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2002 | OriginalPaper | Chapter

Present Value Methods, Yields and Traditional Risk Measures

Author : Hans-Peter Deutsch

Published in: Derivatives and Internal Models

Publisher: Palgrave Macmillan UK

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Present value methods determine the value of a financial instrument by discounting all future cash flows resulting from the instrument. Applying this method requires few assumptions. Only Assumptions 1, 2, 3, 4 and 5 from Section 5 are necessary.

Metadata
Title
Present Value Methods, Yields and Traditional Risk Measures
Author
Hans-Peter Deutsch
Copyright Year
2002
Publisher
Palgrave Macmillan UK
DOI
https://doi.org/10.1057/9780230502109_6