Questions tagged [adjustments]
The adjustments tag has no usage guidance.
5
questions with no upvoted or accepted answers
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Rigorous formula for adjusted close price
I'm a mathematician who is new to the stock market, and I'm hoping to shine a rigorous light on a simple example of adjusting close prices for, say, dividends.
Let time $t$ represent today. Say that ...
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Convexity Adjustment for Average Rate IRS
Suppose that one want to price an Interest Rate Swap with daily averaging, i.e. the floating leg looks like
$$Floating~Leg = \sum\limits_{i=1}^N P(T_i)\cdot\frac{\sum_{k=1}^m F(t_k, t_k+\delta)}{m}, ~...
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Currency of CDS and adjustment of interest rated for country risk
I have question concered currency of the CDS spreads.
In the analysis I am conducting, I perform adjustment of interest rates for country risk (CDS could be a reference to reflect a country risk).
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Precision issue of dividend adjustment
I'm having an issue with calculation of dividend adjusted prices as I have some mismatches with adjusted prices on other data sources.
For example, here is a day when dividend ex_date of IBM happened:
...
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What happens to options on a SPACs unit class post deal closure?
SPAC unit share classes are typically structured as following:
Unit = Stock + (1/5) Warrant
When the SPAC deal closes the ticker changes and the unit converts to ...
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