Questions tagged [finance]

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36 views

Obama's lowering mortgage ins rates makes no fiscal sense, because the Fed just raised its rates for the first time last year. Right?

Background: This is a follow up from this question, regarding Obama's lowering of the mortgage insurance rates 11 days before Trump was inaugurated (not to go into effect until week after Trump became ...
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1answer
50 views

Where can I get intro to basic personal finance terms? I'm a software engineer [closed]

I am a software engineer. I might be working on a project in near future that will require some knowledge of basic finance terms. I never had any course about finance or accounting in college or ...
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0answers
23 views

Why does the difference between two year's retained earnings not add up?

I am looking at a company's 10-k filing history for my valuation. I have collected figures for retained earnings, net income and ...
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1answer
3k views

How to Calculate a Negative ROI?

How to properly calculate negative ROIs? I am just wanting to calculate very simple ROIs, which could be very negative, but it doesn't seem to work. Wikipedia defines ROI as this formula: return ...
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0answers
124 views

Risk-neutral probabilities

I will use this theorem 3.2 from the book "Quantitative modeling of Derivative Securities" by Marco Avellandea: Theorem 3.2 - Assume that there is no arbitrage, i.e. there exists a risk neutral ...
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22 views

Overstating Interest Rates?

I'm fact checking my analysis, so there's only one possible answer in that I'm either right or way out in left field (wrong). A friend of mine mentioned this bitcoin lending site and I looked at it ...
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1answer
65 views

Compute the (Net) Present Value

Let's have a project where we invest 1000 at the beginning of year 1 and 1000 at the beginning of year 2. At the end of year 2 the income is 2200 and the project is closed. Person A discounted with ...
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1answer
58 views

Raising money in IPOs

When a company goes into an IPO wouldn't they try to make as much money as they can? Then how come the Greenshoe option says that some would try to not issue additional shares just so their share ...
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0answers
246 views

Seeking Advice for Exam FM regarding Derivatives Markets

I am taking Exam FM in a week and I was wondering if I could get any advice from people who have recently passed this exam. How much of the derivatives markets question did show up? I am using the ...
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0answers
92 views

How to prove following order?

Consider a consol bond, i.e. a bond which will forever pay one unit of cash at $t = 1, 2, . . ..$ Suppose that the market yield $ y$ is constant for all maturities. (a) Compute the price, at $t = 0$, ...
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1answer
237 views

download intra day data [duplicate]

I am trying to download intra day stock data for some 7000 symbols using google url : https://www.google.com/finance/getprices?q=RELIANCE&x=NSE&i=60&p=5d&f=d,c,o,h,l&df=cpct&...
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1answer
7k views

Discount Curve Vs Forward Curve

This could be a trivial question, but would I like to clear the concepts. Our firm started sourcing the Murex Trades which has all the variety of Derivative products. I noticed that the Curve ...
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1answer
111 views

Separate market and limit orders from market depth/tick data

From the website https://www.algoseek.com/equities/, we can get a sample of the full depth market/tick data. From the paper https://arxiv.org/pdf/1710.03870.pdf page 8, I would like to extract the ...
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1answer
493 views

Delta Hedging: Clarification example of the book “Hull, Options, Futures, and Other Derivatives” [closed]

By "Hull, Options, Futures, and Other Derivatives": Suppose that, in figure,the stock price is \$100 and the option price is \$10. Imagine an investor who has sold 20 call option ...
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1answer
43 views

can a country replace its debt with a low interest loan?

Recently in my country, someone started a buzz in which he had plans to replace current debt of the country with low interest loans from other countries such as Japan. May I know if this is possible ...
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1answer
309 views

Increasing Annuities [closed]

Olga buys a 5-year increasing annuity for X. Olga will receive 2 at the end of the first month, 4 at the end of the second month, and for each month thereafter the payment increases by 2. The nominal ...
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1answer
2k views

What is the difference between book value per share (BVPS) and earning per share(EPS)? [closed]

Hi I was reading about book value of a company and the book value per share and couldn't figure out the difference between book value per share and earning per share. Are the two even related?
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2answers
48 views

List of European banks by assets and/or deposits

Does anyone know where I can find a list of European commercial banks that includes assets and/or deposits? I found this link on ECB's website: https://www.ecb.europa.eu/stats/financial_corporations/...
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1answer
54 views

