Illustrates example of mathematics in Quantitative Finance
Give an example of different types of mathematics found in Quantitative Finance?
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Example of different types of mathematics found in Quantitative Finance:
For option pricing the classical model can be written as a partial differential equation. Though, the same model also has a probabilistic interpretation in form of expectations.
What are the ways to build-up the volatility effect in an option-pricing?
Describe how to calculate the overall balance and discuss its significance.The overall BOP is finding out by computing the cumulative balance of payments by including the current account, capital account, and the statistical discrepancies. The n
What is Modern Portfolio Theory?
How does the theory of comparative advantage associate to the currency swap market?Name recognition is very important in the international bond market. Without it, even a creditworthy corporation will determine itself paying higher interest rat
You need to price a fixed-income contract by using the BGM model. Which numerical method should you use?
What is a Coherent Risk Measure?
How is a country's economic well-being increased through free international trade in goods & services?According to David Ricardo, along with free international trade, this is mutually beneficial for two countries to each specialize in the pr
Why is actual volatility not easy to measure?
Explain the term Linear or non-linear in finite-difference methods.
The March 2000 Mexican peso futures contract contains a price of $0.11695. You believe the spot price will be $0.09550 in March. What speculative location would you enter into to try to profit from your beliefs? Compute your anticipated profits supposing yo
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