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147 Resources for

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The BuyCycle Funnel Part I: Mark Sellers, author of "The Funnel Principle," discusses the three elements of the BuyCycle Funnel, a commitment-driven model to replace the traditional sales funnel.; Tags: Video, Sales, Sales Force Management, Sales Strategy, Author, Model; Videos 2008-05-12
IES Case Studies: HVAC Project: The purpose of this case study was to determine the air temperature, particularly relative humidity conditions in the 3 main galleries, to determine the HVAC systems capacity, and response to specific requirements for the gallery, to determine the annual energy consumption of the plant. The model was generated using data...; Tags: HVAC, Model, IES, Construction; Case studies
The Valuation of Credit Default Swap Options: This article develops models for valuing credit default swaps and European credit default swap options. The model for valuing European credit default swap options is very similar to the standard market model for valuing European swap options. Once default probabilities and expected recovery rates have been estimated, it enables traders...; Tags: Volatility, Valuation, Model, University Of Toronto, Option, Investment, Finance; White papers 2002-09-01
Credit Default Swap Calibration and Equity Swap Valuation Under Counterparty Risk With a Tractable Structural Model: Modelling firms default is becoming important, especially in recent times where the market is experiencing a large development in credit derivatives trading. This paper develops a tractable structural model with analytical default probabilities depending on some dynamics parameters, and shows how to calibrate the model using a chosen number of...; Tags: Valuation, Equity, Pricing Strategy, Model, Damiano Brigo, Pricing, Investment, Financial Services, Marketing Research, Strategy, Marketing, Finance, Management; White papers 2004-08-24
The Tension Between Transparency And Veridicality: Computational analysis has dramatically reshaped individual's thought process about society and social processes. Today all issues are addressed using computational models. Within the computational social and organizational sciences, models range from very simple models to the complex detailed models. The paper discusses the difference between the use and belief in...; Tags: Carnegie-Mellon University, Model; White papers 2002-10-01

Sales Models For Many Items Using Attribute Data: Sales models are mainly used to analyze markets with a small number of items, obtained after aggregating to the brand level. In practice, one may require analyses at a more disaggregate level. For such an analysis the number of relevant items in the product category make commonly used sales models...; Tags: Item, Model, Sales Model, Sales Strategy, Sales Force Management, Scanners, Sales, Hardware, Peripherals; White papers 2002-07-04
Measuring The Impact Of Promotions On Brand Switching Under Rational Consumer Behavior: Logit choice models have been used extensively to study consumer choice behavior and promotion response. A common finding is that promotion has a strong effect on brand choice. This paper examines whether brand switching elasticities derived from these models may be over-estimated due to rational consumer adjustment of purchase timing...; Tags: Brand, Social Science Electronic Publishing Inc., Model, IBM Corp., Branding, Marketing; White papers 2002-04-23
Money And Prices In Models Of Bounded Rationality: In this article, one explores the ability of simple monetary models with bounded rationality to account for the joint distribution of money and prices. They impose restrictions on the size of the mistakes agents can make in equilibrium and argue that countries with high inflation are likely to satisfy these...; Tags: Federal Reserve Bank Of Atlanta, Model, Currency & Foreign Exchange, Real Estate, Finance, Business Operations; White papers 2003-10-01
A Structural Empirical Model Of Firm Growth, Learning, And Survival: This paper presents a structural model of firm growth, learning, and survival and considers its identification and estimation. In the model, entrepreneurs have private and possibly error-ridden observations of persistent and transitory shocks to profit. It demonstrates that the model's parameters can be recovered from public observations of sales and...; Tags: Survival, Federal Reserve Bank Of Chicago, Model, Entrepreneurship, Management; White papers 2003-04-01
Bond Pricing with Default Risk: The article put price corporate debt from a structural model of firm default. It is assumed that the capital market brings about efficient firm default when the continuation value of the firm falls below the value it would have after bankruptcy restructuring. This characterization of default makes the model more...; Tags: Bond, Model, Bond Price, Investment, Finance; White papers 2003-09-01
