All books

Professional

Apps About Coach Log in Start reading

Quantitative Finance · Glossary

What is Mixed dividend model?

Definition 5.6 Derivatives and Volatility · Chapter 5 — Dividends, Borrow and Forwards

A mixed dividend model treats near dividends as cash amounts, announced or forecast with confidence, and dividends beyond a horizon (one to two years) as proportional to the share price, blending the two over a transition period.

Read in context →