Explain the term TGARCH as of the GARCHs family
Explain the term TGARCH as of the GARCH’s family. Answer: TGARCH: It is threshold GARCH. This is the same to GARCH but includes an extra term that kicks in while the shock is negative. This provides a realistic asymmetry to the volatility model.
Explain the term TGARCH as of the GARCH’s family.
Answer:
TGARCH: It is threshold GARCH. This is the same to GARCH but includes an extra term that kicks in while the shock is negative. This provides a realistic asymmetry to the volatility model.
Explain in brief about the time value of money?
Does High operating leverage mean high business risk. Elaborate the statement.
What is Colour for option value?
Normal 0 false false
Explain the Simulations tool in Quantitative Finance.
How does the theory of comparative advantage associate to the currency swap market?Name recognition is very important in the international bond market. Without it, even a creditworthy corporation will determine itself paying higher interest rat
Illustrates an example of Option Adjusted Spread. Answer: Analyses by using Option Adjusted Spreads are common within Mortgage-Backed Securities (MBS).
What is the Efficient Markets Hypothesis?
Explain maintenance of future and option margins.
Do option traders use the Black–Scholes formula?
18,76,764
1942866 Asked
3,689
Active Tutors
1458122
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!