Which numerical method should you use for BGM model
You need to price a fixed-income contract by using the BGM model. Which numerical method should you use?
Expert
BGM is geared up for solution along with simulation; therefore you would use a Monte Carlo simulation.
How is arbitrage argument estimated?
Explain the term PGARCH as of the GARCH’s family.
In integrated world financial market, a financial crisis in a country can be quickly transmitted to other countries, causing global crisis. What sort of measures would you suggest to stop the recurrence of Asia-type crisis? Q : Describe condition for Describe necessary condition for a fixed-for-floating interest rate swap to be possible?For fixed-for-floating interest rate swap to be possible it is essential for a quality spread differential to be present. Generally, the default-risk premiu
Describe necessary condition for a fixed-for-floating interest rate swap to be possible?For fixed-for-floating interest rate swap to be possible it is essential for a quality spread differential to be present. Generally, the default-risk premiu
What are Uses of Wiener Process/Brownian Motion in Finance? Answer: This is the most common stochastic building block for random walks within finance.<
What is the significance of the term additional funds needed?
Explain an example of superhedging.
Describe how the potential liability of owners of proprietorships, corporations and partnerships is different.
What is Crash Metrics?
What are the modern approaches uses for forecast volatility and model?
18,76,764
1945000 Asked
3,689
Active Tutors
1421382
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!