Display title | Stochastic discount factor |
Default sort key | Stochastic discount factor |
Page length (in bytes) | 3,513 |
Namespace ID | 0 |
Page ID | 235313 |
Page content language | en - English |
Page content model | wikitext |
Indexing by robots | Allowed |
Number of redirects to this page | 2 |
Counted as a content page | Yes |
HandWiki item ID | None |
Edit | Allow all users (infinite) |
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Page creator | imported>Nautica |
Date of page creation | 14:45, 2 September 2021 |
Latest editor | imported>Nautica |
Date of latest edit | 14:45, 2 September 2021 |
Total number of edits | 1 |
Recent number of edits (within past 90 days) | 0 |
Recent number of distinct authors | 0 |
Description | Content |
Article description: (description ) This attribute controls the content of the description and og:description elements. | The concept of the stochastic discount factor (SDF) is used in financial economics and mathematical finance. The name derives from the price of an asset being computable by "discounting" the future cash flow $ {\tilde {x}}_{i} $ by the stochastic factor $ {\tilde {m}} $, and then taking the expectation... |