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.
Where can be Platinum Hedging Applied?
Define the term XSLT?
What is Information Ratio?
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Give an example of Model-independent hedging.
Why is Vomma/Volga measures convexity?
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Provide three examples of mutually exclusive projects.
What is the probability of probabilistic concepts occurrence in distribution?
Explain the features of Brownian motion.
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