Explain different approaches to modelling
Explain different approaches to modelling in Quantitative Finance.
Expert
Here’s a list of the different approaches to modelling:
Modelling approaches:
• Deterministic• Probabilistic• Continuous: differential equations• Discrete: difference equations
How is hedging requirement decreased by a gamma-neutral strategy?
How does the deposit-loan rate spread out into the Eurodollar market compare to the deposit-loan rate spread out in the domestic U.S. banking system? Why?The deposit-loan spread out in the Eurodollar market is narrower than in the domestic
How is quantity of model risk dependency on vega hedge?
In financial theory how financial data satisfied?
A corporation enters in a five-year interest rate swap along with a swap bank wherein it agrees to pay the swap bank a fixed-rate of 9.75 percent annually on a notional amount of DM15,000,000 and attain LIBOR - ½ percent. As of the second reset date,
Define the term pricing derivatives in Monte Carlo simulations.
Explain in brief the way to incorporate management goals into pro forma financial statements.
Describe the three most important sections of the cash flows statement?
What is the exact way of traders to use the gamma to calculate?
Who introduced Long Term Capital Management Mess?
18,76,764
1961184 Asked
3,689
Active Tutors
1414051
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!