Explain the programme of study of numerical integration
Explain the programme of study of numerical integration.
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Now there is a programme of study for the numerical quadrature methods is as follows.
• European calls- puts and binaries are very simple upon a single equity using normal numbers. It used to be evaluating a single integral.
• European puts and binaries and calls on some underlying lognormal equities, by using normal numbers are very simple again. You will be calculating a multiple integral.
• Arbitrary European, on some underlying lognormal equities, non-path-dependent payoff using normal numbers where you’ll only have to change a particular function.
• Arbitrary European, on some underlying lognormal equities, non-path-dependent payoff, using low-discrepancy numbers: only change the source of the random numbers into the previous code.
How is the implied volatility calculated?
What is Meant by ‘Complete’ and ‘Incomplete’ Markets?
How many prices have in practice option for put–call parity?
A stock whose value is now $44.75 is growing on average by 15 percent per annum. Its volatility is 22 percent. The interest rate is 4 percent. You need to value a call option along with a strike of $45, expiring in two months’ time. So, what can you do?
Illustrates an example an arbitrage opportunity?
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Explain another way of interpreting put–call parity.
Explain the programme of study of Monte Carlo method.
What is actuarial approach in Central Limit Theorem?
Elucidate the advantages and disadvantages of the aggressive working capital financing approach?
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