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.
Suppose a currency swap wherein two counterparties of comparable credit risk each borrow at the best rate obtainable, yet the nominal rate of one counterparty is greater than the other. After the primary principal exchange, is the counterparty i.e. required t
Explain normal distribution model proposed by Louis Bachelier.
Explain an example of Margin Hedging in Metallgesellschaft and Long Term Capital Management.
What are distinction variables and parameters of Vega Hedging?
What is complete market and incomplete market in term of probabilistic?
What is the Finite-Difference Method?
Explain how portfolio’s value for realization calculated? Give an example.
Like an investor, what factors would you regard as before investing in the emerging stock market of a developing country? In emerging market stocks an investor needs to be concerned with the depth of the market and
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Explain the term Value at Risk.
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