Sentence examples for pricing derivatives from inspiring English sources

Last February, Marco Naldi, an expert at pricing derivatives at Lehman Brothers, briefly put his three-bedroom apartment at 545 West 110th Street, a new building on the corner of Broadway, on the market for $2.675 million.

It plays a key role in lots of tricky financial activities, from portfolio management to pricing derivatives, working out the cost of capital and deciding if a firm should go ahead with its investment plans, calculating or even setting top executives' pay.

In financial mathematics, pricing derivatives are studied by means of FPDEs.

Traditional techniques such as the finite-differences method and lattice become less attractive when dealing with pricing derivatives with multiple stochastic variables, problems with many dimensions, or even path-dependent American options, as it is the case of American Asian (Amerasian) options.

Highly persistent in individual securities, the microstructure risk cannot only be measured, it can be used in many daily applications, such as: Buy and hold equity selection Portfolio risk evaluation and management Collateral pricing Derivatives analysis Many more.

Similarly, the computer models used to price derivatives in the 1990s and early 2000s assessed the risk that house prices might fall in the USA as a possibility so remote, it was roughly comparable with a giant asteroid hitting in the earth.

The value of s was assessed by [16] using the own and cross-price derivative.

"Clearing is intrinsically linked to the pricing" of derivatives, said Thomson Reuters, which surveyed dozens of senior managers at top global financial firms for its study.

All along, the traders were able to mask the losses by pricing the derivatives in favorable manner, according to the report.

The investigations analyze the behavior of the fractional diffusion equation in the field of finance, exclusively in pricing the derivatives.

Since electricity cannot be stored, the well-known Black-Scholes equation [9] is not generally an appropriate method for pricing electricity derivatives.