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179.687  Articles
1 of 17.970 pages  |  10  records  |  more records»
Early Warning System for banks is used to predict default risk. This research is to test the probability of defaults with the probability of default in the real condition of banks. The probability of default risk is measured by KMV-Merton Model and the pr... see more

The study of the characteristics of risk and return has received great attention. Several studies in finance literature have tested whether default risk influences firms’ stock returns, but the results are often conflicting. Previous research derives vary... see more

The study of the characteristics of risk and return has received great attention. Several studies in finance literature have tested whether default risk influences firms’ stock returns, but the results are often conflicting. Previous research derives vary... see more

This research attempts to use Black-Schole-Merton (BSM) model based on market approach to predict default probability of publishing bank in Indonesia. This is done by using stock prices and financial report. In this effort, this study estimates the neutra... see more

The purpose of this research is to analyze the influence of financial ratios (Return on Equity, Current Ratio, Debt to Equity Ratio, Total Assets Turnover) in predicting the probability of default. The samples in this study were 22 companies. Data was col... see more

A ascendente popularidade da internet prolifera formas de entretenimento, comunicação e trabalho, tais como os portais, que visam difundir informações e fomentar relacionamentos entre stakeholders. Este estudo buscou verificar como a interação tecnológica... see more

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The article covers theoretical aspects of the necessity of information technologies’ introduction and development at the enterprise. There was substantiated the importance of the introduction of modern information technologies and their influence on the e... see more

This paper compares the BM&FBovespa reference option premiums with the Garman-Kohlhagen model, Corrado-Su modified model, Merton's jump-diffusion model, and Black modified model for skewness and kurtosis for pricing dollar options and Ibovespa futures. Th... see more

1 of 17.970 pages  |  10  records  |  more records»