Explain the term AGARCH as of the GARCHs family
Explain the term AGARCH as of the GARCH’s family.
Expert
AGARCH: It is absolute value GARCH. Same to GARCH but along with the volatility (as not the variance) being linear into the absolute value of returns (in place of square of returns).
What is Volatility? Answer: It is annualized standard returns’ deviation.
What is Volatility?
Answer: It is annualized standard returns’ deviation.
What are a callable bond and a putable bond? How can each of these bonds affect their market interest rates?
State the term Option Adjusted Spread? Answer: The OAS stands for Option Adjusted Spread is the constant spread added to a forward or a yield curve to match the mark
State the term Option Adjusted Spread?
Answer: The OAS stands for Option Adjusted Spread is the constant spread added to a forward or a yield curve to match the mark
Explain the difference between simple and complicated formula of value at risk.
Explain an example of finite-difference method.
Criticize the flexible exchange rate regime from the point of view of the proponents of the fixed exchange rate regime. If exchange rates are randomly fluctuating, that may discourage international trade and suppor
Criticize the flexible exchange rate regime from the point of view of the proponents of the fixed exchange rate regime.
If exchange rates are randomly fluctuating, that may discourage international trade and suppor
Explain the reasons why all apparent arbitrage opportunities cannot be exploited.
At Milan bourse, Fiat stock closed at EUR31.90 per share on Friday, September 10, 1999. Fiat trades as & ADR on the NYSE. One underlying Fiat shares equivalent one ADR. On September 10, the $/EUR spot exchange rate was $1.0367/EUR1.00. At this exchange
State the term GARCH.
What are distinction variables and parameters of Vega Hedging?
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