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.
Explain: warrants are not often exercised unless the time to maturity is small.
Explain parallel loan ?A parallel loan involves four parties. One MNC borrows & re-lends to another's subsidiary and vice versa.
How can stocks are squeezed in the Black–Scholes framework when it falls dramatically?
Who were solved out stochastic spot rate models problem?
What is the meaning of “U.S. dollar weakens in the foreign exchange market”?
What is actual volatility? Answer: Actual volatility is the σ that goes in the Black–Scholes partial differential equation.
What is actual volatility?
Answer: Actual volatility is the σ that goes in the Black–Scholes partial differential equation.
Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp
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
Explain probability of some buses having arrived when the Poisson process is utilized.
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same
Explain the term TGARCH as of the GARCH’s family.
Answer:
TGARCH: It is threshold GARCH. This is the same
18,76,764
Questions Asked
21,311
Experts
9,67,568
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!