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...st%20Rates/ASSET_SWAP.pdf |archive-date=2015-10-10 }}</ref> The asset swap market is [[over-the-counter (finance)|over-the-counter]] (OTC), i.e., not traded ...oupon payments, for a floating investment, i.e. an index. It has a similar structure to a plain vanilla swap, but the underlying of the swap contract is differe ...

...k price correlation used for observing, analyzing and predicting the stock market dynamics. ...ent [[hedge funds]] and observed the patterns before the August 2007 stock market turbulence.<ref>Andrew W. Lo Amir E. Khandaniy. (2007). What happened to th ...

...nopoly faces no [[Competition (economics)|competition]], it has absolute [[market power]] and can set a price above the firm's [[marginal cost]].<ref name="I ...al cost (determined by the firm's technical limitations that form its cost structure) is the same as the [[marginal revenue]] (MR) (as determined by the impact ...

...s used to explain trends in capital structure, [[valuation (finance)|stock market valuation]], [[dividend decision|dividend policy]], the [[monetary transmis ...n costs. Companies can decide to buy back one single share for the current market price P and finance this by issuing one extra corporate bond with face valu ...

...ncrease in costs (the ''cost shock'') happens in a [[perfectly competitive market]], a bigger share of the change will be borne by the party that is less se ...[[Elasticity (economics)|elastic]] demand (consumers ready to abandon the market if faced with any price increase), producers will be forced to fully absorb ...

The '''expectations hypothesis''' of the [[term structure of interest rates]] (whose graphical representation is known as the [[yield ...substitutes and suggests that the shape of the [[yield curve]] depends on market participants' expectations of future interest rates. These expected rates, ...

{{Short description|Supply chain market situation}} ...is a [[Externality|vertical externality]] that occurs when two firms with market power (i.e., not in a situation of [[perfect competition]]), at different v ...

...financial instrument over a period in the future, extracted from the term structure of volatility (which refers to how implied volatility differs for related f ...from a yield curve, forward volatilities can be derived from a given term structure of volatility. ...

{{short description|Mathematical theory for analyzing stock market structure and portfolio behavior}} ...theory''' ('''SPT''') is a mathematical theory for analyzing stock market structure and portfolio behavior introduced by E. Robert Fernholz in 2002. It is des ...

...jstor=2329964 |s2cid=153337865 }}</ref> demonstrated that 'the fundamental structure of the "capital-asset pricing model is retained when standard semideviation ...al_characteristics_of.pdf|title=Distributional characteristics of emerging market returns, and asset allocation|journal=Journal of Portfolio Management|year= ...

...tor.asp#axzz1vbOvyLAZ; 02.07.2012.</ref> The market and development of the market is based on [[Moore's Law]] or More than Moore.<ref name="ieee spectrum">ie Customer demand in the semiconductor market evolves and changes at a swift pace which leads to the fact that a high lev ...

...ique for pricing first-generation [[exotic option]]s in [[foreign exchange market]] [[Foreign exchange derivative|(FX) derivatives]]. If we consider a [[Volatility smile|smile volatility term structure]] <math>\sigma(K)</math> with ATM strike <math>K_0</math>, ATM volatility < ...

...the '''Black–Karasinski model''' is a [[mathematical model]] of the [[term structure]] of [[interest rate]]s; see [[short-rate model]]. It is a one-factor model ...ion]] for the short rate and therefore the [[expected value]] of the money-market account is infinite for any maturity. ...

In other words, CVA is the [[market value]] of [[Counterparty risk|counterparty credit risk]]. ...on counterparty [[Credit spread (bond)|credit spread]]s as well as on the market risk factors that drive derivatives' values and, therefore, exposure. ...

{{also|Capital structure#Modigliani–Miller theorem}} ...costs, [[agency costs]], and asymmetric information, and in an [[efficient market]] — the [[enterprise value]] of a firm is unaffected by [[Corporate_finance ...

A Lèvy process characteristic function has the same structure but with <math>\gamma_t =t\gamma, \nu_t = t\nu</math> and <math>A_t = At</m ...tely, the ''stationarity '' of the increments does not reproduce correctly market data. A Lévy process fit well [[call option]] and [[put option]] prices ([[ ...

...d. With the Bertrand Conjecture, the firms act as if they believe that the market price is unaffected by their own output, because each firm believes that th Let there be two firms, X and Y, with outputs x and y. The market price P is given by the linear demand curve ...

...hel Ben-Jacob (submitted), Index Cohesive Force analysis of the U.S. stock market, Proceedings of the 2011 International Conference on Econophysics, Kavala, ...submitted), Evolvement of uniformity and volatility in the stressed global market, PNAS</ref><ref name="strak_2006">Eran Stark, Rotem Drori and [[Moshe Abel ...

...firms set price equal to marginal cost). However, this can only happen if market demand is infinitely elastic (horizontal) at the competitive price. In gene ...6|jstor=2297646|hdl=10068/139451}}</ref> were able to show that in a large market with many firms, the average price set would tend to the competitive price. ...

...in a third country (or possibly the whole world). The demand in the export market is such that if only one firm enters, it will make a profit, but if they bo ...tion|Lockheed]] and [[McDonnell Douglas]] both simultaneously entering the market for three engine [[Wide-body aircraft|wide-body jets]].</ref><ref name=krug ...