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- ...d-interest securities]]. It is closely related to the concept of [[current yield]]. The adjusted current yield is given by the current yield with addition of ...1 KB (151 words) - 18:24, 21 February 2023
- ...the Treasury|U.S. Treasury’s]] daily official “Treasury Par [[Yield curve|Yield Curve]] Rates”, which are used by investors to price debt securities traded == Compared to yield to maturity == ...4 KB (662 words) - 18:32, 3 August 2023
- ...he cheapest. It is the cheapest because it has the lowest initial value to yield a higher return provided it is delivered with the stated futures price. [[Category:Mathematical finance]] ...1 KB (217 words) - 21:30, 18 January 2022
- ...compounded returns of a [[financial instrument]] is called [[Volatility (finance)|volatility]]. ...ar to the [[yield curve]]. Just as [[forward rate]]s can be derived from a yield curve, forward volatilities can be derived from a given term structure of v ...4 KB (546 words) - 09:41, 9 March 2023
- ...inance]], Vol. 33, No. 1, (March 1978), pp. 177-186.</ref> is an [[option (finance)|option]] pricing formula applicable to an option to exchange one risky ass ...sky assets at time ''t'', and that each has a constant continuous dividend yield ''q<sub>i</sub>''. The option, ''C'', that we wish to price gives the buyer ...5 KB (805 words) - 06:54, 26 June 2024
- ...ture of interest rates]] (whose graphical representation is known as the [[yield curve]]) is the proposition that the long-term rate is determined purely by ...s interest rate by next year's interest rate. More generally, returns (1 + yield) on a long-term instrument are equal to the geometric mean of the returns o ...6 KB (879 words) - 07:59, 17 September 2019
- ...or [[fixed income]] and [[interest rate derivative]]s see [[Lattice model (finance)#Interest rate derivatives]]. ...ity of the underlying]]; <math> q\,</math> is its corresponding [[dividend yield]].<ref name="JHull">[[John C. Hull (economist)|John Hull]] presents alterna ...7 KB (1,003 words) - 20:22, 16 December 2024
- *In finance, it refers to the exchange of the flow of payments from a given security (t ==Finance== ...7 KB (1,261 words) - 15:47, 30 August 2024
- ...a [[Preferred Stock|preference share]] that is redeemed on a [[winding up (finance)|winding up]].<ref name="Day">JG Day MA FIA FSS and AT Jamieson BSc FFA FSS ...is then used to denote the situation where an addition is made to the gilt yield to calculate the make whole payment. ...7 KB (1,161 words) - 16:23, 23 January 2025
- {{Short description|Theory in finance}} ...idend policy]], the [[monetary transmission mechanism]], and [[volatility (finance)|stock volatility]], and provides an alternative to the [[Modigliani–Miller ...14 KB (2,103 words) - 07:03, 15 January 2024
- * Smith, A. and Wilson, T. (2000). Fitting Yield Curves with Long Term Constraints. Research report, Bacon & Woodrow. [[Category:Mathematical finance]] ...2 KB (300 words) - 13:46, 29 January 2024
- ...an be the sum of squared daily returns for a particular month, which would yield a measure of price variation over this month. More commonly, the realized v The realized [[Volatility (finance)|volatility]] is the square root of the realized variance, or the square ro ...5 KB (671 words) - 17:22, 20 December 2024
- ...actor [[Lattice model (finance)|grid/lattice]] or [[Monte Carlo methods in finance|Monte Carlo]] models where one factor represents the short rate in currency * FX [[Volatility (finance)|volatility]] calibrated to FX Options and user inputs ...8 KB (1,307 words) - 22:09, 26 March 2023
- {{expert-subject|1=finance and investment|date=December 2012|reason=Confirmation, details on the Affin ...ate=1996|title=A Yield-Factor Model of Interest Rates|journal=Mathematical Finance|language=en|volume=6|issue=4|pages=379–406|doi=10.1111/j.1467-9965.1996.tb0 ...12 KB (2,029 words) - 18:05, 13 December 2024
- In [[corporate finance]], '''free cash flow to equity''' ('''FCFE''') is a metric of how much cash *In theory, both approaches should yield the same equity value if the inputs are consistent. ...5 KB (790 words) - 09:26, 28 March 2023
- ...{{Short description|Application of mathematical and statistical methods in finance}} ...of [[applied mathematics]], concerned with mathematical modeling in the [[Finance#Quantitative_finance|financial field]]. ...23 KB (3,035 words) - 01:35, 20 February 2025
- ...hoice and Asset Prices: The Importance of Entrepreneurial Risk, Journal of Finance, Vol. 55, No.3, pp. 1163-98.</ref> Thus, private businesses can only be imp ...andom yield on the jth asset, <math>r_m</math> is the end-of-period random yield on the market portfolio and <math>r_f</math> is one plus the riskless rate ...8 KB (1,289 words) - 22:56, 15 February 2024
- In [[finance]], the''' T-model''' is a formula that states the returns earned by holders ...= total return from the stock over a period (appreciation + "distribution yield" — see below); ...10 KB (1,580 words) - 19:00, 24 January 2023
- These values for <math>m</math> and <math>v</math> yield a distribution with mean of <math>\mu</math> if <math>pq > 1</math> and a v ...comes more leptokurtic). Large values of <math>p</math> and <math>q</math> yield a distribution that is more platykurtic. ...18 KB (2,636 words) - 21:38, 4 January 2024
- ...t1=Seal|first1=Hilary L.|title=Pension & Profit Sharing Digest: How Should Yield of a Trust Fund Be Calculated?|journal=Trust and Estates|date=November 1956 [[Category:Finance theories]] ...7 KB (1,104 words) - 08:08, 14 March 2023