Explicitly considers the most common models of distribution of financial variables, and explains how to determine the statistical properties of these variables, and to model their future values. Covers arithmetic Brownian motion, geometric Brownian motion, mean reversion, and jump-diffusion processes. Several examples and exercises are provided from the oil industry. "Hide
by David C. Shimko 27 pages. Publication Date: December 17, 2002. Prod. #: 203056-PDF-ENG
Related Case Solutions & Analyses:
Colorscope Inc. (Abridged)
Bonne Chance
UFIDCase Series: CEO Video 2011 Video
The 5 Myths of Innovation
The Mash Up: Merging Ideas Takes More Than Wishful Thinking It Takes Integrative Thinking
Chinas Telecommunications Industry in 2004
Wal-Mart 2005
In the Spotlight: The Market for Iron Ore
Blue Harbor Limited
American Barbell Stainless Steel Olympic Bar
