Explain Girsanov’s Theorem in briefly
Explain Girsanov’s Theorem in briefly.
Expert
First a statement of the Girsanov’s theorem. Assume that Wt be a Brownian motion with measure P and sample space ?. If γt is a pre-visible process satisfying the constraint EP
then there exists an equivalent measure Q on ? therefore
is a Brownian motion.
Describe difference between international financial management and domestic financial management?
Explain an example of Brownian motion effects.
Explain the difference between simple and complicated formula of value at risk.
Give an example of different types of mathematics found in Quantitative Finance?
Explain the term complete market.
Explain relationship between advanced probability theory and option prices theory.
what are the factors responsible for the recent surge in international portfolio investment
How does Jump-Diffusion Model Affect Option Values?
according to decision theory approach ,which is the core of management
What are statistical or macroeconomic factors?
18,76,764
1959282 Asked
3,689
Active Tutors
1419032
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!