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Suppose you are given the following SDE for the instantaneous spot rate:drt = σr1dWt,where the Wt is a Wiener process under the real-world probability and the σ is a constant volatility. The initial spot rate r0 is known to be 5%.
(a) What does this spot rate dynamics imply?
(b) Obtain a PDE for a default-free discount bond price B(t, T) under these conditions.
(c) Can you determine the solution to this PDE?
(d) What is the market price of interest rate risk? Can you interpret its sign?
1) The goal of the firm should be
Allison expects her monthly cash inflow after taxes to be $3000. She also has the following monthly expenses: Rent, $750; student loan payment, $200; utilities, $150; food, $300; recreation, $600; car expenses, $200; clothing, $150. What is Alliso..
Moussawi Enterprises, which finances only with equity from retained earnings, is considering two large capital budgeting projects, and its CFO hired you to assist in deciding whether one, both, or neither of the projects should be accepted.
You are cautiously bullish on the common stock of the Wildwood Corporation over the next several months. The current price of the stock is $50 per share. You want to establish a bullish money spread to help limit the cost of your option position. ..
Analyze the measures of liquidity
How many shares of JKL stock must you sell to unlever your position if you can loan out funds at 8 percent interest? Ignore taxes.
if you have 15000 today and save 13000 per quarter year at the end of the quarter while earning an annual interest rate
this information relates to alexis co. for the year 2012.retained earnings january 1 201267000advertising
franklin templeton has just invested 9160 for his son age one. this money will be used for his sons education 17 years
you own stock in the lewis-striden drug company. suppose you had expected the following events to occur last month.a.
Explain and Discuss on investment plan and which option should Tiger Travel take with the first payment due one year from now
The fats about the family.
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