Searched for: subject:"finance"
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Korthals Altes, W.K. (author)
Volgens voorlopige cijfers hebben gemeenten in 2018 een positief resultaat van één en een kwart miljard euro gerealiseerd op grondexploitaties. Dit saldo bestaat voor een kwart miljard euro uit een positief resultaat op investeringen in fysieke bedrijfsinfrastructuur en voor een miljard euro uit grondexploitaties voor woningbouw. Dit resultaat...
report 2019
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Le Floch, F.L.Y. (author), Oosterlee, C.W. (author)
This paper explains how to calibrate a stochastic collocation polynomial against market option prices directly. The method is first applied to the interpolation of short-maturity equity option prices in a fully arbitrage-free manner and then to the joint calibration of the constant maturity swap convexity adjustments with the interest rate...
journal article 2019
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Le Floch, F.L.Y. (author), Oosterlee, C.W. (author)
This paper explores the stochastic collocation technique, applied on a monotonic spline, as an arbitrage-free and model-free interpolation of implied volatilities. We explore various spline formulations, including B-spline representations. We explain how to calibrate the different representations against market option prices, detail how to...
journal article 2019
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Liu, S. (author), Oosterlee, C.W. (author), Bohte, Sander M. (author)
This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being universal function approximators, this method trains an optimized ANN on a data set generated by a...
journal article 2019
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Zhan, Changjie (author), De Jong, W.M. (author), de Bruijn, J.A. (author)
China has gone through a rapid process of urbanization, but this has come along with serious environmental problems. Therefore, it has started to develop various eco-cities, low-carbon cities, and other types of sustainable cities. The massive launch of these sustainable initiatives, as well as the higher cost of these projects, requires the...
journal article 2018
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Roukouni, A. (author), Macharis, Cathy (author), Basbas, Socrates (author), Stephanis, Basil (author), Mintsis, George (author)
Purpose: A family of innovative financial mechanisms and tools for urban public transport, based on the value increment caused by enhanced accessibility, are lately gaining much popularity as a solution to the challenges posed by public financial resources’ shrinkage: Value Capture Finance (VCF). The effectiveness of applied transport...
journal article 2018
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Zhan, C. (author)
Currently, more and more people live in cities, and this leads to an enormous increase in global GHG emissions. Cities are blamed for the cause of environmental problems. Therefore, countries over the world aim to approach these problems by launching sustainable city programs. On April 22, 2016, China signed the Paris Agreement at the United...
doctoral thesis 2018
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Thomas, Ren (author), Pojani, D. (author), Lenferink, Sander (author), Bertolini, Luca (author), Stead, D. (author), van der Krabben, Erwin (author)
Many cities and regions have embraced the concept of transit-oriented development (TOD). This paper explores how transfer of TOD as a policy concept impacts its implementation in the Netherlands. The study determined international policy ideas and tools that have contributed to implementation and tested them with Dutch experts using workshops...
journal article 2018
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Yip, Angus W. H. (author), Bocken, N.M.P. (author)
Sustainable business model innovation is increasingly viewed as a lever for systems change for sustainability across businesses and industries. Banks hold a unique intermediary role in sustainable development, but also have a difficult position after the 2008 financial crisis. This paper aims to explore business models for sustainability in...
journal article 2018
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Le Floch, F.L.Y. (author)
The popular replication formula to price variance swaps assumes continuity of traded option strikes. In practice, however, there is only a discrete set of option strikes traded on the market. We present here different discrete replication strategies and explain why the continuous replication price is more relevant.
journal article 2018
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Wahyudi, A. (author), Farhani, Adiska (author), Janssen, M.F.W.H.A. (author)
Today’s financial service organizations have a data deluge. A number of V’s are often used to characterize big data, whereas traditional data quality is characterized by a number of dimensions. Our objective is to investigate the complex relationship between big data and data quality. We do this by comparing the big data characteristics with...
conference paper 2018
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Füss, Roland (author), Lerbs, Oliver (author)
This paper investigates whether and how strongly the share of households owning their homes in a community affects residential property taxation by local governments. Homeowners bear full property tax burdens irrespective of local market conditions, and the tax is more salient to them. “Home owner communities” may hence oppose high property...
conference paper 2017
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Haryadi, Adiska Fardani (author), Hulstijn, Joris (author), Wahyudi, A. (author), van der Voort, H.G. (author), Janssen, M.F.W.H.A. (author)
Big data has been acknowledged for its enormous potential. In contrast to the potential, in a recent survey more than half of financial service organizations reported that big data has not delivered the expected value. One of the main reasons for this is related to data quality. The objective of this research is to identify the antecedents of...
conference paper 2017
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Zhan, C. (author), De Jong, W.M. (author), de Bruijn, J.A. (author)
In the past few decades, urban infrastructures in China have seen an enormous upgrade, and due to large-scale urbanization many more investments are due in the coming years. In order to supplement public funding, Public Private Partnerships (PPP) and municipal bonds have recently grown popular in China. The introduction of this new policy does...
journal article 2017
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Chandra Mouli, G.R. (author), Leendertse, Mark (author), Prasanth, V. (author), Bauer, P. (author), Silvester, S. (author), van de Geer, S.G. (author), Zeman, M. (author)
The paper analyses the economic and environmental benefits of charging electric vehicles (EV) at workplaces in the Netherlands using photovoltaic panels (PV). A 10kW EV-PV charging system is used to charge the electric cars directly from photovoltaic panels. The cost of using a gasoline vehicle is compared with that of an electric vehicle that...
conference paper 2016
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Haffner, M.E.A. (author), Hoekstra, J.S.C.M. (author), Tang, C. (author), Oxley, M. (author)
In the United Kingdom, social landlords are facing decreasing governmental financial support for them to fulfil their role in the provision of social housing, which has led to increasing pressure on them to rely on private capital. Traditionally, bank loans were the main source of private capital, but after the Global Financial Crisis (GFC) and...
conference paper 2015
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Xu, Y. (author), Peng, Y. (author), Qian, K. (author), Chan, A.P.C. (author)
Public-private partnerships (PPP) can be employed to provide public rental housing for young graduates, which has been urgent to achieve social sustainability in China. However, few studies have been conducted to investigate the financing structure of PPPs, particularly the ratio of private investment, which is important in initiating a PPP...
journal article 2015
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Mostert, E. (author)
Lecture notes in DUTCH for course CIE5500, providing a detailed overview of Dutch and European water law concerning surface and groundwater, the North Sea and the Wadden Sea, water services, flood protection, spatial planning, nature protection, water management organizations (e.g. the water boards), financing and legal protection....
journal article 2012
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Fellows, R. (author), Liu, A. (author)
In almost 20 Years since Latham published the interim report ‘Trust and Money’ in which he asserted that there was too little of either in the UK construction industry, has anything changed? This paper addresses issues of what trust is, how it is created and its fragility, and progresses to examine how trust operates in the construction industry...
conference paper 2011
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Nubi, T. (author), Oyalowo, B. (author)
The aim of this paper is to show how the interplay between social needs and economic realities affects housing policy in developing countries. The paper addresses the very topical issue of housing finance policy for low-income dwellers in rapidly urbanizing African countries. The paper locates housing finance firmly within the neo-liberal...
conference paper 2010
Searched for: subject:"finance"
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