Explain the term NGARCH as of the GARCH’s family.
Expert
NGARCH
vn = (1 - α - β)w0 + βvn-1 + α(Rn-1 - γ√(vn-1))2.
This is same to GARCH (1,1) other than the parameter γ permits correlation among the stock and volatility processes.
What are Pros and cons of different methods? Answer: Table illustrate
Why a different type of mathematics in Quantitative Finance is important?
When the quantitative finance is disrepute?
In brief define each of the major types of international bond market instruments, noting their distinguishing characteristics.The major kind of international bond instruments & their distinguishing characteristics are as follows:
Create a different arrangement of interest payments between the counterparties and the swap bank that yet leaves each counterparty along with an all-in cost 1/2 percent below each's best rate & the swap bank with a 1/4 percent inflow.Company
Normal 0 false false
Determine the efficiency of Monte Carlo method.
Explain the differences between foreign bonds & Eurobonds. Also describe why Eurobonds make up the lions share of the international bond market.The two segments of the international bond market are following: foreign bonds & Eurobo
Explain boundary/final conditions in Monte Carlo method.
Explain in brief the difference between financial risk and business risk?
18,76,764
1925814 Asked
3,689
Active Tutors
1413133
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!