FRM: Bootstrapping a discount function
Автор: Bionic Turtle
Загружено: 2008-02-21
Просмотров: 21964
Описание:
A discount function is a set of discount factors, where each discount factor is just a present value multiplier. For example, d(1.0) is the present value of $1 dollar received in one year. The key idea is that each d(x) can be solved as one variable under one equation because we already solved for shorter-term discount factors.
For more financial risk videos, visit our website! http://www.bionicturtle.com
Повторяем попытку...
Доступные форматы для скачивания:
Скачать видео
-
Информация по загрузке: