The behavior of stock-market prices

The theory of random walks in stock prices actually involves two separate hypotheses: successive price changes are independent, and the price changes conform to some probability distribution. Implications of independence the bachelier-osborne model.

Рубрика Финансы, деньги и налоги
Вид статья
Язык английский
Дата добавления 09.09.2012
Размер файла 7,9 M

Отправить свою хорошую работу в базу знаний просто. Используйте форму, расположенную ниже

Студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будут вам очень благодарны.


HTML-версии работы пока нет.
Cкачать архив работы можно перейдя по ссылке, которая находятся ниже.


Подобные документы

  • Example of a bond valuing. Bond prices and yields. Stocks and stock market. Valuing common stocks. Capitalization rate. Constant growth DDM. Payout and plowback ratio. Assuming the dividend. Present value of growth opportunities. Sustainable growth rate.

    презентация [748,8 K], добавлен 02.08.2013

  • Study credit channel using clustering and test the difference in mean portfolio returns. The calculated debt-to-capital, interest coverage, current ratio, payables turnover ratio. Analysis of stock market behavior. Comparison of portfolios’ performances.

    курсовая работа [1,5 M], добавлен 23.10.2016

  • Types and functions exchange. Conjuncture of exchange market in theory. The concept of the exchange. Types of Exchanges and Exchange operations. The concept of market conditions, goals, and methods of analysis. Stages of market research product markets.

    курсовая работа [43,3 K], добавлен 08.02.2014

  • Составление портфеля ценных бумаг. Изменение стоимости портфеля, нахождение его фактической доходности. Оценка эффективности инвестиционного проекта с точки зрения владельца портфеля. Виды финансовых инструментов. Депозитные и сберегательные сертификаты.

    курсовая работа [47,2 K], добавлен 26.01.2015

  • The General Economic Conditions for the Use of Money. Money and Money Substitutes. The Global Money Markets. US Money Market. Money Management. Cash Management for Finance Managers. The activity of financial institutions in the money market involves.

    реферат [20,9 K], добавлен 01.12.2006

  • Fisher Separation Theorem. Consumption Vs. Investment. Utility Analysis. Indifference Curves. The satisfaction levels. Indifference Curves and Trade Off between Present and Future Consumptions. Marginal Rate of Substitution. Capital Market Line.

    презентация [1,5 M], добавлен 22.06.2015

  • Capital Structure Definition. Trade-off theory explanation to determine the capital structure. Common factors having most impact on firm’s capital structure in retail sector. Analysis the influence they have on the listed firm’s debt-equity ratio.

    курсовая работа [144,4 K], добавлен 16.07.2016

  • Strategy of foreign capital regulation in Russia. Russian position in the world market of investments. Problems of foreign investments attraction. Types of measures for attraction of investments. Main aspects of foreign investments attraction policy.

    реферат [20,8 K], добавлен 16.05.2011

  • The Swiss tax system. Individual Income Tax. Income from capital gains. Procedure for taxation of income from capital gains. Distribution of shares in the capital. Tax at the source. The persons crossing the border. Lump-sum taxation. The gift tax.

    реферат [14,1 K], добавлен 21.06.2013

  • The concept, types and regulation of financial institutions. Their main functions: providing insurance and loans, asset swaps market participants. Activities and basic operations of credit unions, brokerage firms, investment funds and mutual funds.

    реферат [14,0 K], добавлен 01.12.2010

Работы в архивах красиво оформлены согласно требованиям ВУЗов и содержат рисунки, диаграммы, формулы и т.д.
PPT, PPTX и PDF-файлы представлены только в архивах.
Рекомендуем скачать работу.