How are financial or economic variable represented by index
How are financial or economic variable represented by index?
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Each index is representative of several significant financial or economic variables. Multi-index versions of Capital Asset Pricing Model can be constructed.
Who introduced the model of discrete set of rates?
Explain the tool of Discretization methods in Quantitative Finance.
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
Can I employ real probabilities for pricing derivatives? Answer: Yes you can. But you may require moving away from classical quantitative finance.
Explain functional form of coefficients in Monte Carlo method.
Staind, Inc., has 7 percent coupon bonds on the market that have 13 years left to maturity. The bonds make annual payments. If the YTM on these bonds is 11 percent, what is the current bond price?
What are the difference between Capital Asset Pricing Model and Markowitz’s Modern Portfolio Theory?
You need to price a European, non-path-dependent contract upon a basket of equities. Which numerical method should you use?
Describe the long position in an options contract?An option is a contract giving the long the right to buy or sell a given quantity of an asset at a particular price at some time in the future, however not enforcing any obligation on him if the
What is Coherent Measure?
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