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Ecological niche and ecological niche modeling

Ecological niche and ecological niche modeling

Ecological niche and ecological niche modeling. Tereza Jezkova School of Life Sciences, University of Nevada, Las Vegas March 2010. What drives species distributions?. All species have tolerance limits for environmental factors beyond which individuals cannot survive , grow , or reproduce.

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1.4k views • 36 slides
Practical Guide for Valuing Puttable Bond and Valuation

Practical Guide for Valuing Puttable Bond and Valuation

A puttable bond is a bond in which the investor has the right to sell the bond back to the issuer at specified times for a specified price. At each puttable date prior to the bond maturity, the investor may get the investment money back by selling the bond back to the issuer. The underlying bonds can be fixed rate bonds or floating rate bonds. A puttable bond can therefore be considered a vanilla underlying bond with an embedded Bermudan style option. Puttable bonds protect investors. Therefore, a puttable bond normally pays investors a lower coupon than a non-callable bond. This presentation gives an overview of puttable bond and valuation model. You can find more information at http://www.finpricing.com/lib/FiPuttableBond.html

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150 views • 13 slides
Callable Bond and Vaulation Dmitry Popov FinPricing http: //finpricing

Callable Bond and Vaulation Dmitry Popov FinPricing http: //finpricing

Callable Bond and Vaulation Dmitry Popov FinPricing http: //www.finpricing.com. Callable Bond. Summary Callable Bond Definition The Advantages of Callable Bonds Callable Bond Payoffs Valuation Model Selection Criteria LGM Model LGM Assumption LGM calibration Valuation Implementation

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166 views • 13 slides
Interest Rate Cancelable Swap Valuation and Risk

Interest Rate Cancelable Swap Valuation and Risk

A cancelable swap provides the right but not the obligation to cancel the interest rate swap at predefined dates. Most commonly traded cancelable swaps have multiple exercise dates. Given its Bermudan style optionality, a cancelable swap can be represented as a vanilla swap embedded with a Bermudan swaption. Therefore, it can be decomposed into a swap and a Bermudan swaption. Most Bermudan swaptions in a bank book actually come from cancelable swaps. Cancelable swaps provide market participants flexibility to exit a swap. This additional feature makes the valuation complex. This presentation provides practical details for pricing cancelable swaps. You find more information at http://www.finpricing.com/lib/IrCancelableSwap.html

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175 views • 12 slides
C ancelable Swap

C ancelable Swap

Interest Rate C ancelable Swap Valuation and Risk Dmitry Popov FinPricing http: //www.finpricing.com. C ancelable Swap. Summary C ancelable Swap Definition Bermudan Swaption Payoffs Valuation Model Selection Criteria LGM Model LGM Assumption LGM calibration Valuation Implementation

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128 views • 12 slides

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