Who described option pricing with deterministic volatility
Who described option pricing with deterministic volatility?
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A discovery was made independently and concurrently by three groups of researchers are: Dupire, Rubinstein, Derman and Kani in the subject of option pricing along with deterministic volatility in 1994.
Financial Analysis: It is the investigation and interpretation of financial statements and associated financial reports. Trained and certified accountants generally complete this kind of analysis. The role of a financial analyst is to
Does the equity of shareholders represents the savings a company has accumulated by the years?
ABC Company plans to buy back 1 million shares of its own stock from its cash reserves at $50 a share. This will raise the bankruptcy costs by $10 million, and the debt/assets ratio from 35% to 40%. The income tax rate of the company is 30%. Determine the value of the
financial engineering examples,benifits,disadvantages
You have joined Zurich Pvt. Ltd as a Finance manager. You are given the following information: Zurich Pvt Ltd. is a diversified manufacturing firm dealing with electrical appliances. In 2012, the firm reported an operating income of Rs. 857.60 million and faced a tax rate of 35% on income. The firm
The National Company responsible for the company where he work has newly published a document stating as that the levered beta of the sector of energy transportation is as 0.471870073 (it is 9 decimals). They acquired this number by considering the betas into the sect
The market risk premium is difference among the historical return upon the stock market and the risk-free rate, for yearly. Why is this negative for some years?
Marketing Decisions Assignment: Email the answers to the following questions in an attached word document using the proper file name format as follows: 1
XY Company has made a portfolio of such three securities: The correlation coeffic
What repercussions do variations in the oil price have on the value of a company?
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