The pricing of options and corporate liabilities
All corporate liabilities can be viewed as combinations of options, the formula and the analysis that led to it are also applicable to corporate liabilities such as common stock, corporate bonds, warrants. The valuation formula. An alternative derivation.
Подобные документы
Accounting - a basic tool for tracking the status and movement of all assets and liabilities of an organization. Financial management of public finances - a set of activities that the state administration has at its disposal to achieve its liquidity.
статья, добавлен 22.02.2021The concept of the Local Volatility. The products which call for more accurate forecast of options pricing - is a significant business in financial world. The questions regarding local volatility is the mathematical background of the local volatility.
статья, добавлен 01.02.2013The concept and purpose of stocks and bonds, their differences. The issue of bonds, their characteristics and types. Features of bonds issued in foreign currency. The procedure for trading and rating of bonds. Investing in bonds and their indices.
реферат, добавлен 13.05.2016- 29. Stock Valuation
Factors determining the intrinsic value. The size and timing of the expected future cash flows, their rate of discounting. Required rate of return of an individual. Evaluation of common shares. Dividend-growth model (DGM). Steadily rising dividends.
презентация, добавлен 09.11.2013 - 30. Pricing strategy
Pricing strategy as the pursuit of identifying the optimum price for goods. Main pricing strategies: Discount, Market Penetration, Premium, Skim Pricing. Skim pricing as a technique that companies use to find the optimum price point for a product.
доклад, добавлен 20.12.2014 Analysis of models of determining the market value of a business. Research on the pricing of financial assets. Ways to increase the reliability of the accuracy of monetary valuation results. The search for the optimal ratio of equity and debt capital.
статья, добавлен 10.10.2024Analysis of the period of company take over in terms of risk-return trade off. Description of the model used to analyze the volatility of stock returns. Exploration of dependence the volatility of stock return on the type of the acquiring company.
дипломная работа, добавлен 30.07.2016Research on conflict issues related to the issue and circulation of international bonds on international capital markets. Characterization of features of international bonds as financial instruments used to attract capital from institutional investors.
статья, добавлен 23.11.2022Analysis the profitability of value, momentum strategies and a combination of strategies in Russian stock market. The explanation of the value premium and momentum effect. Momentum, value and combo portfolio construction and regression analysis.
дипломная работа, добавлен 30.07.2016Analysis of the company’s annual reports. Examination of company’s footwear & apparel business segment development. Forecast revenue and other financials required for company’s valuation. Building of DCF model based on assumptions and forecasts.
дипломная работа, добавлен 10.08.2020Description the three indicators: the mutual funds cash ratio, the short interest ratio, and the odd-lot ratio and their behavior during the 1955-1970 period. Examining the simultaneous relationship between three stock market indicators and stock prices.
статья, добавлен 09.09.2012Analysis of the impact of presentations of high-tech companies on the stock quotes of companies. Research of high-tech companies and product presentations, creation of recommendations for investors. Introduction of a new product at a special public event.
дипломная работа, добавлен 10.12.2019The calculation of the net present value by discounting the expected future cash flows. Strategic decision-making. The definition of economic rent and competitive advantages on the example of Marvin Enterprises. The formula for calculating rent.
презентация, добавлен 02.08.2013The role financial market in the economy. Buying and selling stocks and bonds. Types of financial markets. Rational distribution of resources. Volume and structure of manufacture. Development of the Ukrainian infrastructure of the financial market.
презентация, добавлен 15.03.2016Researching the value of analysts' recommendations and identifying a market in which analysts have more predictive power. Studying the degree of reaction of stock prices to a specific recommendation. The appearance of abnormal returns on a security.
дипломная работа, добавлен 10.12.2019Assessing risks of Zagreb Stock Exchange and future offerings that are relevant in making the decisions about investments. The importance of diversification and systemic risk of individual stocks. Systemic risk of the given portfolio and its importance.
статья, добавлен 02.07.2013- 42. Risk and Return
Markowitz portfolio theory. Risk and return relationship. Validity and the role of the CAPM. Efficient frontier. Security market line. Capital asset pricing model. Testing the CAPM. Consumption betas with market betas and the arbitrage pricing theory.
презентация, добавлен 02.08.2013 Study of the mechanism of transfer pricing, the procedure for settling taxation of controlled transactions. Conditions for taxation of interdependent persons. Situations in which the mechanism of tax optimization with the use of transfer pricing is used.
статья, добавлен 12.05.2018The testing of hypotheses about the influence of various dividend policy options on the value of oil and gas companies in emerging markets. Comparison actual value of the company according to market data and theoretical (intrinsic) value of the company.
статья, добавлен 17.06.2021An study on the ambiguities and the risk on the Russian stock market. Portfolio theory, linear relationship between risk and return and the known probabilities of outcomes. The relationship between risk and return of uncertainty intraday observations.
контрольная работа, добавлен 26.08.2016Consideration of the essence of the theoretical, practical principles of the functioning of financial institutions in the stock market as a tool for regulating economic development in the context of institutional transformations of the financial system.
статья, добавлен 06.09.2022Essence, main points and classification of Capital markets. Difference between Money Markets, Capital Markets and regular bank lending. Market participants. The main trading room of the Tokyo Stock Exchange. New issuance, Investment strategies, Taxation.
эссе, добавлен 22.08.2013The role of international groups of companies (IGC) in the globalization of the economy. Transfer pricing in the improvement of tax control over the payment of taxes by the ICG. Proposals for improving the method of accounting for controlled operations.
статья, добавлен 10.09.2022- 49. Profitability and risk of the contrarian strategy using stock market indexes of developing countries
Research the performance of the contrarian strategy using stock market indexes of developing countries over the 1987-2014 period. The results of this research provide evidence for existence of the mean reversion phenomenon across developing markets.
дипломная работа, добавлен 30.07.2016 Consideration of technological innovations as the driving force of development, the main optimization technology, with high growth rates of industrial enterprises. Assessment of the profitability and risks of Chinese shares, recommendations to investors.
дипломная работа, добавлен 10.08.2020