Explain the term EGARCH as of the GARCHs family
Explain the term EGARCH as of the GARCH’s family.
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EGARCH: It is an Exponential GARCH. Such models the logarithm of the variance. The model also accommodates asymmetry in which negative shocks can have a bigger impact upon volatility than positive shocks.
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,
What are those factors that common stockholders would consider while deciding how much cash dividends they want from corporation in which they have invested?
Define the term XSLT?
How is gamma measure the rehedged position?
Explain the example of equilibrium model as Capital Asset Pricing Model.
Discuss risk from the perspective of the CAPM (Capital Asset Pricing Model).
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Define an example of a Quant and an Actuary.
Explain different types of hedge.
On the contrary to the U.S., Japan has felt continuous current account surpluses. What could be the foremost causes for these surpluses? Is it desirable to have continuous current account surpluses? Japan's continu
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