• 제목/요약/키워드: Profit and Loss Work

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시스템 트레이딩에서 진입시점과 델타에 따른 스트래들 매도의 성능 분석 (The Profit Analysis of Straddle Sell by Entry-Time and Delta at System Trading)

  • 고영훈;김윤상
    • 디지털산업정보학회논문지
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    • 제6권1호
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    • pp.151-157
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    • 2010
  • This paper proposes the Pyramid strategy which is based on the straddle sell. The Pyamid strategy has multi-entry features with starting date and delta parameters. And It is hedged against a loss by mutual trades and dynamic ripples. This paper analyzes the profit and MDD(maximum draw down) of the Pyramid strategy on system trading. The portfolio tool is used for the experiment which is one of the Multicharts' package. The Multicharts is a good trading system of recent years. For the experiment, three call options and three put options are used at october in 2009. Two parameters are used which are the starting date from first October to twentieth October in 2009 and delta from eight percent to fifty percent. As a result, the profit of composite option is about 3 million won. If the strategy starts before the beginning of option month, investors feel uncomfortable because of a large MDD. If a delta belows 20%, it shows high profit and the ratio of profit and MDD builds up a low value. However a low delta makes frequent trades and results in a loss unless increasing entry levels which mean more amount of investment. This work provides a safer trade system than native option trades. It is important how much levels of multi-entry are acceptable. And an amount of investment with appropriate levels of multi-entry is a subject of a future study.

A Potential Value of Noise Control in Construction Sites for Real Estate Developers

  • Zheng, Guo;Kim, Youngchul
    • KIEAE Journal
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    • 제14권4호
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    • pp.5-10
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    • 2014
  • Since construction work is an indispensable part of daily lives, complaints of noise are unavoidable. Noise control in construction sites is normally known as a regulation by a government and self-motivated noise controls rarely occur. In this paper, a marketing strategy is proposed to provide a potential value of noise control for real estate developer. First, people's perception to construction noise was examined in means of collecting and analyzing media reports between 2005 to 2011. Then decibel test was done in order to test noise generated by different devices in a construction site in various distances. According to the theory of core competency, a conceptual model was raised to illustrate profit and loss situation of the real estate developers in the case they invest more in noise control. The construction noise is discussed that it will ruin people's perception to the company's brand image and reputation. Also, the investment in the creation of silent site is discussed that it will not only bring benefit to the brand image work but also have value of profit in the market.

플라이휠의 새로운 설계 해석 (A New Design Analysis of Flywheel)

  • 김재호;신영재
    • 대한기계학회논문집
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    • 제15권3호
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    • pp.1063-1066
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    • 1991
  • 본 연구에서는 기계 기구의 각속도 변동을 줄이는데 사용되는 플라이휠을 운동에너지의 법칙을 이용하여 해석하고, 주어진 허용 각속도 변동률을 정확히 만족하 는 플라이휠의 크기를 결정하는 새로운 방법을 제시하였다. 또한 수치 해석을 통하 여 본 해석방법에 의해 설계된 플라이휠과 종래 방법에 의한 플라이휠의 성능을 비교 하였다.

A Case Study on Productivity Analysis and Methods Improvement for Masonry Work

  • Chang, Chul-Ki;Yoo, Wi Sung
    • 한국건축시공학회지
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    • 제13권4호
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    • pp.372-381
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    • 2013
  • In the construction industry, a great deal of research has been focused on productivity improvement because a minor change in labor productivity can often make the difference between a profit and a loss. This study shows how productivity measurement methods can be applied in practice, step by step, to analyze and identify potential problems both in productivity and methods performance for masonry work. A work sampling technique was conducted to determine the nature and extent of an observable activity as an aid to measuring overall performance. Also, a method productivity delay model was used to identify non-productivity in individual cycle times. From the work sampling technique, it was found that the masonry crew had a Labor Utilization Factor of 47.1%, and from the videotape analysis, it was found that the material and dumpster location need to be adjusted to reduce the travelling distance. We have found that efforts to improve the productivity of masonry work should be focused almost exclusively on machine and labor delays, based on the result from the method productivity delay model.

