A modification to the Brownian process that permits mean reversion is called:
A) Ornstein-Uhlenbeck
B) Diffusion
C) Ito
D) Geometric
A
You might also like to view...
Suppose you buy an inflation-indexed bond that will adjust with inflation and thus pay you $1,500 in real (inflation-adjusted) terms in one year. The real interest rate is 3 percent. What is the present value of the bond? (Round off your answer to the nearest dollar and pick the answer closest to the one you calculate.)
A. $1,415 B. $1,456 C. $1,471 D. $1,530
A country's location influences its trade relationships because:
A. competitive advantage dictates that no contiguous countries can have the same levels of trade. B. trade tends to occur with neighbors, often in subtle ways. C. southern countries have to trade with northern ones, due to climactic realities in the South. D. proximity breeds contempt, a phenomenon that influences trade.
Unlike the goals of a more evolved and inclusive ethics program, the goals of a traditional compliance-oriented program include:
A. maintaining brand and reputation. B. helping unify a firm's global operations. C. recruiting and retaining desirable employees. D. minimizing the risks of litigation and indictment.
The Department of Homeland Security advises the U.S. President on matters related to internal security, external threats to the United States, and potential terrorist attacks. This department is an example of a(n) ________
A) independent federal administrative agency B) cabinet-level federal department C) law enforcement agency D) state administrative agency