Financial Risk Manager | mean reversion

Bionic Turtle

Learn Finance with the pros. Better articles, resources and screencasts for easier learning.

Financial Risk Manger Exam Prep Register & Join our community (it's free!) Learn Free & Premium Access Articles with David Harper, CFA, FRM, CIPM More >

mean reversion

Posted: 30 October 2008 09:40 AM

[ Ignore ]

Newbie

Total Posts: 24

Joined 2008-06-25

What exactly is meant by mean reversion?

David Harper, CFA, FRM, CIPM

Posted: 30 October 2008 09:47 AM

[ Ignore ] [ # 1 ]

Administrator

Total Posts: 1302

Joined 2006-09-24

Vivek - Please see ”what is mean reversion?” David

‹‹ The valuation of Junior and Senior debts (Stulz,ch18) Merton Distance to Default ››