Explain exotic or over-the-counter contracts
Explain exotic or over-the-counter (OTC) contracts.
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These are not traded actively; they may be unique to you and your counterparty. These instruments need to be marked to model. And this clearly raises the question of that model to use. Generally in this context the ‘model’ implies the volatility, whether in FX or fixed income and equity markets.
Depict the risks confronting an interest rate & currency swap dealer.An interest rate & currency swap dealer confronts several distinct types of risk. Interest rate risk refers to interest rates altering unfavourably before the swap dea
Explain the modern methodology for calculating tail risk by using Extreme Value Theory.
Determine the efficiency of Monte Carlo method.
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With whom Sharpe is shared Nobel Prize (1990)?
What is the reason that financial managers calculate the marginal tax rate?
Define an example to Hedge?
What are the Most Useful Performance Measures?
Where can a profitable strategy exist?
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same
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