Encyclopedia of Finance Part 23 pdf
Encyclopedia of Finance Part 23 pdf
... path of X, the
jump times of Z are the jump times of a
Poisson process with time varying intensity
{l(X
s
): 0 s t}, and that the size of the jump
of Z at a jump time T is independent of
{X
s
: ... of foreign exchanges: tests of candidate
processes.’’ Review of Economics and Statistics,
70: 638–647.
Vasicek, O. (1977). ‘‘An equilibrium characterization of
the term stru...
Encyclopedia of Finance Part 7 pdf
... regard to the time of receipt or
payment of cash.
Financial accounting enables a manager to
measure the financial performance of a firm by
398 ENCYCLOPEDIA OF FINANCE
A total review of a cash management ... return of asset i, the payoff
equals 1. Where the payoff of asset i is an excess
return, the price equals 0. Equation (12.1) states
that the expected value of the risk-...
Encyclopedia of Finance Part 1 pptx
... and professionals, in an attempt to
meet the demand for a key source of fundamental finance terminology
and concepts.
This Encyclopedia of Finance contains five parts. Part I includes finance
terminology ... Distinguished Professor of Finance at Rutgers Busi-
ness School, Rutgers University and was chairperson of the Department
of Finance from 1988–1995. He has also se...
Encyclopedia of Finance Part 2 pps
... company subsidiaries. Furthermore, there
is a limitation of the total assets of all financial
subsidiaries of 45 percent of the total assets of the
bank or $50 billion.
2.3. Functional Regulation ... http:==econ.worldbank.org=programs =finance= topic=depinsurance=
304 ENCYCLOPEDIA OF FINANCE
The law, as passed, requires regulators to estab-
lish standards to ensure the privacy...
Encyclopedia of Finance Part 3 doc
... Maturity ¼ n years. Empty cell represents the improbable case of r
pf
< r
z
.
318 ENCYCLOPEDIA OF FINANCE
Journal of international Money and Finance, 9:
182–192.
De Santis G. and Gerard, B. (1997). ... theory of capital asset
pricing.’’ Journal of Economic Theory, 13: 341–360.
Sharpe, W. (1964). ‘‘Capital asset prices: a theory of
market equilibrium under conditions of r...
Encyclopedia of Finance Part 4 potx
... (1989). ‘‘The impact of data errors on meas-
urement of the foreign exchange risk premium.’’ Jour-
nal of International Money and Finance, 8: 147–157.
356 ENCYCLOPEDIA OF FINANCE
asset on each ... swap
CREDIT DERIVATIVES 341
Counterparty A
100
Counterparty B
Counterparty A Counterparty B
Reference asset
worth P
Dirty
C
LIBOR + S
C
Counterparty A Counterparty B
100
100
Maturity
Pa...
Encyclopedia of Finance Part 5 pot
... the
Arbitrage Pricing Theory.’’ Journal of Finance, 43(3):
721–733.
372 ENCYCLOPEDIA OF FINANCE
Chapter 7
TREASURY INFLATION-INDEXED
SECURITIES
QUENTIN C. CHU, The University of Memphis, USA
DEBORAH N. PITTMAN, ... Cri-
tique.’’ Journal of Financial Economics, 18:
91–110.
Sharpe, W. F. (1964). ‘‘Capital asset prices: a theory of
market equilibrium under conditions of risk.’’...
Encyclopedia of Finance Part 6 ppt
... portfolio.’’ Journal of Financial
Economics, 14: 217 236 .
Gordon, M. (1962). The investment, financing and valu-
ation of the firm. Homewood, IL: Irwin.
382 ENCYCLOPEDIA OF FINANCE
condition of the maximization. ... Jour-
nal of Business, 57: 73–96.
Jensen, M. (1968). ‘‘The performance of mutual funds
in the period 1945-1964.’’ Journal of Finance, 23:
389-346.
Jensen, M....
Encyclopedia of Finance Part 8 ppt
... immunization.’’ Jour-
nal of Banking and Finance, 12(3): 493–504.
Redington, F.M. (1952). ‘‘Review of the principle of
Life-Office Valuations.’’ Journal of the Institute of
Actuaries, 78: 286–340.
Samuelson, ... around
80 percent of the variance in holding period
returns.
A number of studies examine the effectiveness of
immunization over sample sets of government
420 ENCYC...
Encyclopedia of Finance Part 9 ppsx
... decimalization,’’ prepared by NYSE Research
Department.
442 ENCYCLOPEDIA OF FINANCE
The development in the Chinese markets may
affect the risk and return of A- and B-share classes.
He and Wu (2003) ... 43742.14 1951.5 181.03 1914
2001=11 1153 45431.59 2092.26 200.31 237 4
436 ENCYCLOPEDIA OF FINANCE
than higher systematic risk) of B-share stocks. The
trading risk associated w...
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