# financial

1. ### 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. ### 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.

5. ### 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. ### 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...

17. ### 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...
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### 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. ### 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...
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### 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