Pricing
epub |eng | | Author:Kathrin Glau, Zorana Grbac, Matthias Scherer & Rudi Zagst

(8) Recall that, for simplicity of exposition, we consider a single Libor for a single tenor and so also a single fictitious bond. In general, one has one Libor and ...
( Category: Statistics August 1,2020 )
epub |eng | 2011-07-14 | Author:Paul Lim

Fund Turnover A fund’s turnover rate refers to the speed with which its manager replaces stocks in his or her portfolio. A turnover rate of 100 percent, for example, would ...
( Category: Bonds July 25,2020 )
epub |eng | 2017-07-24 | Author:Wystup, Uwe; [Wystup, Uwe]

How would you structure this product? And how much sales margin would it generate for a volatility of 10%, EUR interest rate of 3%, and USD interest rates such that ...
( Category: Foreign Exchange July 25,2020 )
epub |eng | | Author:Anastasios G Malliaris, William T Ziemba

*All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not ...
( Category: Pricing July 25,2020 )
epub |eng | 2013-11-30 | Author:Michael Koch [Michael Koch]

8.1 Business Scenario One of Christine’s regular support tasks is to ensure that delivery KPI reporting runs smoothly. Because only some of Byrell’s clients use business intelligence (BI) for transaction ...
( Category: Marketing July 21,2020 )
epub |eng | | Author:Juan Rosellón & Tarjei Kristiansen

8.3 Previous Experiments on Electricity Markets and Forward Contracting A complete overview of all relevant experimental studies on electricity markets and forward contracting is beyond the scope of this chapter, ...
( Category: Pricing July 1,2020 )
epub |eng | 2016-05-16 | Author:Butler, Kirt C.; [Butler, Kirt C.]

Investment Environment These investment items should be negotiated prior to investment: Tax rates, taxable bases, tariffs, and tax holidays Concessions that grant the MNC privileged access to restricted markets (e.g., ...
( Category: Economics June 28,2020 )
epub |eng | | Author:Michael C. Thomsett

U underlying price S strike price P net premium received L net loss For example, writing deep OTM calls on Tesla (TSLA) for three expiration cycles are listed on Table ...
( Category: Options June 28,2020 )
epub |eng | | Author:Guillermo Gallego & Huseyin Topaloglu

while capacity is positive, and switching to E 0 = ∅ when capacity is exhausted. When z(T, c) > 0, we have ΛΠ a(T,c) ≥ c, so the bid-price heuristic ...
epub |eng | 2016-08-29 | Author:Longin, Francois; [Longin, Francois]

where or where where and are integers such that and as , where and are trimming proportions with . 12.3.5 Variance–Covariance Method Suppose the portfolio return, say, , is made ...
( Category: Risk Management March 25,2020 )
epub |eng | 2014-03-15 | Author:Ang, Andrew;

6.1. DIRECT OR INDIRECT? I concentrate my analysis on institutional direct real estate investment and indirect real estate investment through REITs. REITs are mutual fund-like vehicles allowing broad ownership of ...
( Category: Management March 24,2020 )
epub |eng | | Author:Yannis Katsoulacos & Frédéric Jenny

Unfortunately, this standard is rather vague and fails to clarify when exactly the IAA will consider a price-cost margin acceptable and when it will consider it to be excessive. This ...
( Category: Economic Policy March 21,2020 )
epub |eng | 2017-03-16 | Author:Wendy L. Pirie [Pirie, Wendy L.]

Determine the following: the maximum profit. the maximum loss. the stock price at which you would realize the maximum profit. the stock price at which you would incur the maximum ...
( Category: Pricing March 21,2020 )
epub |eng | | Author:Jamie Rogers

(5.31) (5.32) (5.33) Solving Eqs. (5.31–5.33) yields the following explicit expressions for the transitional probabilities: (5.34) (5.35) (5.36) The single period trinomial process in Fig. 5.7 can be extended to ...
( Category: Private Equity March 21,2020 )
epub |eng | 2014-12-31 | Author:Claudiu Fatu

Chapter 6 The Client Nobody cares how much you know, until they know how much you care. —Theodore Roosevelt I love building things. I always have. I get a high ...
( Category: Job Hunting March 20,2020 )