Explain experiment of Vasicek of short-term interest rate
Explain the experiment of Oldrich Vasicek of short-term interest rate.
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Oldrich Vasicek modelling a short-term interest rate like a random walk and concluded as interest rate derivatives could be valued by using equations the same to the Black–Scholes partial differential equation.
What are the difficulties GARCH contained?
Determine the efficiency of finite differences?
Explain different types of hedge.
Suppose today's settlement price on a CME DM futures contract is $0.6080/DM. You have a short position in one contract. Your margin account presently has a balance of $1,700. The next three days' settlement prices are $0.6066, $0.6073, & $0.5989. Compu
Illustrates an example an arbitrage opportunity?
Explain the field of quantitative finance in disrepute for biggest financial collapse in all decades.
You take a taxi by the train station to the conference place. The taxi number is 20,922. How many taxis are there in the city?
Explain distribution of quants’ salaries with a survey on a company.
Illustrates an example of distribution of maxima and minima in Extreme Value Theory?
When you add random numbers and get normal, what occurs when you multiply them?
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