Risk-free interest rate

Results: 63



#Item
1Economy / Money / Finance / Mathematical finance / Equity premium puzzle / Beta / Risk-free interest rate / Risk premium / Rare disasters / Interest rate / Consumption-based capital asset pricing model / Quantitative analyst

The Consumption Risk of Bonds and Stocks Svetlana Bryzgalova∗ Christian Julliard† November 18, 2015

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:01:36
2Mathematical finance / Money / Finance / Applied mathematics / Interest rates / Credit default swap / Systemic risk / United States housing bubble / Derivative / Laplace transform / Risk-free interest rate / Risk-neutral measure

Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-28 03:25:40
3Money / Finance / Economy / Mathematical finance / Income / Investment / Interest rates / Financial markets / Discounting / Present value / Rate of return / Risk-free interest rate

Microsoft Word - RE6-HammittOrig - revised 13 jan lecture 1

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Source URL: www.tse-fr.eu

Language: English - Date: 2015-08-24 05:49:48
4Interest rates / Mathematical finance / Government bonds / Bond / Corporate bond / Real interest rate / Yield / Risk-free interest rate / Debt / Yield curve / Municipal bond

Interest rates adrift in uncharted waters BY:DON STAMMER From:The Australian June 26, :00AM

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Source URL: research.ybr.com.au

Language: English - Date: 2014-03-25 18:37:51
5Behavioral finance / Systemic risk / Prospect theory / Economic bubbles / Mathematical finance / Risk parity / Rational expectations / Equity premium puzzle / Behavioral economics / Risk-free interest rate / Finance / Beta

“THE “THE QGROUP” ROUP” ® “The Institute for Quantitative Research in Finance”® SPRING 2012 SEMINAR PROGRAM

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Source URL: www.q-group.org

Language: English - Date: 2015-11-20 00:35:27
6Bond / Government bond / Financial crises / Corporate bond / Foreign exchange market / Risk-free interest rate / Government debt / Sovereign default / Self-fulfilling crisis

Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets Cho-Hoi Hui Hong Kong Monetary Authority and

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Source URL: www.hkimr.org

Language: English - Date: 2016-05-09 22:13:30
7Finance / Economy / Money / Investment / Dividends / Fundamental analysis / Dividend policy / Financial risk / Dividend / Free cash flow / Earnings before interest /  taxes /  depreciation /  and amortization / Rate of return

The figures in this proposal are estimates and not quotations

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Source URL: www.foxtonsgroup.co.uk

Language: English - Date: 2016-03-08 02:00:22
8

Transitional measures – risk-free interest rate Pursuant to regulation 53 of the Financial Services and Markets (The Solvency 2 Regulations 2015) (“the Statutory Instrument”), a firm may apply to the PRA for permis

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Source URL: www.bankofengland.co.uk

- Date: 2015-03-20 06:09:49
    9Ethics / Risk management / Financial institutions / Types of insurance / Solvency II Directive / Institutional investors / European Insurance and Occupational Pensions Authority / Reinsurance / Risk / Actuarial science / Management / Insurance

    Q&As about the publication of the Solvency II relevant risk free interest rate term structures What is being published? The publication consists of Technical Information and Technical Documentation. Technical Information

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    Source URL: eiopa.europa.eu

    Language: English - Date: 2015-02-28 08:50:21
    10Ethics / Economy of the European Union / European Insurance and Occupational Pensions Authority / European Union / Solvency II Directive / Risk / Yield curve / Insurance / Financial risk / Financial economics / Management / Risk management

    EIOPA BoS Technical document regarding the risk free interest rate term structure

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    Source URL: eiopa.europa.eu

    Language: English - Date: 2015-02-28 08:51:08
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