Advanced probability theory and option prices theory
Explain relationship between advanced probability theory and option prices theory.
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Mike Harrison and David Kreps, in 1979, demonstrated the relationship between advanced probability theory and option prices, originally in discrete time.
What should a borrower consider before issuing dual-currency bonds? What should an investor consider before investing in dual-currency bonds?
You are trying to save to buy a new $150,000 Ferrari. You have $40,000 today that can be invested at your bank. The bank pays 5.5% annual interest rate on its accounts. How long will it be before you have enough to buy the car?
Assume Morgan Guaranty, Ltd. is quoting swap rates as follows: 7.75 - 8.10 percent annually against six-month dollar LIBOR for dollars and 11.25 - 11.65 percent annually against six-month dollar LIBOR for British pound sterling. At what rates will Morgan Gua
In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : How was a Monte Carlo simulation in How was a Monte Carlo simulation in finance assured?
How was a Monte Carlo simulation in finance assured?
Explain the Modern portfolio theory.
Elaborate the statement: Coefficient of variation is a better risk calculator to use than the standard deviation when estimating the risk of capital budgeting projects.
Explain how portfolio’s value for realization calculated? Give an example.
What is Sharpe ratio?
What are the typical types of Efficient Markets Hypothesis? Explain.
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