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  2. Hamada's equation - Wikipedia

    en.wikipedia.org/wiki/Hamada's_equation

    It is used to help determine the levered beta and, through this, the optimal capital structure of firms. It was named after Robert Hamada, the Professor of Finance behind the theory. Hamada’s equation relates the beta of a levered firm (a firm financed by both debt and equity) to that of its unlevered (i.e., a firm which has no debt) counterpart.

  3. Beta function - Wikipedia

    en.wikipedia.org/wiki/Beta_function

    Even if unavailable directly, the complete and incomplete beta function values can be calculated using functions commonly included in spreadsheet or computer algebra systems. In Microsoft Excel, for example, the complete beta function can be computed with the GammaLn function (or special.gammaln in Python's SciPy package):

  4. Datar–Mathews method for real option valuation - Wikipedia

    en.wikipedia.org/wiki/Datar–Mathews_method_for...

    Fig. 1 Typical project cash flow with uncertainty. The mathematical equation for the DM Method is shown below. The method captures the real option value by discounting the distribution of operating profits at R, the market risk rate, and discounting the distribution of the discretionary investment at r, risk-free rate, before the expected payoff is calculated.

  5. Beta (finance) - Wikipedia

    en.wikipedia.org/wiki/Beta_(finance)

    Beta is the hedge ratio of an investment with respect to the stock market. For example, to hedge out the market-risk of a stock with a market beta of 2.0, an investor would short $2,000 in the stock market for every $1,000 invested in the stock. Thus insured, movements of the overall stock market no longer influence the combined position on ...

  6. Beta distribution - Wikipedia

    en.wikipedia.org/wiki/Beta_distribution

    In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1) in terms of two positive parameters, denoted by alpha (α) and beta (β), that appear as exponents of the variable and its complement to 1, respectively, and control the shape of the distribution.

  7. SABR volatility model - Wikipedia

    en.wikipedia.org/wiki/SABR_volatility_model

    One possibility to "fix" the formula is use the stochastic collocation method and to project the corresponding implied, ill-posed, model on a polynomial of an arbitrage-free variables, e.g. normal. This will guarantee equality in probability at the collocation points while the generated density is arbitrage-free. [ 4 ]