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In 1994 Shreve and Soner provided an analysis of the problem via the Hamilton–Jacobi–Bellman equation and its viscosity solutions. [7] When there are fixed transaction costs the problem was addressed by Eastman and Hastings in 1988. [8] A numerical solution method was provided by Schroder in 1995. [9]
NAV (Net Asset Value) lending is a form of fund-level financing where loans are secured by the value of a private equity fund's investments rather than the uncalled capital commitments of limited partners (LPs). NAV-based credit facilities provide liquidity to private equity funds by allowing them to borrow against the underlying portfolio.
Calculation of the net asset value for a hedge fund, including the calculation of the fund's income and expense accruals and the pricing of securities at current market value, is a core fund administrator task, because it is the price at which investors buy and sell shares in the fund. [17]
An optimal capital structure is one that is consistent with minimizing the cost of debt and equity financing and maximizing the value of the firm. Internal policy decisions with respect to capital structure and debt ratios must be tempered by a recognition of how outsiders view the strength of the firm's financial position. [10]
After a successful run as a private hedge fund, AMC was sold to Stuart & Co. in 1971. [28] In 1993, Merton co-founded a hedge fund, Long-Term Capital Management , which earned high returns for four years but later lost $4.6 billion in 1998 and was bailed out by a consortium of banks and closed out in early 2000.
Dual-rate asset pricing model developed under TAPA represents a substantial contribution of TAPA to generalizing the Discounted cash flow analysis framework. The General pricing equation for this model is as follows: [5] = (+ ()) = [= = + (+ ()) + +] where, additionally, () and () stand for the expected rates-of-return/discount rates utilized by the buyer (b) and seller (s) with reference to ...
Existing life insurance coverage: If you already have a $750,000 life insurance policy, your insurer might cap how much additional coverage you can get. This is to prevent people from being ...
Chen published a paper in 2001, [1] where he presents a quantum binomial options pricing model or simply abbreviated as the quantum binomial model. Metaphorically speaking, Chen's quantum binomial options pricing model (referred to hereafter as the quantum binomial model) is to existing quantum finance models what the Cox–Ross–Rubinstein classical binomial options pricing model was to the ...