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.
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
Who explained put–call parity?
Is this true that a company creates value for its shareholders in a year when this distributes dividends or when the quotation of the shares increases?
My investment bank told me that beta given by Bloomberg incorporates the illiquidity risk and small cap premium since Bloomberg does well-known Bloomberg adjustment formula. Is it true?
Does it make any sense to compute betas against local indexes while a company has a great part of its operations outside such local market? I have two illustrations: BBVA and Santander.
When computing the WACC, is the weighting of the shares done and the debt with book values of debt and shareholder’s equity or along with market values?
Explain the term Option Trading Strategies?
AB Corp. is in the business of making white-board markers. They are computing the potential of investing in some new equipment that will enhance their manufacturing process. The initial cost of the latest machinery is $470,000 plus a one-time installation cost o
Explain the branching structure of the binomial model.
Problem 21-1 Valuation Harrison Corporation is interested in acquiring Van Buren Corporation. Assume t
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