Explain the term NGARCH as of the GARCH’s family.
Expert
NGARCH
vn = (1 - α - β)w0 + βvn-1 + α(Rn-1 - γ√(vn-1))2.
This is same to GARCH (1,1) other than the parameter γ permits correlation among the stock and volatility processes.
When is the close relationship breaks-down in hedging reasons?
What considerations might restrict the extent on which the theory of comparative advantage is realistic?Originally the theory of comparative advantage was advanced by the nineteenth century economist David Ricardo as an explanation for why natio
What are the levels of implied volatility? Answer: Implied volatility levels the playing field so you can compare and contrast option prices across strikes and expir
Describe difference between the retail or client market and the wholesale or interbank market for foreign exchange?The market for foreign exchange can be distinguished as two-tier market. One tier is the wholesale or interbank market and the ot
What is complete market and incomplete market in term of probabilistic?
What is Static Hedging?
How two stocks fully correlated over short timescales?
Suppose spot Swiss franc is $0.7000 and the six-month forward rate is $0.6950. Estimate the minimum price which a six-month American put option along with a striking price of $0.6800 must sell for in a rational market? Suppose the annualized six-month Eurodo
Explain the way to load Bitmap at Dialog background within an MFC application?
Explain the term utility function and uses.
18,76,764
1935270 Asked
3,689
Active Tutors
1449377
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!