Explain how changes occur in Crash Metrics during a crash
Explain how changes occur in Crash Metrics during a crash?
Expert
When your portfolio contains a single underlying equity and its derivatives, so the change in its value in a crash, δΠ, written such as
δΠ = F(δS), here F(·) is the 'formula' for the portfolio, meaning option-pricing formula for equity in the portfolio and all of the derivatives, and δS is changing in the underlying.
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same
What is stable Levy Distribution?
Explain the factors that responsible for the recent surge in international portfolio investment (IPI)?
Explain the term: annuity. How can continuous compounding benefit an investor?
factors of the growth of the margin market in recent years
How is risk and return related to the market as a whole? Give an example.
Why is GARCH important?
Explain the term functional form of coefficients in finite-difference methods.
Normal 0 false false
What is Vega?
18,76,764
1939001 Asked
3,689
Active Tutors
1450132
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!