Who were the creators of uncertain volatility model
Who were the creators of uncertain volatility model?
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Avellaneda and Antonio Par´ as were, together with Arnon Levy and Terry Lyons, the creators of the uncertain volatility model for option pricing, in 1996.
For an enhanced understanding of banking industry, it is significant to look at the atmosphere in which commercial banks operate. Production growth and globalization are two main forces reshaping the banking industry nowadays. The following two questions are associate
Explain the model of Heath, Jarrow and Morton regarding tree building or Monte Carlo simulation.
Universal Corporation has the following dividend policy: if the earnings after taxes are less than $1 million, the dividend payout ratio will be 35%, but if these earnings are over $1 million, the dividend payout ratio will be 45%. The EBIT of Universal for next year
ABC Corporation is interested in purchasing a machine which will cost $50,000, and it will depreciate it on the straight-line basis over a 5-year period. The machine is predicted to last for 7 years and then Milan will sell it for $5,000. The expected earnings before
Robertsons, Inc. is planning to enlarge its specialty stores into 5 other states and finance the expansion by issuing 15-year zero coupon bonds with a face value of $1,000. When your opportunity cost is 8 % and similar coupon-bearing bonds will recompense semi-annuall
When you take out an $8,000 car loan that calls for 48 monthly payments of $225 each, then what is the APR of loan?
Calculated betas give different information if they are acquired by using weekly, monthly or daily data.
Who explained the high-peak/fat-tails?
When my company is not listed, therefore the investment banks apply an illiquidity premium. In fact, they say this is an illiquidity premium but then they call this a small cap premium. Only one of the banks, apparently based upon Tit
What are the Attributes of debt securities?
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