What Has Better Returns And Lower Risk Than U.S. Equities? Managed Futures: The U.S. stock exchanges are clearly the most visible and liquid forms of equity investment around the world. The media has made the stock indices and the companies whose price momentum drives the major exchanges, national and global news. The U.S. capital markets are the envy of the world in...; Tags: U.S., Investment Strategy, Stock, Model, PCT Publishing, MLM, Investment, Financial Services, Finance; White papers 2002-10-01
A Study of Option Pricing Models: Modern option pricing techniques are often considered among the most mathematically complex of all applied areas of finance. Financial analysts have reached the point where they are able to calculate, with alarming accuracy, the value of a stock option. Most of the models and techniques employed by today's analysts are...; Tags: Pricing Strategy, Model, Foster College Of Business Administration, Option Pricing Technique, Pricing, Productivity, Marketing Research, Marketing; White papers 2003-01-01
Can Markov Switching Models Predict Excess Foreign Exchange Returns?: This paper merges the literature on high-frequency technical trading rules with the literature on Markov switching at low frequencies to develop economically useful trading rules. The Markov switching models are very successful, producing out-of-sample excess returns exceeding that of standard technical trading rules. The returns appear to be stable over...; Tags: Foreign-exchange, Model, Federal Reserve Bank Of St. Louis, Currency & Foreign Exchange, Performance Management, Finance, Human Resources, Workforce Management; White papers 2003-10-03
A Simple Model For Pricing Derivative Securities With Equity, Interest-Rate, Default And Liquidity Risk: This article provides a model for pricing securities that may be a function of several different sources of risk, namely, equity, interest-rate, default and liquidity risks. The model is also useful for extracting probabilities of default PDs in a model with equity, interest rate and credit risk. The model is...; Tags: Security, Interest Rate, Equity, Liquidity, Pricing Strategy, Model, Investment, Financial Services, Finance; White papers 2002-06-01
Internal Models-Based Capital Regulation And Bank Risk-Taking Incentives: Advocates for internal model-based capital regulation argue that this approach will reduce costs and remove distortions that they are created by rules-based capital regulations. These claims are examined using a Merton-style model of deposit insurance. Analysis show that internal model-based capital estimates are biased by safety-net generated funding subsidies that...; Tags: Distortion, Bank, IMF, Model, Financial Services, Regulations, Government; White papers 2002-07-01
"True" Stochastic Volatility and a Generalized Class of Affine Models: This article identifies a class of term structure models possessing a generalized affine-structure that significantly extends the class studied by Duffie, Pan, and Singleton (2000). For this class of models, which includes infinite-state-variable and infinite-factor models, closed-form solutions for bond-option prices are obtained. Two special cases are investigated. First, a...; Tags: Volatility, Class, Model, Investment, Leadership, Strategy, Finance, Management; White papers 2000-06-26
A Simple Model for Credit Migration and Spread Curves: This article proposes and examines a simple model for credit migration and spread curves of a single firm both under the real world and the risk neutral measure. This model is a hybrid of a structural and a reduced form model. Default is triggered either by successive down grading of...; Tags: Migration, Model, Default Time; White papers 2003-05-14
Issues Surrounding Multiple Frames of Reference Models for Turbo Compressor Applications: In this study, three different techniques are used to model various configurations of a turbo compressor. They are the Frozen Rotor model, Circumferential Average model, and the Transient Sliding Mesh model. The first two models allow for a steady-state approximation. All three approaches give different results when the models include...; Tags: Dresser-Rand, Model, Productivity; White papers 2002-11-11
Default and Information: The recent string of accounting scandals highlights the need for bond investors to reconsider the informational assumptions underlying traditional models of default. In the models presented in this paper, it is implicitly assumed that the information used to calibrate and run the model is publicly available. In reality, model inputs...; Tags: Accounting, Bond, Model, Investor, Barra, Investment, Operational Accounting, Financial Services, Financial Accounting, Finance; White papers 2003-06-11
Forecasting Default: The paper gives an empirical assessment of I2, a structural credit model based on incomplete information. In this model, investors cannot observe a firm's default barrier. As a consequence, I2 exhibits both the economic appeal of a structural model and the tractable pricing formulae and empirical plausibility of a reduced...; Tags: I2 Technologies Inc., Model, Forecasting, Barra, Pricing, Marketing Research, Marketing; White papers 2004-06-30