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pro vyhledávání: '"Ilya, Gikhman"'
Autor:
Ilya, Gikhman
In this paper we present valuation of CDO tranches paying primary attention to the equity tranche. Our approach is close to one that was outlined in [1].
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::193ffed282e835f17e77ed7da72d2e4c
https://mpra.ub.uni-muenchen.de/34587/1/MPRA_paper_34587.pdf
https://mpra.ub.uni-muenchen.de/34587/1/MPRA_paper_34587.pdf
Autor:
Ilya, Gikhman
In this paper we develop an approach to valuation of a multiple names security portfolio. The goal of the paper to present pricing and calculation of the risk characteristics of the corporate debt based on randomization of the historical data of port
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::ba6142358f68e39ddb16aae5f0b5c91f
https://mpra.ub.uni-muenchen.de/34511/1/MPRA_paper_34511.pdf
https://mpra.ub.uni-muenchen.de/34511/1/MPRA_paper_34511.pdf
Autor:
Ilya, Gikhman
In this article we discuss fundamentals of the debt securities pricing. We begin with a generalization of the present value concept. Though the present value is the base valuation method in the modern finance we will illustrate that this concept does
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::64e9583ca45656181ee37f8e6534e156
https://mpra.ub.uni-muenchen.de/1450/1/MPRA_paper_1450.pdf
https://mpra.ub.uni-muenchen.de/1450/1/MPRA_paper_1450.pdf
Autor:
ilya, gikhman
In this article we discuss the fundamentals of pricing of the popular financial instruments. The basic point of our approach is to extend the present value benchmark concept. The present value valuation approach plays the similar role as The Newton L
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::efd1cda05f6db61e33f07a0ceaafe4a0
https://mpra.ub.uni-muenchen.de/1449/1/MPRA_paper_1449.pdf
https://mpra.ub.uni-muenchen.de/1449/1/MPRA_paper_1449.pdf
Autor:
ilya, gikhman
This paper deals with the option-pricing problem. In the first part of the paper we study in details the discrete setting of the option-pricing problem usually referred to as the binomial scheme. We highlight basic differences between the old and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::f2306050bf1383859a4b953dfd373f42
https://mpra.ub.uni-muenchen.de/1452/1/MPRA_paper_1452.pdf
https://mpra.ub.uni-muenchen.de/1452/1/MPRA_paper_1452.pdf