What is the impact of auto portfolio
What is the impact of auto portfolio into the quotation of the shares?
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With buying and selling their own shares several companies try to soften oscillations into the share prices.
Who explained market-neutral delta hedging?
If it is possible to make abnormal profits based on fundamental analysis, you can conclude that the market is: A) Not weak-form efficientB) Weak-form efficientC) Not semi-strong-form efficientD) Semi-strong-form e
1 Assume the following (all rates are stated annually with semiannual compounding) a. Six Month Spot Rate is 2% b. Six Month Forward rate starting at month six is 2.2% c. Six Month Forward rate starting at month 12 is 2.4% d. Six Month Forward rate starting at mont
Explain useful properties of low-discrepancy sequence theory or quasi random number theory.
I do not know the meaning of Working Capital Requirements. I think this should be same to Working Capital (Current Assets – Current Liabilities). There am I right?
Explain the result of volatility structure.
Explain the branching structure of the binomial model.
Assume that you have $50,000 which you want to invest in two companies, XYZ Books and ABC Audio. XYZ has a return of 10% and standard deviation 15%, while ABC has return of 15% with a standard deviation of 20%. The correlation coefficient between them is .5. Your port
Did you notice the Vueling case? How is this possible that an investment bank sets the objective price of its shares in €2.50 per share upon the 2nd of October, 2007, just after replacing Vueling shares at €31 per share in J
Is this possible to use different WACCs within order to discount each year’s flows? In which cases?
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