financial

  1. J

    Brownian bridge exit probabilities (Financial Maths)

    I am trying to calculate the exit probabilities of a brownian bridge starting at ln(S_0) ending at ln(S_t) with barrier at ln(H) following equation (6) from the paper, http://alumnus.caltech.edu/~amir/barrier.pdf however shouldnt the ln term and the x(T) terms be the other way round in the...
  2. P

    Financial Mathematics Question

    By considering the functions x(e^\frac{\delta}{x} - 1) and x(1-e^\frac{-\delta}{x}) and their derivatives with respect to x for x \geq 1 and \delta > 0 show that i^{(p)} > i^{(p+1)} and d^{(p+1)} > d^{(p)} when p is an integer greater than zero.
  3. V

    Financial accounting questions

    Company X purchased 1,000 shares of Company Y for $20.00/share on November 6, 2004. On December 31, 2004, Company Y's fiscal year end, the market value of the Company Y shares was $12.00/share. On February 20, 2005, Company Y paid a cash dividend of $1.50/share to all shareholders. On April 17...
  4. A

    Financial Mathematics

    The amount of $ 37.000,00 was funded in September 1999 for payment in 12 monthly installments, with the 1st paid in October 1999, the French system of amortization, Table Price, the rate of 1% pm over the rate of TR As appendix. Make a spreadsheet of depreciation, considering renegotiating every...
  5. M

    Financial math- force of interest

    Smith makes deposits of 100$ at time 0, and X $ at time 3. the fund grows at a force of interest f= (t^2)/100, t>0. The amount of interest earned from time 3 to time 6 is X. Calculate X. Any help would be really appreciated.
  6. Maccaman

    Financial Mathematics and Newbie

    Hello everyone. I'm new here, and I couldn't find a more appropriate place to post the query I had so I hope it doesn't belong anywhere else. Basically I want to know if anyone can help me with the following(these are just general topics, not specific questions) : (1) Stochastic...
  7. N

    Financial Linear Programming assignment-need help here....

    A company invests in short-term trade credits (TC), corporate bonds (CB), gold stocks (GS) and construction loans (CL). To encourage a diversified portfolio, the board of directors has placed limits on the amount that can be committed to any one type of investment. The company has $5,000,000...
  8. P

    Financial maths, could you help me out and give me a website with the formulas

    Mr Outov Luk recently emigrated to the UK, bringing with him a painting valued at £250,000. Art experts advised him, however, that it was unlikely to go up in price until the painter died. The painter is only 30, and comes from a very long lived family in the Caucasus. Mr Luk, aged 30 himself...
  9. H

    [SOLVED] Financial performance - which tests?

    Hi, I was hoping some one could please give me some guidance. I have datasets that contain details of the financial performance of different groups of individuals as well as another for those not in any group. My expectation was to see a difference in the performance of those individuals in...
  10. S

    Financial Problem

    An NFL team recently signed a seven-year contract with Bob for $121 million. What is the present vale of this contract, given a 9% interest rate? In other words, how much must the NFL team invest when the contract is signed, so that it can make seven equal payments of $17,285,714.29, the first...
  11. F

    Financial Mathematics

    P=A(((1+re)^1/12 -1) / (1 - (1+re)^-n))) Consider a €100,000 mortgage borrowed for a period of 40 years. How many years is half the oroiginal mortgage paid? Interest rate = 4% n = 40 years re= .04 therefore r = .039 as (1+ r/12)^12 = 1 + re the problem i have is, P is meant to...
  12. B

    Question from Financial Math

    Suppose the stock price is 100, the riskless rate is 5%. What is the price of a 1 year call struck at 100 if the volatility is 0? How would you hedge the call?
  13. F

    Financial Mathematics

    HI, I am having a bit of bother with this question I was wondering if anyone could help. A saver has €120000 invested and starts withdrawing it at a rate of €2000 per month at the end of each month. If the nominal annual interest rate is 6% compounded monthly, how many full withdrawals can...
  14. S

    Financial mathematics

    Firstly I would thank Soroban by helping me last time.Thanks again Guyz please any one help me with the following questions :- If you took R50 000.00 and invested it in an investment where you were receiving 7% compound interest per annum, A) What amount of money would you have after 3...
  15. M

    Uses of Cash & Financial Leverage Help

    Hi... I have two questions... Can you confirm the answers are d & c? This quiz has already been completed... I will then have some concept follow up questions. Which of the following is a use of cash? a. An increase in short-term loans b. An increase in accounts payable c. The sale of fixed...
  16. M

    Credit: financial math ?s

    Jack has been shopping for a loan to buy a new car. He wants to borrow $18,000 for four or five yrs. Jack's credit union offers a simple-interest loan at 9.1 percent for 48 months, resulting in a a monthly payment of $448.78. The credit union does not offer 5-year auto loans for amounts less...
  17. S

    Financial Planning

    Wendy, a recent retiree, requires 6000 dollars per year in extra income. She has 50,000 dollars to invest and can invest in B-rated bonds paying 15 percent per year or in a Certificate of Deposit paying 7 percent per year. How much money should be invested in each to realize exactly 6000...
  18. L

    3 Financial Mgt questions

    Hey all, This is my first time using this forum. It looks nice though. I hope I get some help with these questions, they have kept me up all night. #1. A highly risk-averse investor is considering the addition of an asset to a 10 stock portfolio. The two securities under consideration...
  19. C

    A financial calculation

    Problem: A electricity connection has been secretly tapped for over Y years. The total expence for this theft, not including interest rate, R, is the sum S. The inflation rate, I, can be considered constant over all the years. What is the formula for the total expence, when interest rate...
  20. K

    Financial Management

    Looking for help on how you figure annual net sales growth Example: 2004 - 8,334 2003 - 6,141 2002 - 9,181 2001 - 11,933 2000 - 11,062