Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Survival horizon?

Definition 14.7 The Desk and the Firm · Capítulo 14 — Treasury and Funding

The survival horizon of a firm under a scenario is the number of days until its unencumbered cash, after meeting every margin call and contractual outflow the scenario generates, first falls below zero, with no new funding.

Ler no capítulo →