# Tag Info

Accepted

### The Dog That Did Not Bark?

As it was pointed above the phrase is taken from Sherlock Holme's novel. It describes the case when the dog should have bark, but didn't. Now if we come to the Cochrane paper. He introduces the system ...
Accepted

### is there a dependence between an annotation date of stocks dividend payment and the end fiscal year

What do you mean by annotation date, there is a declaration(announcement) date, ex-date, record date but I've never heard of an annotation date. Dividends are not decided always at the fiscal year end,...

### MonteCarlo simulation of stock prices using milstein scheme with dividend yield?

The right formula: $$S_{t+\Delta t} = S_t+(r-q)S_t \Delta t+\sigma\,S_t \sqrt{\Delta t}\,Z+\frac{1}{2}\sigma^2\Delta t(Z^2-1)*S_t$$ We can extract the formula from the Brownian motion equation (...
Accepted

### Role of next month's dividends in forward pricing

A long equity forward position initiated at $t=0$ for delivery at $T$ can be replicated by borrowing cash to purchase the stock at $t=0$, carrying that stock up to $T$ and paying the interests on the ...

### Free dividend data API for non-US stocks

Yahoo Finance For example BASF (listed in Germany): https://finance.yahoo.com/quote/BAS.DE/history?period1=796867200&period2=1589932800&interval=div%7Csplit&filter=div&frequency=1d ...
There is no real "risk-free" rate. Now to answer your question, $r$ is time-dependent and should correspond to the repo rate corresponding to the maturity of your forward. In $I$, dividends should ...