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The term '''asset swap''' has a number of different meanings: ...refers to the exchange of the flow of payments from a given security (the asset) for a different set of cash flows. ...

'''Jamshidian's trick''' is a technique for one-factor [[Asset pricing|asset price models]], which re-expresses an [[Option (finance)|option]] on a [[Po ...plications, each of the random variables <math>f_i(W)</math> represents an asset value, the number <math>K</math> is the [[Strike_price|strike]] of the opti ...

...ribe specific classes of securities, namely pooled [[Asset-backed security|asset-backed securities]] (ABSs) and [[Mortgage-backed security|mortgage-backed s [[Asset-backed security|Asset-backed securities]] and MBSs typically contain issue terms that specify a m ...

{{Further|topic=Economic depreciation|Fixed capital#Economic depreciation}} ...asset may be modeled as the [[present value]] of the flow of services the asset will generate in future, appropriately adjusted for uncertainty. Economic d ...

...ate the price of a [[Fixed asset|fixed]] [[Capital (economics)|capital]] [[asset]] with its [[Discounted cash flow|present discounted value of expected inco ...nance theory)|annuities]] given by the returns expected from the [[capital asset]] during its life just equal its supply price”.<ref name="keynesDef">Keynes ...

...y of ruin]]; '''w''' is the weight and '''x''' is the value of the ''jth'' asset to be included in the portfolio. ...rences]] and is an implementation of [[capital asset pricing model|capital asset pricing]] under loss aversion. ...

...[[inflation rate]] realized over a given period of time. The [[underlying asset]] is a single [[consumer price index]] (CPI). .... The final cash flow will therefore consist of the difference between the fixed amount and the value of the floating amount at expiry of the swap. ...

{{Short description|Diminishing of value in an asset}} ...when the [[book value]] of an [[asset]] exceeds the recoverable amount. [[Fixed assets]], commonly known as PPE (Property, Plant & Equipment), refers to lo ...

...SS and AT Jamieson BSc FFA FSS, Institutional Investment Volume III, Other Fixed Interest Securities</ref> ...arly important where the investor (lender) is an insurance company and the asset is being used to match guaranteed cashflows, for example in an annuity port ...

...of explanatory variables. The model results in a strategy's exposures to [[asset class]]es or other factors, interpreted as a measure of a fund or portfolio ...first=William F. |date=December 1988 |title=Determining a Fund's Effective Asset Mix |journal=Investment Management Review |pages=59–69 }}</ref> Under the n ...

...other organizations given the number of the organizations cross-holding is fixed. * Market price of an asset ''k'' is <math> p_k </math> ...

...conomic data), the '''Markov-switching multifractal (MSM)''' is a model of asset returns developed by [[Laurent-Emmanuel Calvet|Laurent E. Calvet]] and Adla Let <math>P_t</math> denote the price of a financial asset, and let <math>r_t = \ln (P_t / P_{t-1})</math> denote the return over two ...

...tfolio theory]], which gives rise to the decision portion of the [[Capital Asset Pricing Model]]; these employ '''mean-variance analysis''', and focus on th ...isky asset and the amount <math>w_0-q</math> is to be invested in the safe asset, then, contingent on <math>q</math>'','' the investor's random final wealth ...

...p v3 where the trading function uses the product of the quantities of each asset in the pool to determine clearing prices. CFMMs are also popular in predic ...|last5=Boyd |first5=Stephen |title=Constant Function Market Makers: Multi-Asset Trades via Convex Optimization |year=2021 |class=math.OC |eprint=2107.12484 ...

...ing strategies, whilst characteristics such as direction and volatility of asset returns as well as the traded volume may be addressed more directly via the ...t applying a stock picking strategy and by making tactical tilts to ones [[asset allocation]] model. ...

...ent/index.phtml/itemId/904344 ACCC Review of Access Pricing Principles for Fixed Line Services] {{webarchive |url=https://web.archive.org/web/20100910125335 {{cquote|(1) indexation of the regulatory asset base ...; ...

...olatility itself appears to be the basis of a progressive tax. Conversely, fixed-return investments (which have no return volatility) appear to be "volatili ...ric average]] (or “[[ensemble average]]” and “time average”) returns of an asset or portfolio. It thus represents the degree of “[[Ergodic process|non-ergod ...

...me= "Barro10">{{cite web|last=Barro|first=Robert|title= Rare Disasters and Asset Markets in the Twentieth Century|url=http://www.economics.harvard.edu/facul The [[risk-free interest rate]] (the interest received on fixed income, like bonds issued by extremely safe entities, typically governments ...

...e formulation of the Bias Ratio stems from an insight into the behavior of asset managers as they address the expectations of investors with the valuation o ...r prices on each security monthly and get results that vary widely on each asset. The following real-world example illustrates this theoretical construct. ...

...er than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted (leveraged or deleveraged) to the same risk level, ...a minimum-variance portfolio subject to the constraint that each asset (or asset class, such as bonds, stocks, real estate, etc.) contributes equally to the ...