In finance, a contingent claim is a derivative whose future payoff depends on the value of another “underlying” asset, or more generally, that is dependent...
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Contingency (redirect from Contingent)
medicine Contingent claim, in finance Contingent fee, in commercial matters Contingent liability, in law Contingent vote, in politics Contingent work, an...
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the time horizon specified, and the corresponding payout rules; see Contingent claim valuation, Real options valuation, and Mergers and acquisitions § Business...
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A contingent convertible bond (CoCo), also known as an enhanced capital note (ECN), is a fixed-income instrument that is convertible into equity if a pre-specified...
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the Black–Scholes model). A complete market is one in which every contingent claim can be replicated. Though this property is common in models, it is...
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Outline of finance (section Contingent claim valuation)
present value Expected commercial value Risk-adjusted net present value Contingent claim valuation Real options Monte Carlo methods Risk management Corporate...
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A contingent fee (also known as a contingency fee in the United States or a conditional fee in England and Wales) is any fee for services provided where...
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taken, namely discounted cashflow valuation, relative valuation, and contingent claim valuation. Valuations can be done for assets (for example, investments...
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relevant variables over the relevant time horizon. A state-contingent claim, or state claim, is a contract whose future payoffs depend on future states...
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Contingency theory (redirect from Contingent factor)
Instead, the optimal course of action is contingent (dependent) upon the internal and external situation. Contingent leaders are flexible in choosing and...
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security can be returned as a linear combination of its state prices (contingent claim analysis) so, conversely, pricing- or return-models can be backed-out...
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Arrow–Debreu securities, and thus as a weighted sum of its state prices; see Contingent claim analysis. Breeden and Litzenberger's work in 1978 established the latter...
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government, and corporate – additional to classic derivatives; see contingent claim analysis. Emanuel Derman's 2004 book My Life as a Quant helped to both...
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In accounting, contingent liabilities are liabilities that may be incurred by an entity depending on the outcome of an uncertain future event such as the...
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Insurance (redirect from Insurance claim)
form of risk management, primarily used to protect against the risk of a contingent or uncertain loss. An entity which provides insurance is known as an insurer...
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"density". State prices find immediate application as a conceptual tool ("contingent claim analysis"); but can also be applied to valuation problems. Given the...
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Contingency (philosophy) (redirect from Contingent propositions)
determinism only by claiming future contingent statements are neither true nor false. This reading of Aristotle regards future contingents as simply disqualified...
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model, while Black–Scholes type formulae are used less often; see Contingent claim valuation. (3) The "true" value of the project is then the NPV of the...
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for the one-step discrete world. Brownian model of financial markets Contingent claim analysis Forward measure Fundamental theorem of arbitrage-free pricing...
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{\displaystyle p_{1}<p_{2}} . This is the well-known finance result that the contingent claim that delivers more resources in the state of low market returns has...
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(filmmaking). Option contract Opportunity cost Monte Carlo methods in finance Contingent claim valuation Fuzzy pay-off method for real option valuation Datar–Mathews...
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model risk measures in the context of financial risk management and contingent claim pricing. Credit risk management is a profession that focuses on reducing...
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be contrasted with facts (which can also be called contingent claims or synthetic claims). Contingent truths are true in this world, but could have turned...
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Contingent sovereignty refers to the new and still evolving theory which challenges the norm of non-intervention in the internal affairs of countries,...
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Future contingent propositions (or simply, future contingents) are statements about states of affairs in the future that are contingent: neither necessarily...
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1824 United States presidential election (redirect from Contingent United States presidential election, 1825)
Representatives, under the provisions of the Twelfth Amendment, held a contingent election. On February 9, 1825, the House voted (with each state delegation...
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The contingent vote is an electoral system used to elect a single representative in which a candidate requires a majority of votes to win. It is a form...
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below for further discussion, as well as calculation resources, and contingent claim valuation more generally. A KPMG study (from 2012) suggests that most...
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future states and their likelihood. With a complete set of state contingent claims (also known as Arrow–Debreu securities) agents can trade these securities...
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present value Expected commercial value Risk-adjusted net present value Contingent claim valuation Real options Monte Carlo methods Risk management Corporate...
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