Zvika Afik

Ben Gurion University

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

1.

Using Merton Model: An Empirical Assessment of Alternatives

Number of pages: 45 Posted: 01 Apr 2012 Last Revised: 15 Apr 2012
Zvika Afik, Ohad Arad and Koresh Galil
Ben Gurion University, Ben-Gurion University of the Negev and Ben-Gurion University of the Negev - Department of Economics
Downloads 473 (89,695)
Citation 2

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2.

Expected Bond Returns and the Credit Risk Premium

Number of pages: 26 Posted: 02 Jan 2014 Last Revised: 19 Jul 2014
Zvika Afik and Simon Benninga
Ben Gurion University and Tel Aviv University - Faculty of Management
Downloads 353 (125,466)

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expected bond returns, corporate bonds, credit risk premium, yield to maturity

3.

A Model of Implied Expected Bond Returns

Number of pages: 38 Posted: 04 Mar 2010 Last Revised: 13 Jan 2013
Zvika Afik and Simon Benninga
Ben Gurion University and Tel Aviv University - Faculty of Management
Downloads 216 (206,132)

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Expected Returns, Corporate Bonds, Credit Risk

4.

Risk Transfer Valuation in Advance Pricing Agreements between Multinational Enterprises and Tax Authorities

Number of pages: 29 Posted: 04 Apr 2012
Zvika Afik and Yaron Lahav
Ben Gurion University and Ben-Gurion University of the Negev
Downloads 199 (222,239)

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Transfer Pricing, Advance Pricing Agreement, Risk Valuation, Multinational Enterprise, Intercompany Transaction

5.

Options as a Marketing Tool: Pricing a Promotional Scheme for a Product with a Secondary Market

Number of pages: 31 Posted: 12 Jan 2013
Zvika Afik, Oded Lowengart and Rami Yosef
Ben Gurion University, Ben Gurion University and Ben-Gurion University of the Negev
Downloads 74 (454,513)

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options, incentives, promotion, loyalty

A Guaranteed-Return Structured Product as an Investment Risk-Hedging Instrument in Pension Savings Plans

Number of pages: 32 Posted: 29 Mar 2022
Elroi Hadad, Rami Yosef and Zvika Afik
Shamoon college of Engineering, Ben-Gurion University of the Negev and Ben Gurion University
Downloads 35 (644,429)

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Structured Product; Hedging; Investment Risk; Pension Savings

A Guaranteed-Return Structured Product as an Investment Risk-Hedging Instrument in Pension Savings Plans

Number of pages: 33 Posted: 19 Jul 2022
Elroi Hadad, Zvika Afik and Rami Yosef
Shamoon college of Engineering, Ben Gurion University and Ben-Gurion University of the Negev
Downloads 11 (851,936)

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Structured Product, Hedging, Investment Risk, Pension

7.

Have Ratings Become More Accurate?

Number of pages: 44 Posted: 24 Sep 2022
Zvika Afik and Koresh Galil
Ben Gurion University and Ben-Gurion University of the Negev - Department of Economics
Downloads 41 (594,932)

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Credit risk, Credit rating, Default prediction

8.

The Fusion of Insurance and Financial Structured Products – A Monte Carlo Valuation

Insurance Markets and Companies: Analyses and Actuarial Computations, 2013, Volume 4, Issue 1, pp. 30-38
Posted: 20 Jul 2014
Zvika Afik and Rami Yosef
Ben Gurion University and Ben-Gurion University of the Negev

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Monte Carlo, Structured products, Options, Pure endowment insurance, Risk insurance, jump diffusion process

9.

Practical Valuation of Options on Durable Goods

Journal of Derivatives, Forthcoming
Posted: 20 Jul 2014
Zvika Afik
Ben Gurion University

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options, Monte Carlo, promotion

Other Papers (1)

Total Downloads: 13
1.

Online Appendix: Tables of Simulation Results for Grantmaking Foundations’ Asset Management, Payout Rates and Longevity Under Changing Market Conditions: Results from a Monte Carlo Simulation Study

1. Afik, Z., Beninga, S., & Katz, H. (conditional acceptance 2019, pending language editing). The grantmaking foundation trilemma: Payout, asset management and longevity – a Monte Carlo simulation study. Nonprofit and Voluntary Sector Quarterly
Number of pages: 45 Posted: 12 Aug 2019
Zvika Afik, Hagai Katz and Simon Benninga
Ben Gurion University, Ben-Gurion University of the Negev - School of Management and Ben-Gurion University of the Negev
Downloads 13

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