• Title/Summary/Keyword: 관계 자산

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Application of quasi-Monte Carlo methods in multi-asset option pricing (준난수 몬테칼로 방법을 이용한 다중자산 옵션 가격의 추정)

  • Mo, Eun Bi;Park, Chongsun
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.669-677
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    • 2013
  • Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.

Key Elements of Generic Architecture in PLE Core Assets (제품계열공학 핵심자산의 범용 아키텍처 구성요소)

  • 라현정;장수호;김수동
    • Proceedings of the Korean Information Science Society Conference
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    • 2004.10b
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    • pp.319-321
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    • 2004
  • 제품 계열 공학(Product Line Engineering, PLE)는 패밀리 멤버들의 공통성과 가변성을 분석하여 만든 핵심 자산을 특화시켜 어플리케이션을 개발함으로써 재사용성과 이용가능성을 증대시키는 접근 방법이다. 핵심 자산은 제품 계열에 속하는 패밀리 멤버들이 어플리케이션을 만드는데 기초가 되는 모든 자산을 포함하며, 아키텍처, 컴포넌트 둥이 포함될 수 있다. 범용 아키텍처는 패밀리 멤버들이 공통적으로 사용할 수 있는 아키텍처로, 제품 계열에 속하는 제품들의 구조를 정의하고 컴포넌트의 인터페이스 명세를 제공하여 컴포넌트만큼 중요한 재사용 단위이다. 본 논문에서는 대표적인 PLE 방법론에서 정의한 제품 계열 아키텍처와 일반 소프트웨어 아키텍처를 비교하여 범용 아키텍처에 포함되는 요소들을 선정하고, 메타 모델을 이용하여 범용 아키텍처 구성요소와 구성요소간 관계를 명확히 정의함으로써, 개념적인 아키텍처를 보다 실용적으로 설계하는데 도움이 되게 하고자 한다.

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A study on the development approach for road facilities operation & management information system based on asset management (자산관리기반의 도로시설물 유지관리정보시스템 개발 방안 연구)

  • Jeong, Seong-Yun;Na, Hei-Suk;Choi, Won-Sik
    • Annual Conference of KIPS
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    • 2011.11a
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    • pp.1409-1410
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    • 2011
  • 미국, 영국, 호주 등의 나라들은 최소의 비용으로 도로시설물의 기능을 유지 또는 개선하기 위한 방안으로 자산관리(asset management) 체계를 기반으로 한 정보시스템을 개발하고 있다. 한국은 아직까지 자산관리정보시스템에 대한 연구가 초보적인 수준에 머물러 있다. 본 연구에는 사용자관점의 서비스 수준(level of service)과 경제성 분석기법 간의 관계를 토대로 도로시설물을 유지관리하기 위한 자산관리정보시스템을 개발하기 위한 방안을 제시하였다.

Comparative on Impact of Qualitative and Quantitative of ERP Systems on Korean Firms (국내 기업 ERP 시스템 도입의 정성적.정량적 성과 비교)

  • Kang, Da-Yeon;Chang, Hwal-Sik;Kim, Jong-Ki
    • The Journal of the Korea Contents Association
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    • v.9 no.4
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    • pp.142-153
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    • 2009
  • As many companies have adopted and used ERP systems, concerns about ERP performance also have increased. The purpose of this research is to examine the relationships between qualitative variables and quantitative variables measuring ERP performances. Qualitative research, widely used in MIS research, typically examines perceived usefulness of ERP, such as information quality, system quality, system satisfaction. Quantitative research, often done in accounting research, usually examines ERP performance based on financial statements. An empirical study led to the following conclusions: 1) There were significant correlations among the qualitative variables measuring perceived usefulness of ERP; 2) Significant correlations were also observed among the quantitative variables based on financial statements; 3) However, no significant correlations was found between the qualitative variables and quantitative variables measuring ERP performance.

