Acta Universitatis Lodziensis. Folia Oeconomica nr 196/2006: Recent submissions

Now showing items 21-28 of 28

    • The Characteristic of Theoretical Income Distributions and Their Application to the Analysis of Wage Distributions in Poland by Regions 

      Jędrzejczak, Alina (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      In the paper we compare the properties of theoretical income distributions from the point of view of their application to the analysis of wage distributions in Poland. Among them the lognormal and Dagum distributions ...

    • Multinomial Logit Model and Its Application in Labour Market Position Analysis of Individuals in Poland 

      Kucharski, Leszek; Kwiatkowski, Eugeniusz (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      In this paper we undertake an attempt to assess an impact which levels of education and vocational skills both have on the individuals’ position in the labor market. This position we define on the basis of probability ...

    • Proposal of New Cluster Analysis Algorithm 

      Korzeniewski, Jerzy (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      One of well-known groups of cluster analysis methods is the group of methods based on density estimation. In the paper we propose a new method of defining dusters which consists of two steps. In the first step we find ...

    • Clustering of European Countries with Respect to Food Consumption 

      Dudek, Hanna; Orłowski, Arkadiusz (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      Problem of clustering of European countries with respect to food consumption is considered. Data related to average yearly per capita consumption of 14 main categories of food products in 39 countries are collected and ...

    • Segmentation of Students According to Food Purchase Preferences 

      Cichocka, Izabela (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      This paper presents the usage of PCA in segmentation of students according to their food purchase preferences. The aim of this research was to select and describe segments of young people with their various food preferences ...

    • Static Hedging of Barier Options of Type Down-and-Out Calls 

      Depta, Adam (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      The paper presents path-dependent options with a single barrier in terms of path-independent standard options. The key to providing this result is put-call symmetry, which is assumed to hold when the underlying first ...

    • Credit Swaps as Instruments Securing from the Risk 

      Szczukocka, Agata (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      The interest in the problem of credit risk has significantly increased within the last few dozen years. Scientific literature presents a lot of methods of the credit risk limitation whereas banks try, with various results, ...

    • Applications of VaR and CVaR Methods on Energy Market in Poland 

      Ganczarek, Alicja (Wydawnictwo Uniwersytetu Łódzkiego, 2006)
      This article presents downside risk measures such as: Value-at-Risk - VaR and Conditional Value-at-Risk - CVaR. We establish them with three of the known methods. The electric energy is an article of real tame, which we ...