'Portfolio value' presentation slideshows

Liquidity Risk

Liquidity Risk. Liquidity Risk. Liquidity risk deals with the everyday aspect of doing business. Interest rate risk, credit risk, off balance sheet risk, operational risk all created solvency risk for the FI, liquidity risk generally does not.

1.52k views • 69 slides

Chapter 20

By Cheng Few Lee Joseph Finnerty John Lee Alice C Lee Donald Wort. Chapter 20. Comparative Static Analysis of the Option Pricing Models. Outline. 20.1 Delta (? ) 20.1.1 Derivation of Delta for Different Kinds of Stock Options 20.1.2 Application of Delta ( ? ) 20.2 Theta ( ? )

715 views • 58 slides

552 views • 42 slides

Options on Stock Indices, Currencies, and Futures Chapters 15-16

Options on Stock Indices, Currencies, and Futures Chapters 15-16. European Options on Stocks Providing a Dividend Yield. We get the same probability distribution for the stock price at time T in each of the following cases:

617 views • 40 slides

Chapter 12

640 views • 38 slides

FINC4101 Investment Analysis

669 views • 36 slides

National Investor Survey

National Investor Survey. Penn, Schoen & Berland Associates September 12, 2000. Methodology. Penn, Schoen & Berland interviewed 600 investors nationally by telephone, a cross-section of all American investors

335 views • 21 slides

Options on Stock Indices and Currencies Chapter 13

Options on Stock Indices and Currencies Chapter 13. Valuing European Index Options. We can use the formula for an option on a stock paying a dividend yield Set S 0 = current index level Set q = average dividend yield expected during the life of the option.

409 views • 16 slides

264 views • 13 slides