What is Extreme Value Theory
What is Extreme Value Theory?
Expert
EVT that is Extreme Value Theory is the mathematics behind many more events. Some significant results have analogies along with the Central Limit Theorem, but in place of being about averages they are regarding extremes. Of course, when one should even be saying about probabilities if talking about crashes is other matter. It’s almost certainly safer to look at worst case scenarios.
What is actual volatility? Answer: Actual volatility is the σ that goes in the Black–Scholes partial differential equation.
Which model is required for interaction of many companies regarding the process of default?
What is Crash (Platinum) hedging?
Which ratios the bankers are most interested in while considering whether to grant a short-term business loan?
Which is lesser for a particular company: the cost of equity or the cost of debt (ignoring taxes)? Explain.
What is the weight in the weighted average cost of capital?
Explain linear or non-linear in Monte Carlo method.
Describe how the special drawing rights (SDR) are constructed. Also, discuss the situation under which the SDR was build.SDR was created by the IMF in the year of 1970 as a new reserve asset, partially to alleviate the pressure on the U.S. dolla
Suppose you are the swap bank in the Eli Lilly swap. Create an example of how you might lay off the swap to an opposing counterparty.The swap bank may attempt to lay off the swap on Japanese MNC which has issued yen denominated debt to finance
What are statistical or macroeconomic factors?
18,76,764
1955606 Asked
3,689
Active Tutors
1443548
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!