What is considered the risk free rate? [closed]

I see some place reference the S&P 500 index (SPY) as the risk-free rate and other place reference the 10-year Treasury yield as the risk-free rate. Which one is the correct one?
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1answer
50 views

How to find beta from the information given? [closed]

This is an exam question. I know that to find beta I need the covariance between the portfolio and asset A but don't know how to find it.
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4answers
1k views

How to download bloomberg intraday data efficiently with API

so I would download a bunch of intraday data, for a bunch of securities, but we keep hitting our monthly cap limit. We don't want to upgrade to a more expensive package as this is simply a research ...
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1answer
135 views

Zero-coupon Loan Investment [closed]

Zero-coupon default-free interest rates maturing over the next five years are listed below (in percent per annum, continuously-compounded): Maturity Years -- Yield 1 --------------------1.9 2 ------...
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1answer
74 views

Monthly Return Net of Fees [closed]

How can I calculate the monthly return net of fees if the fee is annual?For example, if every year there is a 20% incentive fee, is there a formula to adjust the return of each month to compensate for ...
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1answer
139 views

How to learn finance? [closed]

I have a background in programming of about 6 years. Now I decided to learn finance and trading as well. How can I get my foot in the door in that area?
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1answer
116 views

Regression extensions

I'm trying to find extensions for my regression and obviously would like to use PE, BV and CFO. But I've got monthly data, while all company's fundamentals are semi-annually... Can I deal with it ...
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1answer
33 views

Holding Period Return [closed]

Bought stock for $12.00$/share. Sold 3 years later at $20$/share. Paid $1$ dividend each year for 3 years. Stock's value at the end of the first year was $18$ and $15$ at the end of the second. Find ...
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1answer
425 views

Carhart (1997) momentum factor loading

I am evaluating the performance of a sample of 1000 mutual funds over the period 2000 to 2017 using Carhart (1997) four factor model. As a way to test for robustness, I use two benchmarks. The CRSP ...
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1answer
88 views

why swap rate not dependent on valuation date?

When I review my course on swaps, I read the following sentence: the value of the swap rate is independent of the valuation date(even though the PV's of the individual legs of the swap are clearly ...
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1answer
104 views

Financial statement and stock market data [duplicate]

How is it possible to have access to Datastream, Bloomberg, Wrds database? Is there another free database with long historical data? In fact, I need long time series data belonging to NYSE and NASADAQ ...
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1answer
29 views

How does Fed Qe affect the housing sales in the US? Why does it happen to be that way?

From my research, Fed's Qe should encourage house sales, however the graph shows houses price in the state seem to gradually go down after 2009. Isn't that contradicting itself? Ain't the increase in ...
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1answer
335 views

where to get shares trading info [closed]

I have no idea about finances, trading and other things. But very interested in passive long term income. I've read many things about how cheap was microsoft, google, facebook shares in the past. ...
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1answer
813 views

Exponential Discounting of Cash Flows [closed]

I wonder for exponential discounting method to do the discount cash flow, may I doing it right as the following screenshot from Excel, assuming the discount rate is 4%? Thanks!
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1answer
303 views

Is R suited for a Quantitative Finance executable application

I wonder if a R-Shiny application works well for a production environment or the only option is C++. I make this question taking in account that R and C++ have a widely set of quant libraries that ...
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1answer
60 views

market Beta in fama french (1992) [closed]

i want to ask about the variable "market beta" which exist in the Fama and French article "the cross-section of expected returns (1992) . beta it does mean the measure of risk which we know it in the ...
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1answer
124 views

Finding historical data monthly data [duplicate]

Where can I find historical data for WTI Price, gold price, CRB index for my research work? Is there any website from where I can download these data?
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1answer
2k views

What's state price vector?

What is state price vector?. Please explain me in detail is difficult to understand for me.
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1answer
116 views

Put Call Parity confusion [closed]

My question concerns an ambiguity in the wikipedia article about Put Call Parity. In the first sentence: "In financial mathematics, put–call parity defines a relationship between the price of a ...
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1answer
15k views

How to annualize log returns? [closed]

I have daily log return from 01.01.2011 to 10.28.2011 and I'd like to compare the total return of that 10 months period (which is of -7.093%) to annual log returns of previous years. I know it's ...