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.
State the term Option Adjusted Spread? Answer: The OAS stands for Option Adjusted Spread is the constant spread added to a forward or a yield curve to match the mark
What is complete market and incomplete market in term of probabilistic?
Illustrates an example of probability of coin willing to bet?
Illustrates an example of Option Adjusted Spread. Answer: Analyses by using Option Adjusted Spreads are common within Mortgage-Backed Securities (MBS).
What is the validity of the Efficient-market hypothesis?
How are you able to measure real probabilities?
Illustrates an example of Poisson Process?
Define market participants in the foreign exchange market?The market participants which comprise the FX market can be categorized in five groups: international banks, non-bank dealers, bank customers, FX brokers, and central banks. Internation
Explain The characteristic of perceiver and perceived
Explain Modern Portfolio.
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