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SG7 Communication and Education | October 2019

SG7 Communication and Education | October 2019

- Confidential -. Draft Version. SG7 Communication and Education | October 2019. Working Group on €uro Risk-Free Rate Preparing for the interest rate benchmark reforms and the new risk-free rates. Draft Version. Index. Purpose and use of this pack

By niveditha
(259 views)

Static Equilibrium Asset Pricing

Static Equilibrium Asset Pricing

Static Equilibrium Asset Pricing. Chapter 3. Capital Asset Pricing Model (CAPM). Section 3.1. CAPM. Original portfolio-based asset pricing model Most all modern asset pricing builds from this Sharpe/Lintner (and sort of Treynor) 1960’s Assumptions All investors price takers

By dotty
(203 views)

Stochastic Discount Factors

Stochastic Discount Factors

Stochastic Discount Factors. Chapter 4. Complete markets. Section 4.1.1. Arrow/Debreu securities. Fundamental asset pricing formula. Almost all of modern asset pricing can be written in this form. Risk neutral probabilities. Utility.

By melaney
(396 views)

Financial Options & Option Valuation REVISITED

Financial Options & Option Valuation REVISITED

Financial Options & Option Valuation REVISITED. Week 7 IMBA 2017 ACF FALL 1. RECAP KLP ’ s FINC 5880. Week 1: Intrinsic Valuation Week 2: Capital Budgeting (Disney Brasilia Case) Week 3: Capital Structure (Disney Case) Week 4: Business Analysis (integrating your knowledge)

By lidia
(81 views)

An Overview of Risk Adjusted Methods

An Overview of Risk Adjusted Methods

An Overview of Risk Adjusted Methods. BY CA. Pramod Prabhu. S.H., B.Sc, A.C.A,C.I.S.A (U.S.A). Risk & Uncertainty. Risk: The variability of actual return from the expected returns associated with a given asset/investment is defined as Risk

By geona
(275 views)

Identification and Quantification of Incremental Market Risk

Identification and Quantification of Incremental Market Risk

Identification and Quantification of Incremental Market Risk. By Sy Sarkarat Ph. D.* * Dr. Sarkarat is professor of economics at WVU-Parkersburg, his research interest is in real asset appraisals and valuation and economic impact studies. Presentation Objectives. Introduction Background

By osanna
(132 views)

Chapter 18: Options Basics

Chapter 18: Options Basics

Chapter 18: Options Basics. Corporate Finance, 3e Graham, Smart, and Megginson. Options and other derivative securities have several important economic functions:. Can help align managerial interests with those of shareholders Help bring about more efficient allocation of risk

By rayya
(141 views)

Chapter 3

Chapter 3

Chapter 3. Binomial Tree Methods ------ Discrete Models of Option Pricing. An Example.

By hanh
(103 views)

Fi8000 Exchange Rates Forwards, Futures

Fi8000 Exchange Rates Forwards, Futures

Fi8000 Exchange Rates Forwards, Futures. Milind Shrikhande. Final Exam. 30% of your grade The exam is comprehensive – covers everything on the syllabus 1.5-2 hours, 4-5 questions Bring your calculator and a formula sheet ( one page, letter, you may write on both sides)

By molimo
(111 views)

Capital Asset Pricing Model

Capital Asset Pricing Model

Capital Asset Pricing Model. CAPM Security Market Line CAPM and Market Efficiency Alpha ( a ) vs. Beta ( b ). CAPM. Capital Asset Pricing Model An equilibrium model underlying modern finance theory Based on diversification principle and simplified assumptions Who developed it?

By kin
(340 views)

Finance Lecture # 5

Finance Lecture # 5

Finance Lecture # 5. Jan H. Jansen E-mail: jan.jansen@han.nl. Wind energy. Minor Wind Energy Project Management. Programme. Plan of Action. How to plan the financial part?. What should be in the financial chapter?. Plan the financial chapter. Planning of the financial chapter

By marcin
(91 views)

Investments: Derivatives

Investments: Derivatives

Investments: Derivatives. Professor Scott Hoover Business Administration 365. Call option The buyer Pays for the call option up front Has the right to buy the underlying asset… …on some specified later date …for a specified price (the “strike price” or “exercise price”).

By veta
(102 views)

Financial Options & Option Valuation

Financial Options & Option Valuation

Financial Options & Option Valuation. Session 4– Binomial Model & Black Scholes CORP FINC 5880 SUFE Spring 2014 Shanghai WITH ANSWERS ON CLASS ASSIGNMENTS. What determines option value?. Stock Price (S) Exercise Price (Strike Price) (X) Volatility ( σ ) Time to expiration (T)

By connor
(158 views)

Valuation: Best Practices by Michael R. Vetsuypens, PhD.

Valuation: Best Practices by Michael R. Vetsuypens, PhD.

Valuation: Best Practices by Michael R. Vetsuypens, PhD. Overview. 1. Review of key ideas 2. Inflation 3. Valuation and Forecast Horizon 4. CAPM inputs (weights, cost of debt, cost of equity). 1. Discounted Cash Flow: Key ideas. Present Value of project’s relevant cash flows

By sheri
(98 views)

Chapter 13 Modeling the Credit Spreads Dynamics

Chapter 13 Modeling the Credit Spreads Dynamics

FIXED-INCOME SECURITIES. Chapter 13 Modeling the Credit Spreads Dynamics. Outline. Analyzing Credit Spreads Ratings Probability of Default Severity of Default Modeling Credit Spreads Structural Models Reduced-Form Models Historical versus Risk-Adjusted Default Probabilities.

By bowen
(149 views)

RNW: All Lines Michigan vs. All Line US, 1998–2007*

RNW: All Lines Michigan vs. All Line US, 1998–2007*

RNW: All Lines Michigan vs. All Line US, 1998–2007*. Figure 1. Profitability in Michigan’s property/casualty insurance markets is below that of the US p/c insurance average. Avg. RNW MI: 7.2% US: 7.6%.

By saman
(57 views)

CHAPTER 5 Risk and Rates of Return

CHAPTER 5 Risk and Rates of Return

CHAPTER 5 Risk and Rates of Return. Stand-alone risk Portfolio risk Risk & return: CAPM / SML. Investment returns. The rate of return on an investment can be calculated as follows: (Amount received – Amount invested) Return = ________________________ Amount invested

By alina
(186 views)

Identification and Quantification of Incremental Market Risk

Identification and Quantification of Incremental Market Risk

Identification and Quantification of Incremental Market Risk. By Sy Sarkarat Ph. D.* * Dr. Sarkarat is professor of economics at WVU-Parkersburg, his research interest is in real asset appraisals and valuation and economic impact studies. Presentation Objectives. Introduction Background

By kyrie
(73 views)

Thomas Lowman, FSA, EA, MAAA Chief Actuary Bolton Partners, Inc.

Thomas Lowman, FSA, EA, MAAA Chief Actuary Bolton Partners, Inc.

MAAC Meeting October 8, 2010 Challenges facing Local Governments in Meeting their Benefit Obligations. Thomas Lowman, FSA, EA, MAAA Chief Actuary Bolton Partners, Inc. Today’s Topics:. Financial Stress (last) GASB Preliminary Views FE/MVL discussion CCA Public Plans Committee (Paul Angelo)

By hiroko
(98 views)

Slide Sequence Summary

Slide Sequence Summary

Slide Sequence Summary. The next table summarizes the drifts of the measures of central tendency Note that the means do in fact tie back to the trajectories The last (anomalous?) trajectory not an uncommon occurrence, and I was pfah with you. Implication for Investors.

By asher
(78 views)

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