A Development of Staff Mobility in the System of Strategic Human Resource Management

  • Aigul, Otarbayeva;Samal, Tazhiyeva
    • Asian Journal of Business Environment
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    • 제5권2호
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    • pp.31-36
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    • 2015
  • Purpose - This work aims to study the existing management process and methods of statistical evaluation of personnel mobility management, and propose improvement measures. This is particularly relevant in today's market economy because proper organization of personnel movement affects the availability and effective utilization of human resources in enterprises. Hence, it influences the volume, timely execution of work, equipment efficiency, and consequently the volume of production, its cost, profit, and other economic indicators. Research design, data, and methodology - We investigate the indicators that measure staff mobility, and their dependent consequences. Further, it analyses the factors influencing high staff turnover, which is a main indicator of staff mobility. Results - Measures for staff mobility development and prevention of turnover are proposed. Micom Systems is a sample case that has developed special programs to reduce staff turnover. Conclusions - Staff mobility leads to additional costs, significant loss of working time, and increase in defects. However, the advantages of staff mobility outweigh these negative factors. The role of staff mobility in a market economy cannot be overestimated.

가스터빈 열병합발전에서 생산된 전기와 증기의 원가산정 (Cost Estimating of Electricity and Steam on a Gas-Turbine Cogeneration)

  • 김덕진
    • 설비공학논문집
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    • 제21권4호
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    • pp.252-259
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    • 2009
  • When various kinds of outputs are produced from a single energy system, the methodology which allocates the common cost to each output cost is very important because it is directly related with the profit and loss of producers and purchasers. In the cost allocation methodology of the heat and the electricity on a cogeneration, there are energy method, work method, proportional method, benefit distribution method, various exergetic methods, and so on. On the other hand, we have proposed a worth evaluation method which can be applied to any system. The definition of this methodology is that the unit cost of a product is proportion to the worth. Where, worth is a certain evaluating basis that can equalize the worth of products. In this study, we applied this methodology to a gas-turbine cogeneration which produces 119.2 GJ/h of electricity and 134.7 GJ/h of steam, and then we allocated 3,150 $/h of fuel cost to electricity cost and steam cost. Also, we compared with various cost allocation methods. As the result, we conclude that reversible work of various kinds of worth basis evaluates the worth of heat and electricity most reasonably.

화학 산업에서 수학적 최적화 기법을 적용한 사례 (Applications of Mathematical Optimization Method for Chemical Industries)

  • 김은용;허순기;이규황;이호경
    • Korean Chemical Engineering Research
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    • 제58권2호
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    • pp.209-223
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    • 2020
  • 석유화학 제품, 컴파운드(Compound), 전지, IT 소재, 첨단소재, 제약 등 다양한 제품 군의 사업을 보유하고 있는 화학 회사에서 각 사업 부분에 있어 수요 예측, 물류, 생산, 재고, 원재료 공급의 SCM (Supply Chain Management)은 사업의 손익과 직접적으로 연결되기 때문에 그와 관련된 최적화와 시스템 역량 수준은 매우 중요하다. 본 연구는 다양한 사업 군에서 각각의 SCM이나 비효율적 영역을 개선하는 등의 역량을 고도화하기 위해 원재료를 공급하고, 제품을 생산하기 위한 공급/생산 계획 등에 있어서 수학적 최적화 방법을 적용한 사례에 관하여 다룰 것이다. 그리고 학술적인 연구에 그치는 것이 아니라 계획 수립 담당자가 실제로 자신의 일부 업무에 활용하는 것이 중요하므로 이를 위해 추가적으로 필요한 사항들을 서술하였고 각각의 적용 성과를 표현하였다. 소개가 될 사례의 첫 번째에서는 편광판 생산에 있어서 원재료 로스(Loss)를 최소화하는 것을 기반으로 하는 공급계획 최적화, 최적 손익 사업 운영계획, 편광판 연신 생산 공정의 스케줄(Schedule) 최적화를 다룰 것이다. 두 번째 사례로는 PO (Poly Olefin) 공정의 생산성 극대화를 위한 생산/포장계획 최적화에 관하여 다룰 것이고, 세 번째 사례로는 전지 생산에 있어서 전극 모델 교환을 최소화 시키는 생산계획 최적화에 대해 다룰 것이다. 네 번째로는 석유화학 특성상 선박으로 대부분의 원료 입하 및 제품 출하를 하기 때문에 한정된 부두에 여러 가지 원료 입고와 제품 출하를 위한 선박이 접안 하는 일정을 최적화 한 사례를 다룰 것이며, 마지막으로 ABS (Acrylonitrile Butadiene Styrene) 반제품 생산에 있어서 제품 Change를 최소화 하는 생산계획 최적화를 다룰 것이다.

