Example of Forward and Backward Equations
Example of Forward and Backward Equations.
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1.88 is an exchange rate currently. What is the probability that this will be over 2 by it time next year? For this exchange rate when you have a stochastic differential equation model then such question can be answered by using the equations for the transition probability density function.
What is transition probability density function? Explain the term with forward and Backward Equations.
What is a Utility Function?
Explain the Probabilistic modelling approach in Quantitative Finance.
Does LMM stand for? Explain.
How Value at Risk simply calculated?
Explain asymptotic analysis in interest rate model.
What is Co-integration?
How is a portfolio optimized for the greatest expected return in a prescribed risk level?
Explain number of dimensions in Monte Carlo method.
Explain probabilities and statistics for quantifying risk in finance.
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