--%>
Assignment Help - homework help

Define pricing of options to simulation of random asset path

Who gave the pricing of options to the simulation of random asset paths?

E

Expert

Verified

In 1977 Boyle Phelim associated the pricing of options to the simulation of random asset paths.

   Related Questions in Financial Management

  • Q : Where is Performance measures used

    Where is Performance measures used?

    		•
  • Q : Define an example to Hedge Define an

    Define an example to Hedge?

    		•
  • Q : Resolving a ranking conflict Explain

    Explain how and why to resolve a “ranking conflict” between the internal rate of return and the net present value.

    		•
  • Q : Forecast the future exchange rates

    Researchers found that this is very hard to forecast the future exchange rates more precisely than the forward exchange rate or the current spot exchange rate. How would you interpret this?This implies that exchange markets are informationally e

    		•
  • Q : Determine net income when interest

    Swann Systems containing forecast such income statement to upcoming year: Sales                          &

    		•
  • Q : Dimensions of income statement what are

    what are the time dimensions of time income statement, the balance sheet, and the statement of cash flow?

    		•
  • Q : Explain static arbitrage and

    Illustrates a case of a static arbitrage and model-independent arbitrage?

    		•
  • Q : Factors that responsible for the recent

    Explain the factors that responsible for the recent surge in international portfolio investment (IPI)?The recent surge in international portfolio investments reflects globalization of financial markets. In particular, several countries have dere

    		•
  • Q : What is actual volatility What is

    What is actual volatility? Answer: Actual volatility is the σ that goes in the Black–Scholes partial differential equation.

    		•
  • Q : Example to lay off the swap to an

    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

    		•