Explain the term AGARCH as of the GARCHs family
Explain the term AGARCH as of the GARCH’s family.
Expert
AGARCH: It is absolute value GARCH. Same to GARCH but along with the volatility (as not the variance) being linear into the absolute value of returns (in place of square of returns).
What are the difference between CAPM and APT?
Explain an example of finite-difference method.
What are the competing effects in a dispersion trade?
Explain stochastic volatility.
What is super hedging?
Question 1 You just took out a variable-rate mortgage on your new home. The mortgage value is $100,000, the term is 30 years, and initially the interest rate is 8%. The interest rate is fixed for
Suppose you are the swap bank in the Eli Lilly swap. Create an example of how you might lay off the swap to an opposing counterparty.The swap bank may attempt to lay off the swap on Japanese MNC which has issued yen denominated debt to finance
What is a Poisson Process?
the division of U.S businesses into the categories on proprietorship, partnerships, and corporations is based on what?
How can we use real probabilities for pricing derivatives?
18,76,764
1934309 Asked
3,689
Active Tutors
1460036
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!