Sentence examples for theoretical pricing from inspiring English sources

Professor Hodrick's current research explores the empirical implications of theoretical pricing models that generate time-varying risk premiums in the markets for bonds, equities and foreign currencies.

SSF and ETF futures are priced by the market in accordance with a theoretical pricing model that considers the price of the underlying stock plus the interest-rate cost-of-carry, minus the dividend.

They made signs advertising the theoretical price disparity but gave the sweets away for free, the only cost being a few minutes' conversation.

The rule forces banks to mark to market, rather to some theoretical price calculated by a computer — a system often derided as "mark to make-believe".

We design the conditional probability of defaults for the CDS prices based on the Hawkes-diffusion process and obtain the theoretical prices of CDS indexes.

At the time the offer price of 409p was 46percentnt below the share price and a 34percentnt below the theoretical price at which the shares should trade after the capital-raising.

The posted price is a theoretical price used by the oil industry to calculate tax payments to oil-producing nations for the bulk of the oil produced in Opec.

In the mid-1970s a few progressive occupants of Chicago's options pits started trading with the aid of sheets of theoretical prices derived from a model and sold by an economist called Fisher Black.

N here is merely a symbol for any number of bidders; in essence, they say that the more bidders there are, the better theoretical price that can be achieved.

The New York lawsuit accuses ExxonMobil of assuring its investors that it was using theoretical prices for carbon in evaluating projects -- from $20 to $80 a ton depending on the country -- when in fact it often used a lower price or none at all.

One principal involved in the Extended Stay acquisition, whose firm did not want to discuss the deal publicly, said the price was a deep bargain compared with a common benchmark known as replacement cost, which is the theoretical price to build a similar hotel in the same location today.