuring equitable distribution of finances and resources across states, slow transfer of power and lack of coordination between government levels, lack of capacity at local levels and incoherence in capacity building, ensuring continuity of medical supplies and continuity of health services during transition, and training local level health personnel in procurement. This report also notes some recommendation from experience on transition to decentralisation, including the need to put a clear legislative framework, to make a slowly phased transition is needed to allow for changes and adjustments, to consider conditional grants to ensure that health is not de-prioritised in a federal system.
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Fernández-Durán, Cristina, and Elsa Febles Carmona. Mobilité Humaine et Résilience au Sahel : Défis et opportunités. Oxfam, September 2020. http://dx.doi.org/10.21201/2020.6577.

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Oxfam s’est engagé depuis 2016, en partenariat avec des organisations internationales et nationales du Tchad, du Burkina Faso, du Niger, de la Mauritanie et du Mali, dans la mise en oeuvre des projets de renforcement de la résilience dans des zones fragilisées du Sahel financés dans le cadre du Fonds Fiduciaire d’Urgence de l’Union Européenne pour l’Afrique (FFUE). À travers notre expérience et celle des organisations avec lesquelles nous travaillons dans le cadre des projets FFUE, nous avons constaté que les différentes dynamiques de mobilité humaine présentes dans les zones d’intervention avaient des impacts sur les communautés et les projets. C’est ainsi que nous avons entamé un processus d’apprentissage croisé entre les projets FFUE où Oxfam participe afin de mieux comprendre les enjeux entre résilience et mobilité humaine dans le contexte des zones d’intervention dans ces cinq pays du Sahel.
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Gender mainstreaming in local potato seed system in Georgia. International Potato Center, 2020. http://dx.doi.org/10.4160/9789290605645.

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This report presents the study findings associated with the project “Enhancing Rural Livelihoods in Georgia: Introducing Integrated Seed Health Approaches to Local Potato Seed Systems” in Georgia. It also incorporates information from the results of gender training conducted within the framework of the USAID Potato Program in Georgia. The study had three major aims: 1) to understand the gender-related opportunities and constraints impacting the participation of men and women in potato seed systems in Georgia; 2) to test the multistakeholder framework for intervening in root, tuber, and banana (RTB) seed systems as a means to understand the systems themselves and the possibilities of improving gender-related interventions in the potato seed system; and 3) to develop farmers’ leadership skills to facilitate women’s active involvement in project activities. Results of the project assessment identified certain constraints on gender mainstreaming in the potato seed system: a low level of female participation in decision-making processes, women’s limited access to finances that would enable their greater involvement in larger scale potato farming, and a low awareness of potato seed systems and of possible female involvement in associated activities. Significantly, the perception of gender roles and stereotypes differs from region to region in Georgia; this difference is quite pronounced in the target municipalities of Kazbegi, Marneuli, and Akhalkalaki, with the last two having populations of ethnic minorities (Azeri and Armenian, respectively). For example, in Marneuli, although women are actively involved in potato production, they are not considered farmers but mainly as assistants to farmers, who are men. This type of diversity (or lack thereof) results in a different understanding of gender mainstreaming in the potato seed system as well. Based on the training results obtained in three target regions—Akhalkalaki, Akhaltsikhe, and Marneuli—it is evident that women are keen on learning new technologies and on acquiring updated agricultural information, including on potato production. It is also clear that women spend as much time as men do on farming activities such as potato production, particularly in weeding and harvesting. However, women are heavily burdened with domestic work, and they are not major decision-makers with regard to potato variety selection, agricultural investments, and product sales, nor with the inclusion of participants in any training provided. Involving women in project activities will lead to greater efficiency in the potato production environment, as women’s increased knowledge will certainly contribute to an improved production process, and their new ideas will help to improve existing production systems, through which women could also gain confidence and power. As a general recommendation, it is extremely important to develop equitable seed systems that take into consideration, among other factors, social context and the cultural aspects of local communities. Thus, understanding male and female farmers’ knowledge may promote the development of seed systems that are sustainable and responsive to farmers’ needs and capacities.
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