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- Boyd_model abstract "The Boyd model is a comprehensive multi factor, reverse engineered, closed end solution to fair value any illiquid security where no transparent market data exists. It is flexible and adaptable enough to value the vast majority of hard-to-price instruments but its most notable success has been in the calculating the fair value of private equity positions. The Boyd model is mean & client-price reverting model having its roots in GARCH process. These reverting factors have incorporated a factor that ensures against any wild valuation movements that would be surprising to the market or surprising to the client, whilst also maintaining a conservative valuation approach.This flexibility and adaptability characteristic hasn’t been seen in a model since the historic and ground breaking issue of the Black–Scholes formula and the subsequent adaptation of the Black–Scholes formula for all financial option types. The Black–Scholes formula challenged modern thinking on optionality and opened up the derivative market to a massive explosion in security trading. The Boyd model is also challenging modern thinking on private equity valuation and is expected to add more visibility to the market and thus increase the investment in such positions. This was a huge influence in arriving at this solution due to the stochastic nature of the underlying data (the underlying stochastic process).".
- Boyd_model wikiPageID "27263421".
- Boyd_model wikiPageRevisionID "604659188".
- Boyd_model hasPhotoCollection Boyd_model.
- Boyd_model originalResearch "May 2010".
- Boyd_model orphan "May 2010".
- Boyd_model refimprove "December 2011".
- Boyd_model subject Category:Corporate_finance.
- Boyd_model subject Category:Financial_terminology.
- Boyd_model subject Category:Investment.
- Boyd_model subject Category:Mathematical_finance.
- Boyd_model subject Category:Private_equity.
- Boyd_model comment "The Boyd model is a comprehensive multi factor, reverse engineered, closed end solution to fair value any illiquid security where no transparent market data exists. It is flexible and adaptable enough to value the vast majority of hard-to-price instruments but its most notable success has been in the calculating the fair value of private equity positions. The Boyd model is mean & client-price reverting model having its roots in GARCH process.".
- Boyd_model label "Boyd model".
- Boyd_model sameAs m.0hqynk3.
- Boyd_model wasDerivedFrom Boyd_model?oldid=604659188.
- Boyd_model isPrimaryTopicOf Boyd_model.