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.
Explain the term copula in current financial crisis.
What is Delta Hedging?
Explain the reasons of Quants to like, close form solution?
How must you hedge discretely?
What are distinction variables and parameters of Vega Hedging?
One can state that the Bretton Woods system was programmed to an eventual demise. Remark on this proposition.The answer to this question is associated to the Triffin paradox. Under gold-exchange system, the reserve-currency country must run BOP
What are Finite-difference methods?
Explain the term Value at Risk.
What is the Theta in option value?
Explain in detail stock dividends and stock splits affect the common stock’s market price. Also explain why a firm declares stock dividends and stock splits?
18,76,764
1940486 Asked
3,689
Active Tutors
1418610
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!