Describe a full definition of arbitrage
Describe a full definition of arbitrage.
Arbitrage can be described as the act of simultaneously buying & selling the similar or equivalent assets or commodities for the reason of making certain, guaranteed profits.
Explain the tool of Series solutions in Quantitative Finance.
The March 2000 Mexican peso futures contract contains a price of $0.11695. You believe the spot price will be $0.09550 in March. What speculative location would you enter into to try to profit from your beliefs? Compute your anticipated profits supposing yo
Describe necessary condition for a fixed-for-floating interest rate swap to be possible?For fixed-for-floating interest rate swap to be possible it is essential for a quality spread differential to be present. Generally, the default-risk premiu
Who illustrated short-term interest rate through a stochastic differential equation?
What is the Theta in option value?
Why Does Risk-Neutral Valuation Work?
You need to price an option that is paid for within instalments, and you can stop paying and lose the option. Which numerical method should you use?
Explain deterministic model.
Explain the Deterministic modelling approach in Quantitative Finance.
Why is GARCH important?
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