Explain lognormal random walk based on Brownian motion
Explain lognormal random walk based on Brownian motion.
Expert
This idea is proposed by Robert Brown. This idea of the random walk has permeated various scientific fields and is commonly utilized as the model mechanism behind a variety of unpredictable continuously-time processes. This Brownian motion is the classical paradigm for the stock market.
Is the depreciation is the loss of value of fixed assets?
Your Corp, Inc.'s data is as follows:Beta; 1.30Recent dividend; $.90Expected dividend growth; 7%Expected return of the market; 14%Treasury Bills are yielding; 4%Most recent stock price; $65 A] Us
what are the objectives of international finance
Who proposed a modern quantitative methodology for portfolio selection?
Regular meeting of day-to-day commitments: The estimation of WCR also helps to ensure that there is positive WC existence. This proves helpful in meeting requirements which are regular in nature such as payments of salaries, wages, rental charges etc.
What are the types of lease contracts which are seen in practice?
Explain the model of Heath, Jarrow and Morton regarding tree building or Monte Carlo simulation.
Describe the term Zero Coupon Bonds in Corporate Bonds?
Handy Inc has debt-to-assets ratio of 40%, tax rate of 35%, and total value of $100 million. W. C. Handy, the CFO, would like to increase the leverage ratio to 42%, and he believes that there will be no change in the bankruptcy cost of the company. How many dollars wo
Calculated betas give different information if they are acquired by using weekly, monthly or daily data.
18,76,764
1924790 Asked
3,689
Active Tutors
1424318
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!