Who introduced the model of discrete set of rates
Who introduced the model of discrete set of rates?
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Alan Brace, Dariusz Gatarek and Marek Musiela in 1997, they found around both of those difficulties by introducing a model that only relied on a discrete set of rates – ones that in fact are traded.
Explain the tool of Discretization methods in Quantitative Finance.
What is Delta Hedging?
Who explained the credit instruments explosion?
Otobai Motor Company is currently paying a dividend of $1.40 per year. The dividends are expected to grow at a rate of 18% for the next three years and then a constant rate of 5% thereafter forever. What is the vlaue of its current stock price? Assuming that the discount rate is 10%.{Hint: pages 84-
You need to price an option that is paid for within instalments, and you can stop paying and lose the option. Which numerical method should you use?
Who described the criteria which make a risk measure coherent?
$100 is received at the beginning of year 1, $200 is received at the beginning of year 2, and $300 is received at the beginning of year 3. If these cash flows are deposited at 12 percent, their combined future value at the end of year 3 is ________.
Illustrates an example of distribution of maxima and minima in Extreme Value Theory?
Explain distribution of individual numbers or random numbers.
5. What are the factors responsible for the recent surge in international portfolio investment? plz explain in 20 marks
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