Sentence examples for derivative price from inspiring English sources
Another company under Stanford's control was embroiled in an alleged credit derivative price manipulation orchestrated by Kaupthing bankers.
The derivative price at time t is simply the discounted expected value of v at time t under the risk-neutral measure, i.e., (v(t)=Eleft [I_{tau
The derivative price at time t is v(t)=Nolcdot 1-Rec cdot Eleft[left.I_{tau
Derivative prices leapt on New York's trading floors.
Examples of applications include portfolio management, risk management, derivative pricing, and algorithmic trading.
They claimed credit derivative prices were distorted by hedge funds set on destabilising the bank.
Moreover, risk committees do not set derivative prices or establish trading practices.
The course does not do any empirical tests of derivative pricing models, and concentrates on discrete-time methods.
Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas.
Since the last week of September the apparent risk of a Commerzbank default, on the basis of derivative prices, has nearly trebled (see chart).
This chapter surveys the literature on fixed-income pricing models, including dynamic term-structure models, and interest-rate sensitive, derivative pricing models.
