Explain the Jump-diffusion models in an option-pricing
Explain the Jump-diffusion models in an option-pricing.
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Jump-diffusion models permit the stock (and still the volatility) to be discontinuous. That model contains various parameters that calibration can be instantaneously further accurate (when not necessarily stable through time).
Explain the term PGARCH as of the GARCH’s family.
What are the time dimensions of the balance sheet, the income statement and the statement of cash flows?
What is Black–Scholes equation? Explain.
Describe the concept of the Sharpe performance measure.The Sharpe performance measure (SHP) is a risk-adjusted performance measure. This is describing as the mean excess return to portfolio above the risk-free rate divided by the portfolio's sta
Explain the programme of study of numerical integration.
Who explained the credit instruments explosion?
What is forward equation?
An optimal capital structure exists, explain the reasons. Why very small amount of debt is as undesirable as is very big amount debt?
If taxable income is 82,900 and filing single, what is tax liability?
Question 1 Four European vanilla Call options Ci ( ⋅) on an underlier with no interim cash flows, have identicalmaturity T . Their strike prices K i are such that K1 < K 2 < K 3 < K 4 and all strikes are equallyspaced. Interest rates are equ
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