user4786

13 reputation

	13 reputation	bio	website		visits	member for	3 months
2 badges		location			seen	May 18 at 2:15

6 Actions

Feb 14	comment	Multiple Discrete Dividends Freddy, thank you very much for taking the time to answer the question. Your answer gave me what all of the academic papers seem to lack. I'll continue projecting forward the past information and see what some of the data vendors have to offer.
Feb 14	awarded	Scholar
Feb 14	accepted	Multiple Discrete Dividends
Feb 13	comment	Multiple Discrete Dividends Thanks, Haug's paper you've linked is effectively chapter 9 of his book. The models therein allow you to apply known future dividend payouts. That's understood, what I'm not seeing addressed is the fact that typically a company paying regular dividends won't declare that far out, usually just a quarter ahead. So the question then, is the inputs to those models. Should one project forward past dividends. If the option contract has one year to exp and the company has only declared the Q1 dividends should the previous years Q2,Q3,Q4 dividends be applied (albeit with the year changed).
Feb 13	awarded	Student
Feb 13	asked	Multiple Discrete Dividends