Swedish to English vocabulary list from Freedict • The Vore

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You are given: (i) The current price of the stock is 60. (ii) The call option currently sells for 0.15 more than the put option. (iii) Both the call option and put option will expire in 4 years. (iv) Both the call option and put option have a strike price of 70. Calculate the continuously compounded risk-free interest rate… In this paper the put‐call parity implied riskless rate of borrowing and lending is re‐examined.

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Risk parity is an investment strategy that aims to spread risk exposure equally across every type of portfolio asset. It aligns with modern portfolio theory (MPT) by trying to maximize returns while adhering closely to the investor’s risk tolerance. Under put-call parity, initiating a fiduciary call (buying a call option on an asset that expires at time T together with a risk-free zero-coupon bond that also expires at time T) is equivalent to holding the same asset and initiating a protective put on it (buying a put option with an exercise price of X that can be used to sell the asset for X at time T). Assumptions. Put–call parity is a static replication, and thus requires minimal assumptions, namely the existence of a forward contract.In the absence of traded forward contracts, the forward contract can be replaced (indeed, itself replicated) by the ability to buy the underlying asset and finance this by borrowing for fixed term (e.g., borrowing bonds), or conversely to borrow and sell Three models were evaluated: the minimum risk (MR), risk parity (RP) and optimal risk-reward (OPT) using fractional programming. Within those models, four risk measures were evaluated: mean-variance (EV), mean absolute deviation (MAD) and lower partial moments of orders 2 and 4 (LPM2 and LPM4) representing different aversions to below threshold losses\( ^{2} \).
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i . is the number of jumps over . T. Given the equivalence between this call option and the value of equity from (1), equity value can be seen as a function of asset value. If the jump diffusion parameters are assumed to be known, we can solve for firm value .

bonds) for a prolonged period of time, leading to inferior results from risk-parity approaches …Between January 1951 and August 1953, we … risk parity portfolio is likely to be closer to M. Again, there is no reason to believe that the risk parity portfolio is an efficient portfolio. In the following graph, we have plotted hypothetical portfolios M, X, 60/40 and risk parity.
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