Explain Poisson process in Brownian motion
Explain Poisson process in Brownian motion.
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The most significant stochastic process inside quantitative finance is Brownian motion or the Wiener process used to model continuous asset paths. The subsequent most helpful stochastic process is the Poisson process. This is used to model discontinuous jumps into an asset price or to model events like bankruptcy.
Explain reward versus risk.
Explain when the dividends should be similar to discounted.
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A corporation enters in a five-year interest rate swap along with a swap bank wherein it agrees to pay the swap bank a fixed-rate of 9.75 percent annually on a notional amount of DM15,000,000 and attain LIBOR - ½ percent. As of the second reset date,
Explain exotic or over-the-counter (OTC) contracts.
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What the reason behind invest through investors the lion's share of their funds in domestic securities?Investors invest a lot in their domestic securities since there are significant barriers to investing overseas. The barriers may comprise exce
Who were solved out stochastic spot rate models problem?
Explain the term EGARCH as of the GARCH’s family.
Explain how and why to resolve a “ranking conflict” between the internal rate of return and the net present value.
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