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Land. Real estate --- 338.5 --- Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- 338.5 Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12}

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In today's hypercompetitive global marketplace, a company's pricing policy can make or break the bottom line. Yet a surprising number of firms attempt to increase profits without the aid of a carefully and creatively designed pricing strategy. Now, in this long-awaited book, the world's two leading price experts Robert J. Dolan and Hermann Simon take managers beyond conventional thinking to show how their breakthrough system of "power pricing" will improve the bottom line by an order of magnitude. They destroy popular but not necessarily financially savvy ideas on pricing, such as relying on a standard markup on cost rule. They expose as passive the "strategy" of letting the market or a competitor "set the price." But the key is in what they provide: the tools by which the pedestrian pricer can become a "power pricer" who achieves quantum leaps in financial performance by aggressively implementing sophisticated pricing strategies. Dolan and Simon combine their international expertise and know-how to reveal the latest breakthroughs in pricing tactics. Drawing on their firsthand experience with firms throughout the world, they make available for the first time the logic behind the actual practices of "power pricers" engaged in fierce global competition. Market segmentation, promotional pricing, competitive strategic pricing, international pricing, nonlinear pricing, interrelated product line pricing, and time-customized pricing are just a few of the crucial concepts which the authors explore and explain when and how to implement. The authors' approach to creating "power pricers" is twofold. They specify the practices of the strategic pricers among the world's most successful firms and then lay out a four-dimensional system to attain this level of pricing sophistication and resulting profit improvement. Dolan and Simon draw their portrait of the power pricer in four critical dimensions: viewpoint on pricing, fact file support pricing, tools and scope of analysis

Pricing --- 338.5 --- Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Pricing. --- 338.5 Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Price policy --- Price policy, Industrial --- Retail pricing --- Marketing --- Prices. --- Strategic planning. --- politique des prix. --- Prix. --- Planification stratégique. --- Prix --- prices. --- Fixation des prix. --- Fixation.

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There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. And there are, correspondingly, two types of interest rate derivatives pricing fonnulas based on each type of model of the tenn structure. The no-arbitrage models are characterized by the work of Ho and Lee (1986), Heath, Jarrow, and Morton (1992), Hull and White (1990 and 1993), and Black, Dennan and Toy (1990). Ho and Lee (1986) invent the no-arbitrage approach to the tenn structure modeling in the sense that the model tenn structure can fit the initial (observed) tenn structure of interest rates. There are a number of disadvantages with their model. First, the model describes the whole volatility structure by a sin­ gle parameter, implying a number of unrealistic features. Furthennore, the model does not incorporate mean reversion. Black-Dennan-Toy (1990) develop a model along tbe lines of Ho and Lee. They eliminate some of the problems of Ho and Lee (1986) but create a new one: for a certain specification of the volatility function, the short rate can be mean-fteeting rather than mean-reverting. Heath, Jarrow and Morton (1992) (HJM) construct a family of continuous models of the term struc­ ture consistent with the initial tenn structure data.

338.5 --- 65.012.4 --- 336.781 --- Derivative securities --- -AA / International- internationaal --- 305.91 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Management. Directorate. Technique and methods of management --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- Prices --- -Mathematical models --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Finance --- Business & Economics --- Investment & Speculation --- Mathematical models --- Mathematical models. --- 336.781 Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis. --- 65.012.4 Management. Directorate. Technique and methods of management --- 338.5 Prijsvorming. Prijskostenverhouding. Prijsbeweging. Prijsfluctuatie--macroeconomisch; prijsindex zie {336.748.12} --- Instruments dérivés (Finances) --- Prix --- Modèles mathématiques --- AA / International- internationaal --- Prices&delete& --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Rente. Interest. Interestpolitiek. Yield-curve-analyse.bankrate. Interestvoet. Rentevoet. Depositorente. Fisher-hypothesis --- Capital market. --- Derivatives pricing --- Risk management