Mathematics: Recent submissions
Now showing items 41-49 of 49
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Stress testing of Vietnamese commercial banks using var model, panel regression and simulation
(International University - HCMC, 2017)This thesis determines to be concerned with stress testing at the macro level with changes in the economic situations .In recent years, especially after the global financial crisis in 2008, stress testing has been more ... -
Banking efficiency with risk control variables using data envelopment analysis and malmquist index
(International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ... -
The impacts of free float on liquidity and stock price: Case study of 100 listed firms on Ho Chi Minh stock exchange
(International University - HCMC, 2017)This paper investigates the effect of the free float ratio (FFR) on stock return, price volatility, and trading activity in the Ho Chi Minh Stock Exchange (HOSE). In this study, information was collected about 100 companies ... -
Constructing triangular fuzzy number: The relationship between fuzzy logic controller and probabilistic controller
(International University - HCMC, 2017)The fuzzy logic proposed by Zadeh in 19965 was expected to an infusion of probability in dealing with imprecision. In 1995, Zadeh stated that probability theory and fuzzy logic was complementary rather than competitive. ... -
Altman's Z-score model and its bankruptcy predictive ability
(International University - HCMC, 2017)Investing and managing cash flow efficiently helps market participants making profits and becomes successful. However, not anyone joining the market has the financial background to evaluate the opportunity they have, whether ... -
Analysis model for company valuation : A case of Vietnam dairy products joint stock company
(International University - HCMC, 2017)Business analysis and valuation is used to analyze the performance of an enterprise in the past along with the economic and industry situation to measuring the intrinsic value of stock price of that firm and determine how ... -
Performance measure of convenience stores: A comparison between Vinmart + and familymart in Phu Nhuan district
(International University - HCMC, 2017)The thesis is constructed for the main purpose of finding out agglomeration effects created by various factors surrounding the store locations of VinMart+ and Family Mart convenience store chains in Phu Nhuan District. ... -
Exposure at default under basel II and III
(International University - HCMC, 2017)The main reason for the financial crisis 2008 in the worldwide banking systems was the ignorance of the counterparty credit risk (CCR). In response, the Basel Committee on Banking Supervision introduced a new credit ... -
Using fuzzy goal approach for portfolio optimizition
(International University - HCMC, 2017)Mathematical applications is widely used in di erent aspects of human life, particularly in nance. Quantitative models are created to nd the optimal solutions for nancial problems have helped signi cantly banking ...