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Efficient Barrier Option Greeks using Automatic Differentation

K¨anslighetsanalys av barri¨aroptioner med algoritmisk derivering F¨or att f˚a ut optionspris och derivator p˚a priset med avseende p˚a tex r¨anta och volatilitet, utf¨ors vanligtvis ett antal simuleringar varp˚a ett medelv¨arde r¨aknas ut. D¨arefter r¨aknas derivatorna ut med en finit differensmetod. F¨or att erh˚alla tillf¨orlitliga resultat med denna metod kr¨avs ett stort antal simuleringar viAutomatic Differentiation (AD) is an effective method for calculation of derivatives. It can evaluate an unlimited number of derivatives to a fixed cost relative to the computing time of the original function. The AD technique is used in many fields for large and complex calculations in order to get accurate values of derivatives fast. Banks and other financial institutions handle calculations of

Multicriteria Evaluation in Real Estate Land-use Suitability Analysis: The case of Volos, Greece

The integration of Geographic Information Systems (GIS) into real estate analysis has long been considered an interesting interdisciplinary pursuit, but has yet to become mainstream. Despite the increasing academic focus over the last twenty years, this endeavour has mostly been approached from the scientific side of Geography. Inversely, such focus from the real estate sector remains marginal. No

PUBLIC PERCEPTIONS ABOUT NATO BRAND: THE CASE OF GREEK GENERATION Z

During the 21st century, public diplomacy and branding received a new angle and application closely related with the meaning of securitization. Even though the importance of this meaning, researchers nowadays notice a research gap considering the three above-mentioned fields. NATO, as a popular security brand, represents an under-researched sui generis organization that gets involved with securiti

Use of Satellite Remote Sensing for Detecting Archaeological Features: An Example from Ancient Corinth, Greece

During the last few decades, satellite remote sensing has proven to be an important non-invasive method for archaeological research in order to detect ancient sites and manage existing ones. Archaeologists have tried in the recent past to embed Geographic Information Systems (GIS) and image processing techniques in their research as non-destructive approaches, which can allow a wider perception o

Approaches to the design of refugee camps : An empirical study in Kenya, Ethiopia, Greece, and Turkey

Purpose: An unprecedented scale of human migration has lead humanitarians to view camps as long-term settlements rather than temporary holding facilities. The purpose of this paper is to increase the understanding of and identify challenges with this proposed new approach to camp design. Design/methodology/approach: Based on the camp design literature, the authors developed an interview guide and