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).
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What is jump-diffusion model?
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When the quantitative finance is disrepute?
Explain sunk cost and it relevant when evaluating a proposed capital budgeting project? Explain.
List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S
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Describe official reserve assets & its major components.Official reserve assets are those financial assets which can be utilized as international means of payments. At present, official reserve assets comprise: (I) gold, (ii) foreign exchang
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Elaborate: The increased common stock cash dividend can send a signal to the common stockholders.
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