ANALYZING EFFECTIVE FACTOR OF THE CHANGE MANAGEMENT BASED ON URBAN REGENERATION PROJECT IN REPUBLIC OF KOREA

  • Jae-Pil Seo;Yoon-Ki Choi;Bo-Sik Son;Han-Guk Ryu
    • 국제학술발표논문집
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    • The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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    • pp.591-596
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    • 2011
  • There are quite a number of business processes in the urban regeneration project. Managers and participants who involved in the project make and use information for the best way to perform in the particular business process. The information can be also reused and produced for data at the next stage. Accordingly, the information sometimes goes out of existence and work data up into new information when the urban regeneration project has been accomplished. But in that case some of changes happen occasionally, the business for urban regeneration has suffered a loss of profit and time as result of confusions about decisions and inappropriate action. For that reason, the information should be analyzed to achieve its aim at the business process under the influence of changes. Then, even though detail processes and management method change, the Core Information, which are important factors for accomplishing the project, help that the project can be operated to solve the problem about confusion and loss of the business. In conclusion, the Core Information is main effective factors for successful urban regeneration projects on the change management. The purpose of this study is to research the information according to the Information-flow and changes, and to find out the influence factors and the Core Information to manage efficiently at the process of urban regeneration projects.

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가스터빈 열병합발전에서 생산된 열과 전기의 원가산정 (Cost Estimating of Heat and Electricity on a Gas-Turbine Cogeneration)

  • 김덕진
    • 대한설비공학회:학술대회논문집
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    • 대한설비공학회 2008년도 동계학술발표대회 논문집
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    • pp.351-356
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    • 2008
  • When various kinds of outputs are produced from a single energy system, the methodology which allocates the common cost to each output cost is very important because it is directly related with the profit and loss of producers and purchasers. In the cost allocation methodology of the heat and the electricity on a cogeneration, there are energy method, work method, proportional method, benefit distribution method, various exergetic methods, and so on. On the other hand, we have proposed a worth evaluation method which can be applied to any system. The definition of this methodology is that the unit cost of a product is proportion to the worth. Where, worth is a certain evaluating basis that can equalize the worth of products. In this study, we applied this methodology to a gas-turbine cogeneration which produces 119.2 GJ/h of electricity and 134.7 GJ/h of heat, and then we allocated 3,150 $/h of fuel cost to electricity cost and heat cost. Also, we compared with various cost allocation methods. As the result, we conclude that exergy of various kinds of worth basis evaluates the worth of heat and electricity most reasonably on this system.

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임시 활주로 건설공사의 위험영향 및 손실비용 사례분석 (A Case Study on the Risk Impact and Loss Cost of Temporary Aircraft Runway Construction)

  • 강현욱;이원배;김민정;김용수
    • 한국건설관리학회논문집
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    • 제21권1호
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    • pp.32-39
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    • 2020
  • 본 연구의 목적은 임시활주로를 건설하는 과정에서 발생된 위험항목을 도출하고 위험항목을 조치하기 위해서 지출된 위험비용에 따른 손실비용을 분석하는 것이다. 이에 따라 건설공사가 완료된 임시활주로를 사례대상으로 선정하였으며, 시공자료(실정보고자료, 설계변경요청자료, 설계변경승인자료, 계약내역, 준공내역 등)를 기반으로 공사비의 변동을 유발한 위험항목과 위험항목을 조치하기 위해서 지출된 위험비용 그리고 손실비용을 분석하였다. 사례대상으로 선정된 임시활주로를 건설하는 기간 동안에 발생되었던 위험항목은 8개로 도출되었으며, 그 중에서 발주기관의 책임으로 인하여 발생된 위험항목은 3개, 건설회사의 책임으로 인하여 발생된 위험항목은 5개이다. 그리고 위험비용은 520백만원으로 발주기관이 부담하여야 하는 위험비용은 243백만원, 건설회사가 부담하여야 하는 위험비용은 277백만원으로 산정되었다. 이에 따라 발주기관은 건설회사와 체결된 계약금액 대비 2.36%의 예산이 추가적으로 지출되었고 건설회사는 최초 계획된 수익 443백만원 중 -277백만원이 손실되어 잔여수익은 165백만원으로 분석되었다.