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21.
Carolyn Predmore 《Employee Responsibilities and Rights Journal》2007,19(2):147-151
There are four traditional uses of private personal liability insurance dating from the 1970s to the present (Hayes 1979;
Sommers 2005) which pertain either to individuals or corporations. There is insurance to cover damage to rental cars, umbrella
insurance to cover any injury to a guest at one’s home, insurance bought by corporations to cover potential corporate responsibility
for actions of company representatives and insurance including misadventures with financial information and morally hazardous
behavior as well as corporate required actions which are later deemed to be wrong or inappropriate. Employees need to find
out if the employee manual provides for coverage for legal liabilities resulting out of performing job responsibilities. Due
to a need to reduce company costs, many companies are reducing or eliminating coverage for employees for many types of actions.
Private personal liability insurance gives you the peace of mind to know what you are covered for and for how long. Employee
rights versus corporate budgets are at the core of this discussion. 相似文献
22.
专利权价值评估的进一步探讨 总被引:4,自引:0,他引:4
在对现有专利权价值评估模型进行探讨的同时,又针对专利权的投入与产出均为随机的情况下,根据McDonald和Siegel是否继续生产期权计算公式,提出了修正期权定价法,作为对现有模型的补充。 相似文献
23.
在现代市场经济条件下 ,传统投资决策方法已不适应由于环境的不确定性而产生的动态战略投资管理的需要。本文旨在通过对实物期权思维方式的介绍 ,说明它在企业战略投资决策思考中的应用 相似文献
24.
25.
基于实物期权方法的并购中目标企业价值评估 总被引:3,自引:0,他引:3
本文利用实物期权方法研究并购中目标企业的价值评估模型,认为并购中目标企业的价值不仅包括目标企业自身的价值,还应包括由于并购的实物期权特征和协同效应产生的目标企业相对于并购企业的附加价值。目标企业自身的价值由传统的折现现金流法计算,并通过实物期权理论调整。并购附加价值分别由实物期权理论方法、由改进的折现现金流法和专家打分法计算和分配。 相似文献
26.
任喜文 《广东经济管理学院学报》2003,19(5):57-60
本通过对美国股票期权的发展、特点、作用及会计处理方法的逐一解读,分析了我国企业实行股票期权激励的必要性,并就我国实施股票期权激励机制的环境要求及会计处理方法进行了粗浅探讨。随着各方面配套工作的展开与完善,股票期权制度在我国公司的规范化运作和企业长远发展中,必将散发出巨大的能量和迷人魅力。 相似文献
27.
Various theoretical models show that managerial compensation schemes can reduce the distortionary effects of financial leverage. There is mixed evidence as to whether highly levered firms offer less stock‐based compensation, a common prediction of such models. Both the theoretical and empirical research, however, have overlooked the leverage provided by executive stock options. In principle, adjusting the exercise prices of executive stock options can mitigate the risk incentive effects of financial leverage. We show that the near‐universal practice of setting option exercise prices near the prevailing stock price at the date of grant effectively undoes most of the effects of financial leverage. In a large cross‐sectional sample of Canadian option‐granting firms, we find evidence that executives' incentives to take equity risk are negatively rather than positively related to the leverage of their employers. 相似文献
28.
Frictions, Heterogeneity and Optimality in Mortgage Modeling 总被引:1,自引:0,他引:1
The purpose of this article is to provide a unified framework for incorporating frictions into a theoretical options-pricing model (OPM) for mortgages. This article presents formulation for a frictions-adjustable mortgage model that integrates borrower heterogeneity while simultaneously preserving prepayment and default financial decisions. Our model demonstrates the flexibility of the OPM by simulating separate and concurrent effects of three categories of frictions on the mortgage and mortgage components. Researchers can use our example formulation to determine the effects of specific borrower characteristics on mortgage values without destroying the options theoretic framework. 相似文献
29.
This paper extends existing commodity valuation models to allow for stochastic volatility and simultaneous jumps in the spot
price and spot volatility. Closed-form valuation formulas for forwards, futures, futures options, geometric Asian options
and commodity-linked bonds are obtained using the Heston (1993) and Bakshi and Madan (2000) methodology. Stochastic volatility
and jumps do not affect the futures price at a given point in time. However, numerical examples indicate that they play important roles in
pricing options on futures.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
30.
We analyze the empirical properties of the volatilityimplied in options on the 13-week US Treasury bill rate. These options havenot been studied previously. It is shown that a European style put optionon the interest rate is equivalent to a call option on a zero-coupon bond.We apply the LIBOR market model and conduct a battery of validity tests tocompare three different volatility specifications: contact, affine, and exponentialvolatility. It appears that the additional parameter in the affine and theexponential volatility function is not justified. Overall, the LIBOR marketmodel fares well in describing these options. 相似文献