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...l derivative]] that allows one to [[Speculation|speculate]] on or [[hedge (finance)|hedge]] [[risks]] associated with the observed average [[correlation]], of ==Pricing and valuation== ...

...rent yield''' is a [[finance|financial]] term used in reference to [[bond (finance)|bond]]s and other [[securities|fixed-interest securities]]. It is closely [[Category:Mathematical finance]] ...

...nsform]] to be employed to numerically compute option values and [[Greeks (finance)|Greeks]] in an efficient manner. ...439829578|pages=1–82|url=https://www.crcpress.com/Computational-Methods-in-Finance/Hirsa/p/book/9781439829578 ...

==Intangible asset valuation== ...vsc/0708intangibleassetsdp.pdf#page=27 See paragraph 5.25 of International Valuation Standards Committee. Determination of Fair Value of Intangible Assets for I ...

A '''Brazilian Swap''' is a type of [[Swap (finance)|swap]] where the floating rate is calculated using an average rate and has ==Valuation and pricing== ...

...y and uses fuzzy numbers and possibility theory in framing the real option valuation problem. ...eal option valuation is very easy to use compared to the other real option valuation methods and it can be used with the most commonly used [[spreadsheet|spread ...

...d|MVA]] based approach, with similar logic and advantages. Residual Income valuation has its origins in Edwards & Bell (1961), Peasnell (1982), and Ohlson (1995 ...al [[discounted cash flow]] (DCF) approach may be negative here. RI-based valuation is therefore a valuable [[wikt:complement|complement]] to more traditional ...

In finance, a '''pool factor''' is the amount of the initial principal of the underlyi ...d.<ref>Choudhry, Moorad, et al. ''Capital Market Instruments: Analysis and Valuation''. Prentice Hall, 2002. Pg 183. {{ISBN|0-273-65412-8}}.</ref> ...

In [[finance]], a '''range accrual''' is a type of derivative product very popular among == Valuation and risks == ...

...rent account deficit, it has to borrow exactly $700 billion from abroad to finance the deficit and therefore, the country's net foreign asset position falls b ...$700 billion. The appreciation of asset prices, referred to as "positive [[valuation effects]]" in this case exactly offsets the current account deficit. At the ...

...luation#Multi-stage (Compound) Option|Datar–Mathews method for real option valuation]]. [[Category:Options (finance)]] ...

.../ref> The FCFE is usually calculated as a part of DCF or LBO modelling and valuation. ...f>{{cite book| last= Damodaran|first=Aswath |date=1999 |title=[[Investment Valuation: Tools and Techniques for Determining the Value of Any Asset]]|publisher=Jo ...

...im Boyle|author2=Feidhlim Boyle |title=Derivatives: The Tools That Changed Finance |year=2001| publisher=Risk Publications |isbn=978-1899332885}}</ref>{{rp|18 ...DE]]. Once in this form, a finite difference model can be derived, and the valuation obtained.<ref name="Schwartz" /> ...

...stors to value just the operating activities and hence get a more accurate valuation of the company. One school of thought is that there is no such security as ...demand a financial return in the form of [[Dividend|dividends]] ([[Equity (finance)|equity]]) or interests (other short and long-term debts, excluding operati ...

...or [[fixed income]] and [[interest rate derivative]]s see [[Lattice model (finance)#Interest rate derivatives]]. ...r this maturity; <math> \sigma\,</math> is the corresponding [[volatility (finance)|volatility of the underlying]]; <math> q\,</math> is its corresponding [[d ...

...good-deal price bounds."<ref>{{cite journal|title=Coherent Risk Measures, Valuation Bounds, and (<math>\mu,\rho</math>)-Portfolio Optimization|first1=Stefan|la [[Category:Mathematical finance]] ...

...e]] (2020). [https://www.bis.org/basel_framework/chapter/MAR/50.htm Credit valuation adjustment framework]</ref> introduced under [[Basel 3]]; A '''Credit valuation adjustment''' ('''CVA'''), ...

...015): “Don’t use quotients to calculate performance”, Cogent Economics and Finance, 3: 1065584, vol. 3, no. 1, pages 1–14. Open access: http://www.tandfonline ...in the field of finance”, in C.-F. Lee & A.C. Lee, eds., ''Encyclopedia of finance'', Springer, Suiza, 3rd ed., pages 1397-1409. ...

...=Mark }}</ref> to model [[illiquid securities]] and to value [[Derivative (finance)|financial derivatives]] on these. *[[Valuation of options]] ...

In finance, an '''option on realized variance''' (or '''variance option''') is a type ==Pricing and valuation== ...