When.com Web Search

  1. Ad

    related to: m&m model finance

Search results

  1. Results From The WOW.Com Content Network
  2. Modigliani–Miller theorem - Wikipedia

    en.wikipedia.org/wiki/Modigliani–Miller_theorem

    The result of this was the article in the American Economic Review and what has later been known as the M&M theorem. Miller and Modigliani published a number of follow-up papers discussing some of these issues. The theorem was first proposed by F. Modigliani and M. Miller in 1958.

  3. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    When the volatility and drift of the instantaneous forward rate are assumed to be deterministic, this is known as the Gaussian Heath–Jarrow–Morton (HJM) model of forward rates. [ 1 ] : 394 For direct modeling of simple forward rates the Brace–Gatarek–Musiela model represents an example.

  4. Financial modeling - Wikipedia

    en.wikipedia.org/wiki/Financial_modeling

    Financial modeling is the task of building an abstract representation (a model) of a real world financial situation. [1] This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project , or any other investment.

  5. Hamada's equation - Wikipedia

    en.wikipedia.org/wiki/Hamada's_equation

    In corporate finance, Hamada’s equation is an equation used as a way to separate the financial risk of a levered firm from its business risk. The equation combines the Modigliani–Miller theorem with the capital asset pricing model. It is used to help determine the levered beta and, through this, the optimal capital structure of firms.

  6. Robert C. Merton - Wikipedia

    en.wikipedia.org/wiki/Robert_C._Merton

    Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especially the first continuous-time option pricing model, the Black–Scholes–Merton model.

  7. Jump process - Wikipedia

    en.wikipedia.org/wiki/Jump_process

    In finance, various stochastic models are used to model the price movements of financial instruments; for example the Black–Scholes model for pricing options assumes that the underlying instrument follows a traditional diffusion process, with continuous, random movements at all scales, no matter how small.

  8. AOL Mail

    mail.aol.com/?icid=aol.com-nav

    Get AOL Mail for FREE! Manage your email like never before with travel, photo & document views. Personalize your inbox with themes & tabs. You've Got Mail!

  9. LIBOR market model - Wikipedia

    en.wikipedia.org/wiki/LIBOR_market_model

    The LIBOR market model, ... (Brace Gatarek Musiela Model, in reference to the names of some of the inventors) is a financial model of interest rates. [1] ...