Effects of Regional Creativity Factors on Regional Growths (지역창조화 요인이 지역 성장에 미치는 영향)

  • Ma, Yoon-Joo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.2
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    • pp.228-237
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    • 2018
  • The purpose of this study is to develop an index to measure regional creativity factors from previous research, as well as to empirically analyze the relationship between regional creativity and regional growth. We conduct panel analysis on the balanced panel data of regional creativity in fifteen Korean cities and provinces during 2008-2012. The result of hypothesis testing are as follows: First, amongst factors of regional creativity, sub-factors such as creative personnel and intangible asset (of the basic asset factor), creative enterprise (of the economic agent factor), and convergence and creative industries (of the core industry factor) showed significant influential relationships with GRDP (Gross Regional Domestic Product) as positive. Concerning the systemization factor, all sub-factors showed no significant relationship with GRDP. Second, amongst the factors, creative personnel (of the basic asset factor), start-up and entrepreneurship (of the systemization factor), creative enterprise (of the economic agent factor), the regional space factor, and convergence industry (of the core industry factor) showed significant positive relationships with employment rate. However, tangible and intangible creative asset (of the basic asset factor), convergence management and administration (of the systemization factor), Large/middle/small enterprises and central government/municipalities (of the economic agent factor), and creative industry (of the core industry factor) showed no significant relationship with employment rate. The results of this study will provide insight into the current situation for regional creativity, and review the process and short and long term performance. In addition, it will be a basic means to lead the central government's policy of strengthening local autonomy and decentralization.

The Impact of Buffet Restaurant's Brand Equity on Guest Satisfaction and Loyalty (뷔페레스토랑의 브랜드 자산이 고객만족 및 충성도에 미치는 영향)

  • Lee, Sang-Hee;Kim, Yeon-Sun
    • The Journal of the Korea Contents Association
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    • v.14 no.9
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    • pp.484-493
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    • 2014
  • The purpose of this study is to investigate the effect of the brand equity on the guest satisfaction and the loyalty in buffet restaurant. To achieve the purpose, this study, firstly, identifies the brand equity of buffet restaurant guests. Secondly, to explore the factors of brand equity, guest satisfaction and loyalty. Thirdly, to research the effect of brand equity on guest satisfaction and loyalty. Fourthly, to research the effect of guest satisfaction on loyalty. Data were collected from individuals by face-to-face interview who visited the buffet restaurants located in the region of southern gyeonggi. The questionnaire was distributed of the 250 copies and used 221 in the analysis by using SPSS 18.0 and AMOS 18.0 programs. The results of this study were as followed that the brand equity of buffet restaurants had partially positive effect on the guest satisfaction, that the brand equity did not influence on the loyalty at all and that the guest satisfaction had a positive effect on the loyalty.

The Effect of Disability of Household Head on Life Satisfaction: Focusing on Multiple Mediating Effects of Asset and Self-Esteem (가구주의 장애여부가 삶의 만족도에 미치는 영향: 자산수준과 자아존중감의 다중매개효과 검증)

  • Kim, Ja Young;Han, Chang Keun
    • Korean Journal of Social Welfare
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    • v.69 no.2
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    • pp.247-269
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    • 2017
  • This study aims to analyze multiple mediating effects of asset and self-esteem on the relationship between disability of household head and life satisfaction. This study used 9th panel data of KoWePS(Korean Welfare Panel Study) and employed path analysis with A-MOS. Research findings of this study are as follows: First, disability of household head had a negative effect on life satisfaction, total assets, and self-esteem. Second, we found not full but partial mediating effects of assets on the relationship between disability and life satisfaction. Third, similarly we found not full but partial mediating effects of self-esteem on the relationship between disability and life satisfaction. Finally, we found multiple partial mediating effects of assets and self-esteem on the relationships between disability and life satisfaction. The findings of this study suggest that financial education as well as asset management targeting persons with disability are necessary and very helpful to sustain their life satisfaction. In addition, we need to think about asset-building programs targeting persons with disability.

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A Study on Effects of Sustainability of Convention Events on Brand Equity and Customer Loyalty (컨벤션행사의 지속가능성이 브랜드자산 및 고객 충성도에 미치는 영향 연구)

  • Cheng, Xiao Xi;Kim, Chul Won
    • Korea Science and Art Forum
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    • v.27
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    • pp.231-246
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    • 2017
  • The purpose of this study is to examine effects of sustainability of convention events on brand equity and customer loyalty. This paper also explores the mediating role of brand equity amid sustainability of convention events and customer loyalty. The four determinants ofsustainability of convention events examined in this study are economic sustainability, environmental sustainability, social sustainability and event sustainability. Brand equity refers to performance, social image, value, trust worthiness, and attachment. The findings are as follows: (1)most sustainability of convention events have a positive effect on each brand equity's elements; (2)all sustainability of convention events have a positive effect on loyalty; (3)brand equity of convention is significantly related to customer loyalty. (4)brand equity plays a mediating role between sustainability of convention and customer loyalty. The findings will not only be useful in improving the structure of sustainability of convention events, but also in enhancing competitiveness in Korea's convention industry.

A Study on Measuring and Defining Dimensions of Fashion Product Customer Equity (의류상품 고객자산 측정 및 선행차원 규명에 관한 연구)

  • Yun, Sun-Young;Ko, Eun-Ju
    • Journal of the Korean Society of Clothing and Textiles
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    • v.30 no.9_10 s.157
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    • pp.1389-1399
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    • 2006
  • The purpose of this study was to measure customer equity, to identify customer equity dimensions reflecting characteristics of fashion products, and to understand dimensions that influence customer equity of fashion product. As for this research, an exit poll was conducted at 6 department stores located in Seoul and total 406 responses were used for the analysis. For the data analysis, descriptive statistics(i. e. frequency, percent, $X^{2}$), factor analysis, multiple-regression were used by utilizing SPSS 10.0 program. The results of this study were as follows: First, 35.5% of fashion product customer equity distributes between 1 million and 3 million won, 32.8% between 100,000 won and 1 million won in present. Second, as a result of factor analysis, dimensions of fashion product customer equity consists of 6 factors, including 'personalized relationship', 'discriminative brand image', 'cognitive value', 'beneficial value', 'constant brand image', and 'credible relationship' Third, the effect of fashion product factors on consumer equity, the higher 'personalized relationship', 'unique brand image', and 'trust relationship' are, the higher customer equity is. In conclusion, this study has significance in that it helps measure customer equity by predicting consumer's future purchase behavior in money and to understand influencing factors for fashion product customer equity.

은행산업의 위험분산과 도덕적해이에 관한 연구

  • Lee, Seok-Won
    • The Korean Journal of Financial Studies
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    • v.6 no.1
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    • pp.269-287
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    • 2000
  • 본 연구에서는 미국 상장은행의 자산 부채포오트폴리오 구성의 위험분산(risk diversification)과 도덕적해이(moral hazard)에 관한 실증적 분석을 행하였다. 실증적 분석의 결과 은행의 금기(今期)의 위험분산과 금기(今期) 이후의 위험추구 간에는 유의적인 양(陽)의 관계가 있음을 발견하였다. 즉 위험분산의 정도가 커서 투자가들로부터 파산가능성이 낮을 것으로 여겨지며, 따라서 위험증가에 따른 자본조달비용(예금이자율)의 증가라는 시장에서의 억제기능(market discipline)이 효과적으로 부과되지 못하는 은행들은 이러한 이점들을(특히 시장관련-체계적) 위험성이 높은 정책을 추구함으로써 수익을 증가시키려는 도덕적해이의 동기를 가지고 있음을 알 수 있었다. 선행연구에서의 논리대로 은행규모의 대형화가 자산 부채포오트폴리오 구성의 위험분산을 크게 하는 주요한 원인 중의 하나라면, 본 연구에서의 결과는 은행산업의 불건전한 재무구조와 그로 인한 금융질서의 혼란, 나아가 국가경제 전체의 혼란을 겪고 있는 한국 금융산업의 현주소, 즉 부실은행을 퇴출시키고 인수 합병에 의한 대형선도 은행(leading banks)중심으로 은행산업을 재편하는 한국금융산업의 구조조정에 있어 간과되어서는 안 될 중요한 정책적 시사점을 제시해 주고 있다고 하겠다. 즉 도덕적해이의 감소에 대한 제도적인 유인장치가 없는 단순한 인수 합병에 의한 은행의 자산규모의 증가가 반드시 은행산업의 구조적 안정에 기여할 것이라고 기대할 수는 없을 것이다. 대형은행의 자산 부채포오트폴리오 구성의 위험분산의 이점과 이로 인한 투자가들의 대형은행의 위험추구행위에 대한 감시동기의 부족, 이로 인한 도덕적해이가 필연적으로 발생하는 현상이라면, 도덕적해이의 감소에 대한 추가적인 유인책 없는 단순한 자산규모의 증가는 인수 합병을 통하여 탄생한 대형선도 은행들의 또 다른 도덕적해이를 낳을 가능성이 크기 때문이다.

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